Breakfast Briefing: Meeting the Data Requirements of FRTB 2020 | A-Team Group | 1 May 2019 | Glaziers Hall, 9 Montague Cl, London SE1 9DD, UK

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.

Who should attend?
If you are any of the following types of roles at a financial institution, or offer products and services into this space, then this event is right for you.
• Chief Operating Officer (COO)
• Chief Information Officer (CIO)
• Chief Compliance Officer (CCO)
• Chief Technology Officer (CTO)
• Chief Risk Officer (CRO)
• Data Architect
• IT Market Risk Executives
• Market Risk Analytics
• Market Data Executives
• Market Risk
• Liquidity & Capital Risk
• Reference Data Executives
• Risk Manager
• Risk Modelling
• Risk & Compliance

Why you should attend?
Join us at our FRTB breakfast briefing and get up to speed on the complex 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 Eligability Test, Expected Shortfall
• Understand what your implementation priorities should be 2019

2020 Speakers

Jeery Goddard
Former Directro, Traded Risk Santander UK

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

Suman Datta
Head Portfolio Quantitative Research, Lloyds Banking Gropup

Jacob Rank Broadley
Director, Regulatory and Market Structure Propositions Refinitiv

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

Adolfo Montoro
Director, Global Head of Market Data Strategy & Analytics Deutsche Bank

Satinder Jandu
Director, Viewset