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Event Date Tue Mar 8 EST (in about 1 month)
Location Webinar
Region All

Many banks still need to finalise decisions on which of their trading desks will adopt the complex Internal Model Approach (IMA) to calculating market risk capital requirements and which the less complex Standard Approach (SA). Decisions must also be taken on how to source the vast amounts of internal and external data, including data never previously required, needed to meet reporting obligations. Differing jurisdictional interpretations of elements of the regulation add to the challenges – but there are solutions.


2022 speakers

Hany Farag
Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management, CIBC

Fausto Marseglia
Head of Product Management, FRTB and Regulatory, Refinitiv, an LSEG business


Sarah Underwood
Editor, A-Team Group

Sponsors & Partners

2022 Sponsor