IMPLEMENTATION

Reviewing implementation challenges and timelines for FRTB

GLOBAL APPROACHES

Reviewing global approaches and how FRTB interacts with broader scope of regulation

DATA

Collecting and aggregating quality data and implementing effective data governance strategies

NMRF

Identifying modellable and non-modellable risk factors

Pavan-Dinavahi-120x120

Pavan Dinavahi
Global Head-Market & Treasury Risk Data Analysis and Reporting
UBS

Ramesh-Jonnadula-120x120

Ramesh Jonnadula
Head of FO Market Data & Quantitative Analysis
Wells Fargo tbc

Anton-Matskovski-1-120x120

Anton Matskovski
FRTB Consultant
Natixis

man-120x120-1 (15)

Suresh Srinivasan
FRTB Americas Implementation Lead
HSBC

8:20 Registration and breakfast

IMPLEMENTATION

9:00 Reviewing implementation challenges and timelines for FRTB

Session details 

  • Parallel runs ahead of final implementation
  • Demonstrating compliance with new requirements
  • Lessons learnt from European implementation
  • Gaining regulatory approval ahead of time
  • Consistent implementation across institutions
  • Managing jurisdictional preferences and disparities
  • Impact across business lines
  • Reviewing the impact on individual desk structures
  • Technology requirements to adapt to new frameworks
  • Developing robust and flexible systems to test implications

Suresh Srinivasan, FRTB Americas Implementation Lead, HSBC

MARKET CHANGES

10:00 Understanding the potential effect of market volatility and stress events on FRTB outputs

Session details 

  • Impact of market volatility from the pandemic
  • Testing potential events
  • Reviewing impact of transition to standardized approach
  • Developing agile analysis and reporting tools
  • Testing modeling assumptions
  • Scenario analysis capabilities

10:30 Morning refreshment break and networking

GLOBAL APPROACHES

11:00 Reviewing global approaches and how FRTB interacts with broader scope of regulation

Session details 

  • Reviewing global approaches and interpretations
  • UK vs. EU vs. US
  • Impact of differing timelines across jurisdictions
  • Alignment with CECL and LIBOR changes
  • US interpretation of Basel 4 package
  • Aligning processes across requirements
  • Developing a holistic view of regulation
  • Cross functional solutions
  • Managing cross border trading and aligning balance sheet

DATA

12:00 Collecting and aggregating quality data and implementing effective data governance strategies

Session details 

  • Collecting reliable data
  • Managing uncertainty with limited regulatory feedback
  • Developing data aggregation capabilities
  • Data governance processes
  • Managing increased data requirements
  • Aggregating different types of data from across systems

Ramesh Jonnadula, Head of FO Market Data & Quantitatiive Analysis, Wells Fargo tbc

12:45 Lunch break and networking

CAPITAL IMPACT

1:45 Understanding changes to capital calculations and internal requirements under model approaches

Session details 

  • Adapting internal systems
  • Build or buy?
  • Impact on uncleared derivatives
  • Calibrating frameworks to align with US capital adequacy standards
  • Capital floor and disclosure requirements
  • Capital optimization strategies
  • Developing a capital allocation methodology
  • Maintaining transparency within calculations

NMRF

2:45 Identifying modellable and non-modellable risk factors

Session details 

  • Application of tests to capture risk factors
  • Challenges handling non modellable risk factors
  • Impact to capital requirements
  • Defining modellable vs. non-modellable risk factors
  • Data sources for modeling
  • Operationalizing risk factor eligibility tests

Pavan Dinavahi,Global Head-Market & Treasury Risk Data Analysis and Reporting, UBS

3:30 Afternoon refreshment break and networking

MODEL APPROACHES

4:00 How standard is standard approach? Gray areas and unintended consequences

Session details 

Anton MatskovskiFRTB Consultant, Natixis

5:00 End of Masterclass

CeFPro, in accordance with the expected guidelines for live in-person meetings, will ensure that all official and recommended procedures are adhered to in regard the Masterclass. We wish to ensure that this Masterclass enables engagement, discussion, and debate among the attendees.

As such, CeFPro will limit the number of attendees to adhere to recommended guidelines and ensure attendee interaction and debate.

Pavan-Dinavahi-120x120 (1)

Pavan Dinavahi
Global Head-Market & Treasury Risk Data Analysis and Reporting
UBS

Biography

Pavan is speaking at FRTB USA

Ramesh-Jonnadula-120x120 (1)

Ramesh Jonnadula
Head of FO Market Data & Quantitative Analysis
Wells Fargo tbc

Biography

Ramesh is speaking at FRTB USA

Anton-Matskovski-1-120x120 (1)

Anton Matskovski
FRTB Consultant
Natixis

Biography

Anton is speaking at FRTB USA

man-120x120-1 (16)

Suresh Srinivasan
FRTB Americas Implementation Lead
HSBC

Biography

Suresh Srinivasan is currently the Americas FRTB implementation lead and GMS / CCAR program manager at HSBC. Before his career in HSBC, Suresh worked as a Management Consultant in EY and assisted several major US banks in their GMS initiatives. Suresh has held several leadership roles and has worked with multiple functional units in the Traded Products and Investment Banking domain. Suresh earned his MBA in Finance from Zicklin School of Business, New York and Bachelors in Engineering from India.

Please keep checking back as more speakers will be added for the Masterclass soon.

RISK AMERICAS

11th Annual Risk Americas | May 10-11, 2022 | New York City

GEOPOLITICAL TRENDS

Reviewing global geopolitical trends and emergence from the global pandemic

ESG

Reviewing ESG standards and disclosure requirements

REGULATION

Reviewing the future of regulation and preparing for change

RISK MANAGEMENT

CRO perspective: addressing the fintech risk management – best practices and key considerations

AI & MACHINE LEARNING | DIGITALIZATION | DATA PRIVACY | CRYPTOCURRENCY | FINTECH | CLIMATE RISK

CYBER RISK | FRAUD | THIRD PARTY RISK | CLOUD | BUSINESS CONTINUITY | RESILIENCE

MARKET RISK | INTEREST RATES | ESG | LIBOR | LIQUIDITY | BALANCE SHEET OPTIMIZATION

CRYPTOCURRENCY | DEPLOYMENT OF ADVANCED TECHNOLOGIES | CECL CONTINUED | DATA GOVERNANCE

Frank-Morisano-BW-120x120-2 (2)

Frank Morisano
Chief Risk Officer
ICBC

Jay-120x120 (1)

Jay Cook
Chief Risk Officer, International
Lloyds Banking Group

Amy-butler-120x120 (1)

Amy Butler
CRO
Legal & General

image-6-120x120 (1)

Sarah Chapman
Global Chief Sustainability Officer
Manulife

Nich-Silitch- (1)

Nicholas Silitch
CRO
Prudential

Sabeena-Liconte (2)

Sabeena Liconte
Deputy Chief Operating Officer, Chief Legal Counsel
BOC International (USA) Holdings Inc., member of Bank of China Group

Markus-Lammer-120x120 (1)

Markus Lammer
COO, Ultra High Net Worth Business
Credit Suisse

paige-wisdom-120x120 (1)

Paige Wisdom
Board Director
Morgan Stanley Bank N.A

Ty-Lambert-2015-Professional-Pic (1)

Ty Lambert
Senior Executive Vice President & Chief Risk Officer
BancorpSouth

TyagiVivek-4822-120x120 (1)

Vivek Tyagi
CRO – Transaction Banking
Goldman Sachs

Machine Learning Model Validation

 

Topics include:

 

Machine learning explainability

Designing inherently interpretable model

Deep ReLI networks as interpretable models

Outcome testing

Exploring implementation and changes within FRTB

 

Topics include:

 

Implementation

Global approaches

Data

NMRF

.

WHY SHOULD YOU ATTEND A CEFPRO CONFERENCE?
HEAR FROM PAST ATTENDEES AND SPEAKERS…

PANEL DISCUSSIONS

Interactive panel discussions are designed to include attendees by running a live Q&A throughout the session

PRESENTATIONS

Hear industry experts provide detailed insights on a range of vendor risk issues, challenges and opportunities

NETWORKING BREAKS

 Networking opportunities including breakfast, lunch and refreshment breaks on both days, access to all streams and sessions.

MEET THE SPEAKERS

Continue discussions beyond the auditorium and interact with speakers and attendees after their session.

June 10, 2022

FRTB: What we’ve learned so far from actual implementations

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
June 9, 2022

Fintech advances and financial services – what does the post-covid road hold?

May 26, 2022

Understanding how firms can develop internal transition plans, systems and modelling to ensure they are operationally ready

By Sandeep Bhorkar, Director, IBOR Transition, Société Générale Disclaimer: All of the views, opinions and interpretations presented herein are solely those of the speaker and should […]
May 26, 2022

Discussing international variations in timelines, approaches, model adoption and the potential for harmonisation

By Brandon Davies, Non-Executive Director, Obillex Limited
May 25, 2022

Fundamental Review of the Trading Book (FRTB)

By Shearin Cao, Technical Specialist, Traded Risk Management, Standard Chartered Bank

New York Marriott Downtown – 85 West Street,
New York, NY 10006,
United States

We have secured a preferential rate from $385++ per night. Please click here or use the link below to secure your accommodation.

Please note; this rate will expire on April 15, 2022 and we only have a limited number of rooms. We advise to book your sleeping rooms prior to this date to avoid disappointment.

If multiple rooms are required please register each room one at a time with the number of nights and guests in each room.

https://book.passkey.com/e/50092731

Can I present at the Masterclass?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the Masterclass. For further information on this please contact alice.kelly@cefpro.com or call us on +1 888 677 7007.

Are there any rules on the dress code?

Business attire is requested. The Masterclass is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the Masterclass, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of the day, full access to the sessions and exhibition area. Presentations from the sessions are also available, subject to speaker approval.

Where can I find the Masterclass documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations after the Masterclass*. We will work with our presenters to include as many presentations as possible on our App during the Masterclass.

* Please note that our speakers often have to gain permission from their relevant compliance departments to release their presentations. On rare occasions compliance may not allow presentations to be distributed.

Will breakfast, lunch and refreshment be provided?

Yes. As with all of our events, the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Masterclass, such as:

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the day (subject to confirmation)
  • Q&A, panel discussions and audience participation technology
Are there opportunities to share my thought-leadership at the Masterclass?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Masterclass and our wider risk professionals community. At the event we can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Masterclass. Visit the Sponsor tab for further information or contact sales@cefpro.com / +1 888 677 7007

Are media partnerships available for the Masterclass?

Yes. As part of a media partnership we can offer a variety of options to increase the branding and awareness of your association, company, certificate, publication or media. We are flexible with what we can offer however we usually:

  • Provide a discounted rate to attend
  • Place your logo and profile on the Masterclass website
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Masterclass
  • Promote through social media channels

To discuss this further please contact lauren.carter@cefpro.com or call +1 888 677 7007.

What can I do if I can't attend the event due to Covid-19?

If you are unable to attend the Masterclass due to national/Covid restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.

Representing a financial institution or government body – (E.g. Bank, Insurance company, Asset Manager, Regulator)

FRTB USA
May 9, 2022

LAUNCH
RATE

$499

SAVE $200

Registrations before March 4

SUPER EARLY
BIRD

$499

SAVE $200

Registrations before April 8

EARLY
BIRD

$599

SAVE $100

Registrations before April 22

STANDARD
RATE

$699

 

Registrations after April 22

FRTB USA & Risk Americas
May 9-11, 2022

LAUNCH
RATE

$1,298

SAVE $700

Registrations before March 4

SUPER EARLY
BIRD

$1,398

SAVE $600

Registrations before April 8

EARLY
BIRD

$1,598

SAVE $400

Registrations before April 22

STANDARD
RATE

$1,998

 

Registrations after April 22

Representing an information/service provider (E.g. Consultant, Vendor, Executive Search Firm, Law Firm)

FRTB USA
May 9, 2022

LAUNCH
RATE

$899

SAVE $500

Registrations before March 4

SUPER EARLY
BIRD

$999

SAVE $400

Registrations before April 8

EARLY
BIRD

$1,099

SAVE $300

Registrations before April 22

STANDARD
RATE

$1,399

 

Registrations after April 22

FRTB USA & Risk Americas
May 9-11, 2022

LAUNCH
RATE

$2,598

SAVE $1,500

Registrations before March 4

SUPER EARLY
BIRD

$2,998

SAVE $1,100

Registrations before April 8

EARLY
BIRD

$3,498

SAVE $600

Registrations before April 22

STANDARD
RATE

$4,098

 

Registrations after April 22

Why not extend your learning and also attend one of our main events?

*To qualify for the preferential ‘early bird’ rates, registration must be received by the close of the ‘early bird’ working day, and payment can be made at the time of registering, or up to a week after registration is made an invoice sent. CeFPro reserves the right to increase rates should payment be delayed significantly. Should a delegate register at a rate that is inaccurate, CeFPro reserves the right to issue an additional invoice for the outstanding amount.

Covid Assurance Policy 

If you are unable to attend the Summit due to national/Covid restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.

REGISTER BY EMAIL

Simply email us with your
Full name
Job title
Company & address
Contact number

Email: Lauren.carter{@}cefpro.com

CONTACT US DIRECTLY

Call us on
+1 888 677 7007

DOWNLOAD PDF REGISTRATION FORM

Click here to complete the form and submit by email