slidesharedata management implications of the fundamental review of the trading book (frtb)
TRANSCRIPT
FROM
March 2, 2017
Welcome to A-Team Group’s webinar
Data management implications of the
Fundamental Review of the Trading Book (FRTB)
FROM
March 2, 2017
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March 2, 2017
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FROM
March 2, 2017
Moderator:
Sarah Underwood, Editor, A-Team Group
FROM
March 2, 2017
Panel Member: Selwyn Blair-Ford, Financial Regulatory
Specialist
Areas of Expertise:
• Senior banking professional with specific expertise
in prudential risk regulation
• Over 20 years’ experience working with consumer
and investment banks and derivatives houses
• Past 10 years, working with a global software
vendor as Head of Global Regulatory Policy,
which involved researching regulatory issues to
provide knowledge necessary to design, build
and deliver complex, multi-regulatory global
solutions to financial services institutions
FROM
March 2, 2017
Panel Member: Jerry Goddard, Director, Risk Data
Aggregation and Risk Reporting Framework,
Santander UK
Areas of Expertise:
• Strong understanding of the benefits of good data
models in the development of information systems
• Expert knowledge of market risk methodologies
from the development, implementation and use of
Santander UK market risk models
• Good understanding of regulatory requirements
from multiple successful internal model applications
FROM
March 2, 2017
Panel Member: Greg Van Droogenbroeck,
Head of Regulatory Products, Bloomberg LP
Areas of Expertise:
• Regulatory Products provides clients with regulatory
focused data feeds on an intra-day basis to feed
into their enterprise databases and applications
• Responsibility for Bloomberg's development efforts
to assist banking clients with new feeds that include
the data elements required to meet the ‘real’
price criteria for the risk factors modellablility test
under FRTB
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March 2, 2017
Intentions of the Fundamental Review of the Trading Book (FRTB)
Market readiness for the January 2019 compliance deadline
Key data requirements and sourcing necessary data
Data management challenges presented by the regulation
Best practice implementation to achieve FRTB compliance
Technology solutions available to support regulatory compliance
Harmonising FRTB with data management for other regulations
Advice for data management practitioners working on FRTB
Talking Points
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March 2, 2017
The Fundamental Review of the Trading Book
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March 2, 2017
How well prepared are market participants to
meet the regulation’s January 2019 deadline?
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March 2, 2017
The data requirements of FRTB and how data can
best be sourced
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March 2, 2017
The data management challenges of FRTB
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March 2, 2017
Developing a market risk framework for FRTB
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March 2, 2017
Data management to meet the internal model
requirement
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March 2, 2017
How to ensure accurate and timely regulatory
reporting
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March 2, 2017
Harmonising data management for FRTB with
compliance programmes for other regulations
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March 2, 2017
A step-by-step process to achieve compliance
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March 2, 2017
Technology solutions to support FRTB compliance
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March 2, 2017
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March 2, 2017
The benefits of compliance using an internal model
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March 2, 2017
Advice for data management practitioners working
on FRTB compliance
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March 2, 2017
Upcoming A-Team Group Events
Visit DataManagementReview.com/events
or IntelligentTradingTechnology.com/events
June 8th
Intelligent
Trading
Summit
New York
March 15th
Data
Management
Summit
London
April 4th
Data
Management
Summit
New York
October 5th
NEW: RegTech
Summit for
Capital Markets
London
FROM
March 2, 2017
Upcoming A-Team Group Webinars
Visit webinars section of DataManagementReview.com
or IntelligentTradingTechnology.com or
March 16th
Trade/order
tracking and
time-stamping
for regulatory
compliance
March 7th
How agile data
management
can power
business
transformation
March 23rd
MiFID II: Data
for transaction
reporting
FROM
March 2, 2017
A-Team Group Handbook Series
Visit the handbooks section of
DataManagementReview.com or IntelligentTradingTechnology.com
FROM
March 2, 2017
Join the
Data Management Review Online Community
Data Management Review is your single destination for knowledge and resources covering data management
approaches, trends and challenges as well as all the regulations impacting financial data management for the
enterprise.
Join our 15,000 other members - it’s entirely free to join!
Sign up at http://bit.ly/signupforDMR
Membership entitles you to free access to expert unbiased commentary.
We deliver:
Regular weekly updates on the latest news and views
Blogs and commentary
White papers
Surveys and research
Data management handbooks
Events
Webinars
Awards
FROM
March 2, 2017
Join the
Intelligent Trading Technology Online Community
Intelligent Trading Technology is your single destination for knowledge and resources covering trading technology
approaches, trends and challenges as well as all the regulations impacting financial trading technology for the
enterprise.
Join our 17,000 other members - it’s entirely free to join!
Sign up at http://bit.ly/ITTSignup
Membership entitles you to free access to expert unbiased commentary.
We deliver:
Regular weekly updates on the latest news and views
Blogs and commentary
White papers
Surveys and research
Trading technology handbooks
Events
Webinars
Awards