FRTB Implementation: Data Challenges and Solutions
Join our experts for a webinar as they discuss the remaining obstacles around the fulfilment of FRTB, a set of proposals by the Basel Committee on Banking Supervision that determines how banks must calculate their capital requirements.
This session will cover both regional and global challenges of FRTB and how to solve them.
Discussion Topics:
- FRTB implementation: the latest developments
- Risk factor bucketing
- Funds Look-through approach
- Risk Factor Eligibility Test (RFET)
Speakers
Thomas Labbe
Regulatory Product Development Manager
Bloomberg
Thomas Labbe is a Regulatory Product Manager covering EMEA & APAC regions. He is working closely with clients to understand their regulatory challenges and build corresponding solutions. Prior to joining Bloomberg in 2016, Thomas worked for 15 years at Morgan Stanley and 2 years at Jefferies in London as a trader in rates and credit products.
Rong Ma
Product Manager, Regulatory Data Solutions
Bloomberg
Rong Ma is a Product Manager in Bloomberg’s Regulatory Data Solutions group. She has almost ten years of experience working in Basel Regulation related projects. In her current role, she designs, develops and implements solutions that help clients to comply with various regulation standards. Before she joined Bloomberg in 2014, Rong was a Quantitative Risk Analyst at Bank of New York Mellon. She holds a Ph.D. in Applied Economics.
Ken Yanai
Product Manager, Regulatory Data Solutions
Bloomberg
Ken Yanai is a Product Manger responsible for Bloomberg's Accounting and Compliance data and solutions. He works with various market players to develop, enhance and maintain the Accounting and Compliance data set and solutions. Prior to joining the Regulatory and Accounting Product team, Ken worked as a Risk, Valuation & Regulatory specialist sales in Japan leading initiatives including IFRS13 convergence and liquidity regulation for asset managers.