FRTB 2.0 - What's New

FRTB 2.0 - What's New
This session covers what has and has not changed regarding the Banking Book Boundary, easing of the Standardized Approach calibration, leniency in the NMRF and PLA frameworks within the Internal Models Approach, specific changes related to the treatment of ETFs and other funds, and a number of other impacts from the new standard.

 

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 Course Experts CRL Credits

 

Presented By:

Sanjay Sharma, PhD, Founder and Chairman, GreenPoint Global 
John “Jeb” Beckwith, Managing Director,
GreenPoint Global

Date:

April 7 - 13, 2020

Time:

Self-paced

Session Length:

Approx. 90 minutes




About This Course
 

FRTB 2.0 - What's New

Our experts discuss the details and implications for changes to the FRTB framework from the 2019 standard.  This session covers what has and has not changed regarding the Banking Book Boundary, easing of the Standardized Approach calibration, leniency in the NMRF and PLA frameworks within the Internal Models Approach, specific changes related to the treatment of ETFs and other funds, and a number of other impacts from the new standard.  Our experts also touch on a new simplified market risk capital framework designed for smaller, simpler banks.

Who Should Attend
 

Heads of Trading Businesses, Trading Desk Heads, Market Risk Managers, FRTB Program Managers, Market Risk Auditors, Enterprise Risk Managers, Liquidity Professionals, Regulatory Capital Professionals, Model Validation Professionals, Market Data Professionals, Regulators, and Supervisors



About Our Experts

  
  Sanjay Sharma, PhD, is the Founder and Chairman of GreenPoint Global – a risk advisory, technology, education, legal and compliance services firm headquartered in New York. Founded in 2006, GreenPoint has grown to over 350 employees and over 40 consultants with a global footprint. During 2007-16 Sanjay was the Chief Risk Officer of Discretionary Capital Group and Managing Director in Fixed Income and Currencies Risk Management at RBC Capital Markets in New York. His career in the financial services industry spans over 25 years during which he has held investment banking, risk management and technology transformation positions at Goldman Sachs, Merrill Lynch, Citibank, Moody’s and Natixis. Sanjay is the author of “Risk Transparency” (Risk Books, 2013) has also published several papers. Sanjay is co-author with Jeb Beckwith of the book Fundamental Review of Trading Book – A Handbook for Practitioners and Regulators, published by RiskBooks, Incisivemedia (2018).

He is an Adjunct Professor at New York University and Fordham’s quantitative finance programs, and financial markets program at EDHEC in Nice, France. He has served as the Founding Director of the RBC/Hass Fellowship Program at the UC Berkeley, and a member of the Board of Directors of UPS Capital (a Division of UPS). He is a former member of  the Global Board of Directors for Professional Risk International Association (PRMIA). He holds a Ph.D. in Finance from New York University and an MBA from the Wharton School of Business and has undergraduate degrees in Physics and Marine Engineering.


  John “Jeb” Beckwith is Managing Director of GreenPoint’s financial institutions division serving banks and insurers. Jeb brings over 30 years of industry experience in the management of risk, capital markets, lending and transaction banking practices. Prior to joining GreenPoint, he was Managing Director at RBC Capital Markets for 10+ years.  At RBC, Jeb led several front office and risk management groups related to global financial institutions including corporate banking, capital markets cross-sell, regulatory advisory, transaction banking, and trade finance.  Jeb founded RBC’s bank regulatory/ratings advisory team and founded/chaired RBC’s committee to adjudicate global limits for all bank and sovereign counterparty risks. Prior to joining RBC, Jeb held various management and corporate banking positions with increasing levels of responsibility at MUFG, Bank of America and BNY-Mellon. 

Jeb is an Adjunct Professor at New York University’s Tandon School and at Fordham University’s school of financial engineering.  Jeb has published several papers on banking regulation and is co-author, with Sanjay Sharma, of the book Fundamental Review of Trading Book – A Handbook for Practitioners and Regulators, published by RiskBooks, Incisivemedia (2018). 

Continuing Risk Learning Credits: 1
 

PRMIA Continuing Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. A CRL certificate can be downloaded/printed upon completion of the session.

Registration
 Membership Type Price
 Sustaining, Corporate, and RIM Members $79
 Contributing Member $99
 Non Member $109

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When
4/7/2020 - 4/13/2020
Where
Virtual Training

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