Implementing the FRTB: Technical and Business Implications
Friday, October 7, 2016
8:00 - 10:50 AM|
Bloomberg LP
120 Park Avenue 
22nd Floor
New York, NY

The FRTB is the first major change to the market risk rule since the introduction of VaR models. It contains some of the most complex technical requirements of any regulation ever imposed on the financial industry and will require a major overhaul of models, systems and business practices. Our panel of experts will discuss key issues to watch out for in the implementation. Adam Litke will discuss the profound impact that seemingly technical portions of the rule will have on market structure and liquidity.

8:00 - 8:30 Registration and Continental Breakfast

8:30 – 8:40 Welcome and Opening Remarks

8:40 - 9:40 Panel Presentation

Panel

  • Don Wesnofske- Founder and Chief Executive Officer, Risk Officer Inc. 
  • Sanjay Sharma – Founder and Director, Green Point Global
  • David Grigoryan - Managing Director & Head of Market Risk Analytics, Bank of America

Moderator

  • Harvey Stein - Head, Quantitative Risk Analytics, Bloomberg LP

9:40 - 10:40 Speaker Presentation

Market and Structural Implications of the FRTB

  • Adam Litke  - Chief Risk Strategist, Bloomberg LP

10:40 – 10:50 Closing Remarks

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