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FRTB - 2021 European Summit - Day 1 - BST (British Summer Time, GMT+1)
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FRTB - 2021 European Summit - Day 1 - BST (British Summer Time, GMT+1)
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11:00 - 11:5050 mins
Registration & Virtual Networking
11:50 - 12:0010 mins
Chairperson's Opening Remarks
- Adolfo Montoro - Director, Global Market Risk Analytics, Global Risk, Bank of America
12:00 - 12:4040 mins
Covid-19 - How would FRTB have coped under extreme market conditions?
- Nicolae Mera - Head of EMEA Market Risk Analytics, Morgan Stanley
12:40 - 13:2545 mins
Keynote Session : Regulatory Perspectives on FRTB Development, Implementation and Supervision
- Dilip Patro - Associate Director, Institution Risk, Federal Deposit Insurance Corporation
13:25 - 13:5530 mins
Networking Break & Lunch
13:55 - 14:3540 mins
Validation Within the Fundamental Review of the Trading Book
- Peter Quell - Head of Portfolio Modelling for Market & Credit Risk, DZ BANK
14:35 - 15:1540 mins
The Standardised Approach - Where is it now and what does it mean for the industry?
- Anna Holten Møller - Senior Risk Analyst, Nykredit
15:15 - 15:3520 mins
Afternoon Coffee
15:35 - 16:2550 mins
Heads of FRTB Project Panel: Implementation Experiences to Date and Key Forthcoming Priorities
- Hany Farag - Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management, CIBC
- Suman Datta - Head of Portfolio Quantitative Research, CB Markets, Lloyds Bank Commercial Banking
- Raphael Albrecht - Head of IRC Methodology, Credit Suisse
- Thomas Hougaard - Chief Risk Analyst, Nordea
16:25 - 17:0035 mins
Implementation Challenges & Pitfalls – What to look out for?
- Arnold Skimminge - Chief Model Risk Analyst, Nordea
- Maurizio Garro - Group Transformation, IBOR Transition, Lloyds Banking Group
- Nikos Korres - Director – Risk Methodologies and Analytics, ICBC Standard Bank
17:00 - 17:1010 mins
Chairperson’s Closing Remarks
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