Chapter Meeting

Paris, France

FRTB: What Will Vast Changes to Bank Capital Standards for Market Risk Bring?

June 7, 2023

This chapter meeting has passed.


FRTB is a major change in the regulatory landscape for market risk management, triggering structural changes in models, systems, business, and processes for global market activities. It has come a long way since the publication of the first Basel Committee consultative paper 2012 — which was a response to the 2008 global financial crisis — and is now facing its final phase-in from major jurisdictions.

A panel of experts will guide us through this topic and offer key insights and the answers to many questions surrounding the FRTB’s dramatic changes to bank capital standards for market risk including:

  • How are banks preparing for the FRTB’s imminent implementation? 
  • Have the anticipated changes taken place?
  • How will this regulation cope with the problems it was intended to address?
  • What are the challenges ahead?


6:30 - 7:00 pm: Registration

7:00 - 7:05 pm: Welcome remarks

7:05 - 8:05 pm: Panel discussion with audience Q&A

8:05 - 8:15 pm: FRM®, SCR®, ERP® recognition ceremony

8:15 - 9:30 pm: Networking reception. Drinks and canapes will be served.

Attendees qualify for 1 GARP CPD credit.


June 7, 2023
6:30 PM - 9:30 PM


Société Générale, 17 Cours Valmy Room : Amphitheatre Granite, Paris, 92800 Puteaux


Jacques Debes

Jacques Debes
Regulatory Affairs, BNP Paribas

Fabien Thiery

Fabien Thiery
Deputy Head of Global Risk Methodologies, Société Générale

Aurelien Chaput

Aurelien Chaput
Head of Market Risks Control Unit, Société Générale

Jeremie Lyazghi

Jeremie Lyazghi
Director, EY UK Financial Services Risk Management

Chapter Directors

Danielle Winandy
RISK ESG Transformation Manager BNP Paribas

Jesus Sanchez Gonzalez
FRTB Program Director Societe General

Committee Members

Olivier Garbus
Investment Specialist Amundi Asset Management

Loic Mongellaz
Senior Manager in Quantitative Finance EXIOM

Maya Bonan Guillou
Risk CSR Officer BNPP Cardif

Monica Rebreanu
Climate Review Expert UNEP FI (United Nations Environmental Program for Financial Institutions)

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