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:
Agenda
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
In-Person
Société Générale, 17 Cours Valmy Room : Amphitheatre Granite, Paris, 92800 Puteaux
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Jacques Debes
Regulatory Affairs, BNP Paribas
Fabien Thiery
Deputy Head of Global Risk Methodologies, Société Générale
Aurelien Chaput
Head of Market Risks Control Unit, Société Générale
Jeremie Lyazghi
Director, EY UK Financial Services Risk Management
Danielle Winandy
RISK ESG Transformation Manager BNP Paribas
Jesus Sanchez Gonzalez
FRTB Program Director Societe General
Olivier Garbus
Investment Specialist Amundi Asset Management
Olivier VU LIEM
ALM Risks Analyst Liquidity Risk Office Natixis
Remy ESTRAN
Advisor to Risk Dynamics part of McKinsey & Company