Why You Should Attend:
This GFMI conference will help banks to have a more in-depth understanding of the evolving regulatory landscape for the FRTB whilst also examining strategies to minimize potential capital charges. Attendees will learn how to optimize models for P&L attribution, and compare the implementation of standard and internal model approaches (SA and IMA) for specific trading desks. Leveraging technology to enhance data quality and collection and examining the impact of the FRTB on business strategy will be discussed. FRTB implementation for smaller trading portfolios and internal audit’s role in FRTB compliance particularly for FBOs will also be a key area for consideration.
Practical Insights From:
Han Zhang
Managing Director, Head of Market Risk Analytics
Wells Fargo
Yi Zhao
Senior Vice President, US Global Risk Analytics
HSBC
Hany Farag
Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management
CIBC
Jouni Aaltonen
Executive Director, Risk Management
AFME and GFMA
Alexey Smurov
Senior Director, Head of Capital Model Validation
Capital One
Ryan Rehorn
Bank Examiner
Federal Reserve Bank of Richmond
Ash Majid
Executive Director, Risk Management
Sumitomo Mitsui
Ken Walker
Managing Director
State Street Corporation
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