Assessing the business implications of the Fundamental Review of The Trading Book
Webinar conducted on Thursday 6 April, 2pm GMT.
What will be discussed?
Overall impacts: What is at stake?
Model permission: How might it work?
Structuring of desks: What are the drivers?
Configuration of front to back office processes: What is required?
Front office desk allocations and impacts on the business: Possible mitigating actions?
FRTB Vs. Volcker: Overlaps and potential constraints?
Ed Duncan is a Director within Barclays Investment Bank Risk function, responsible for the bank’s transition to the new revised Market Risk framework (FRTB). Prior to this he was responsible for establishing a global team of technical experts covering a broad spectrum of Risk disciplines (Market, Counterparty Credit, and Credit risks) from a regulatory perspective, incorporating key regulatory reform projects such as Basel II.5 and Basel III. He has had over six years of success in this senior role using an extensive knowledge of regulation and risk management, applying relationship skills built on experience in liaising at a senior level of Banking, Risk, and Policy Making.
Head of Strategic Projects and Agile Project Lead (APL) for Risk Platform and FRTB
Nordea Bank AB
Bo is recently appointed director at Nordea Bank for Risk Platform and FRTB, based in Copenhagen. Previously, Bo was the Programme Director for FRTB at another large institution. With over 20 years of experience working within the financial services industry Bo has functioned a variety of roles across front office and risk analytics. Over the years Bo has worked on a range of critical regulatory programs covering ALM, IRBB, CCR, Market Risk, Credit Risk, Operational Risk and Solvency II. Bo holds a M.Sc. in Finance and Accounting (specialty in Financial Engineering) from the University of Aarhus in Denmark.
Head of Business Implementation, Risk Change
Britta started her career in banking at JPMorgan where she held various roles in structuring and trading covering a broad range of derivative products from IR to credit correlation and cross-asset correlation products.
Britta joined RBS Risk Management in 2010, where she initially set up the Market Risk Stress Testing framework and established the Traded Risk Capital Analysis team which covered Market and Counterparty Credit Risk. She also managed the internal model permissions for the trading book. Britta has recently joined Deutsche Bank as the Head of Business Implementation, Risk Change.