This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

RiskMinds International
18 - 21 November 2024
InterContinental O2London

David Philips
Head of Traded Risk Measurement at Bank of England
Speaker

Profile

David Phillips leads the Traded Risk model team at the Prudential Regulation Authority (PRA), which is responsible for supervising banks’ use of market risk and counterparty credit risk internal models. He is closely involved in the Basel Market Risk Group, which worked on the new rules for market risk as part of FRTB. David joined the PRA in 2015, prior to which he worked in industry for over 20 years, in roles relating to model development, model validation, and risk management. He holds a PhD in Mathematics from Imperial College, London.

Agenda Sessions

  • Basel capital rules – Current state of play

    14:00