Breakfast Briefing: Meeting the Data Requirement...

Venue

Glaziers Hall

Glaziers Hall, 9 Montague Cl, London SE1 9DD, UK

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Event Date	Tue May 14 BST (over 5 years ago) In your timezone (EST): Tue May 14 3:00am - Tue May 14 12:00pm
Location	Glaziers Hall 9 Montague Cl, London SE1 9DD, UK
Region	EMEA

Details

Join us at our FRTB breakfast briefing and get up to speed on the data management requirements that FRTB requires you to have in place:

• Evaluate the Standard Model Approach vs. Internal Model Approach (IMA) and assess if IMA is right for your organisation
• Find solutions to the challenges around data sourcing of market and reference data for model elements and how to ensure data quality
• Address key pain points and discuss best practices for managing the data management requirements of FRTB elements: Non-Modellable Risk Factors, Profit and Loss • Attribution Test, Risk Factor Eligibility Test, Expected Shortfall
• Understand what your implementation priorities should be 2019

Speakers

2019 Speakers

Jerry Goddard
Former Director, Traded Risk, Santander UK

Neels Vosloo
Head of Regulatory Risk EMEA, Bank of America Merrill Lynch

Suman Datta
Head Portfolio Quantitative Research, Lloyds Banking Group

Jacob Rank Broadley
Director, Regulatory and Market Structure Propositions, Refinitiv

Peter Moss
CEO, SmartStream RDU

David Kelly
Co-Founder and Managing Director, Quant Foundry

Martijn Groot
VP, Product Management, Asset Control

Bradley Foster
Global Head of Content, Enterprise Data, Bloomberg

Selwyn Blair Ford
Independent Financial Regulatory Specialist

Harsh Prasad
Vice President, Quant Analytics, Morgan Stanley

Sponsors & Partners

2019 Sponsors and Partners

SPONSORS:
• Smart Stream
• Asset Control
• Bloomberg
• Refinitiv

PARTNERS:
• LEI
• EDM Council
• Fintech Weekly
• World Finance Informs

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