FRTB Summit 2022
This webinar will cover both regional and global problems arising from this significant change, and how to solve them. We'll look ahead to the new standardized approach (SA) reporting requirement and the application process for IMA (internal models approach).
Agenda
- Key priorities and activities ahead of the FRTB deadline
- Passing the first FRTB hurdle: SA reporting
- Treatment of funds: underlying data challenges and possible solutions
- Preparing for IMA desk approval & NMRFs: managing the data challenge of the RFET
- Managing regional differences
- Post Brexit: UK PRA/BOE approach
Speakers
Murat Bozdemir
ESG Product Manager
Bloomberg
Murat heads Bloomberg’s EMEA and APAC product development for ESG & Climate Risk Enterprise Data solutions. He interacts with clients and regulators, identifying key challenges and supporting the development of new data sets for ESG regulatory disclosure and new climate risk requirements. Murat has 18 years of risk management and compliance experience covering sell and buy side markets. Before joining Bloomberg, Murat worked as a Director at KPMG, advising clients in risk control, capital management, compliance and accounting topics.
David Phillips
Senior Manager, Trade Risk Measurement Team, PRA
Bank of England
David Phillips currently works within the Supervisory Risk Specialists directorate at the PRA. His primary area of specialism is traded risk models, and he leads the team of specialists reviewing firms’ advanced models for market risk and counterparty credit risk. The new FRTB models are a key focus for this team; in addition to leading the PRA’s review of firms’ implementation, David is also a member of the Basel Market Risk Group
Bevan Cowie
Head of Market, Valuation, Model and Liquidity Risk Management
Deutsche Bank
Bevan is the Head of Market, Valuation, Model and Liquidity Risk Management. In addition he has CRO responsibilities for the firms Treasury and Capital Release Unit areas. He joined Deutsche Bank in May 2015 from Credit Suisse, where he spent 17 years in various roles across Market and Enterprise Risk Management in both London and New York. Prior to Credit Suisse he was in the audit practice of KPMG in New Zealand, during which time he became a qualified chartered accountant.
Elena Guz
Global FRTB Programme Manager
Morgan Stanley
Elena is FRTB program manager at Morgan Stanley since 2017. Elena holds Masters in Economics and Finance from Israel Institute of Technology, FRM designation and passed three levels of CFA exam.
Amol Tandon
Head of FRTB and Market Risk Governance & Regulatory Solutions
J.P. Morgan
Amol Tandon is the Head of FRTB and Market Risk Governance & Regulatory at JPMorgan. He joined JPM in 2003 and has worked in various quantitative and product development roles in Risk, Valuation Control Group, Liquidity Solutions & Corporate Trust. Amol holds a MBA from University of Arizona and a BE (Computer Science) from University of Mumbai.