FROM
DataManagementReview.comMay 9, 2017
Welcome to A-Team Group’s webinar:
Get to grips with FRTB data and data
management requirements
FROM
DataManagementReview.comMay 9, 2017
Join the
Data Management Review Online Community
Data Management Review is your single destination for knowledge and resources covering data management
approaches, trends and challenges as well as all the regulations impacting financial data management for the
enterprise.
Join our 15,000 other members - it’s entirely free to join!
Sign up at http://bit.ly/signupforDMR
Membership entitles you to free access to expert unbiased commentary.
We deliver:
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 Blogs and commentary
 White papers
 Surveys and research
 Data management handbooks
 Events
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 Awards
FROM
DataManagementReview.comMay 9, 2017
Moderator:
Sarah Underwood, Editor, A-Team Group
FROM
DataManagementReview.comMay 9, 2017
Panel Member: Joel van der Leest,
FRTB Programme Manager, ING
Areas of Expertise:
• Stakeholder alignment across finance, risk, IT,
operations and those who earn the money
• Programme delivery in agile environments
• Moving up the information flow pace from daily
Value at Risk to intraday ES
FROM
DataManagementReview.comMay 9, 2017
Panel Member: Jerry Goddard, Director, Risk Data
Aggregation and Risk Reporting Framework, Santander UK
Areas of Expertise:
• Previously, head of traded market risk for
Santander UK implementing new risk
methodologies for internal and regulatory needs
• Programme manager of the Santander UK
BCBS 239 programme implementing a risk data
framework across the bank
• Have led multiple successful internal model
applications with the PRA
• Internal subject matter expert on FRTB
FROM
DataManagementReview.comMay 9, 2017
Panel Member: Jacob Rank-Broadley, Director, Regulatory
& Market Structure Propositions, Thomson Reuters
Areas of Expertise:
• Capital markets strategy
• Regulatory response
FROM
DataManagementReview.comMay 9, 2017
Panel Member: Charlie Browne, Head of Market Data
and Risk Solutions, GoldenSource
Areas of Expertise:
• Head of market data and risk solutions
• Responsible for ensuring the GoldenSource FRTB
solution is aligned with other risk-related solutions
such as PRUVAL, IPV and stress testing
• Responsible for ensuring a consistent data
modelling approach for the various aspects of
FRTB including IMA, SA and DRC
• Responsible for building a team of practitioners and
experts at GoldenSource for FRTB build and delivery
FROM
DataManagementReview.comMay 9, 2017
FRTB regulatory status and how the regulation will be interpreted
Progress towards compliance and what more must be done
Key data management challenges of the regulation
Data requirements including those for non-modellable risk factors
Technology solutions to support implementation and compliance
The intersection between FRTB and other regulations
Operational and business benefits of successful implementation
Advice for data practitioners working on FRTB compliance
Talking Points
FROM
DataManagementReview.comMay 9, 2017
Regulatory status of FRTB and how it is expected
to be interpreted in different jurisdictions
FROM
DataManagementReview.comMay 9, 2017
Progress financial institutions have made towards
FRTB compliance and what more must be done
FROM
DataManagementReview.comMay 9, 2017
Key data management challenges of FRTB
FROM
DataManagementReview.comMay 9, 2017
The data requirements of the regulation
– including non-modellable risk factors
FROM
DataManagementReview.comMay 9, 2017
FROM
DataManagementReview.comMay 9, 2017
How banks are approaching these data and
data management challenges
FROM
DataManagementReview.comMay 9, 2017
Technology solutions available to support
implementation and compliance
FROM
DataManagementReview.comMay 9, 2017
FROM
DataManagementReview.comMay 9, 2017
The intersection between FRTB and other
regulations, and how firms can harmonise
their approach to these regulations
FROM
DataManagementReview.comMay 9, 2017
How could the modelling elements of FRTB
impact trading desks?
FROM
DataManagementReview.comMay 9, 2017
The operational and business benefits of
successful FRTB compliance
FROM
DataManagementReview.comMay 9, 2017
Advice for data practitioners working on FRTB
FROM
DataManagementReview.comMay 9, 2017
Thank you to our sponsors
Jacob Rank-Broadley
Regulatory & Market Structure
Propositions
Email:
Jacob.rank-broadley@tr.com
Tel: +44(0) 207 5427901
Charlie Browne:
cbrowne@thegoldensource.com
+44 (0)20 7422 7020
info@thegoldensource.com
FROM
DataManagementReview.comMay 9, 2017
Upcoming A-Team Group Events
Visit DataManagementReview.com/events
October 5th
NEW: RegTech
Summit for
Capital Markets
London
November 16th
NEW: RegTech
Summit for
Capital Markets
New York
FROM
DataManagementReview.comMay 9, 2017
Upcoming A-Team Group Webinars
May 11th
Are you ready
for General Data
Protection
Regulation
(GDPR)?
Visit webinars section of DataManagementReview.com
May 17th
MiFID II – How
prepared are
we?
May 18th
Approaches to
managing
corporate
actions data
FROM
DataManagementReview.comMay 9, 2017
A-Team Group Handbook Series
Visit the data management handbooks section of
DataManagementReview.com
FROM
DataManagementReview.comMay 9, 2017
Join the
Data Management Review Online Community
Data Management Review is your single destination for knowledge and resources covering data management
approaches, trends and challenges as well as all the regulations impacting financial data management for the
enterprise.
Join our 15,000 other members - it’s entirely free to join!
Sign up at http://bit.ly/signupforDMR
Membership entitles you to free access to expert unbiased commentary.
We deliver:
 Regular weekly updates on the latest news and views
 Blogs and commentary
 White papers
 Surveys and research
 Data management handbooks
 Events
 Webinars
 Awards

Get to grips with FRTB data and data management requirements

  • 1.
    FROM DataManagementReview.comMay 9, 2017 Welcometo A-Team Group’s webinar: Get to grips with FRTB data and data management requirements
  • 2.
    FROM DataManagementReview.comMay 9, 2017 Jointhe Data Management Review Online Community Data Management Review is your single destination for knowledge and resources covering data management approaches, trends and challenges as well as all the regulations impacting financial data management for the enterprise. Join our 15,000 other members - it’s entirely free to join! Sign up at http://bit.ly/signupforDMR Membership entitles you to free access to expert unbiased commentary. We deliver:  Regular weekly updates on the latest news and views  Blogs and commentary  White papers  Surveys and research  Data management handbooks  Events  Webinars  Awards
  • 3.
  • 4.
    FROM DataManagementReview.comMay 9, 2017 PanelMember: Joel van der Leest, FRTB Programme Manager, ING Areas of Expertise: • Stakeholder alignment across finance, risk, IT, operations and those who earn the money • Programme delivery in agile environments • Moving up the information flow pace from daily Value at Risk to intraday ES
  • 5.
    FROM DataManagementReview.comMay 9, 2017 PanelMember: Jerry Goddard, Director, Risk Data Aggregation and Risk Reporting Framework, Santander UK Areas of Expertise: • Previously, head of traded market risk for Santander UK implementing new risk methodologies for internal and regulatory needs • Programme manager of the Santander UK BCBS 239 programme implementing a risk data framework across the bank • Have led multiple successful internal model applications with the PRA • Internal subject matter expert on FRTB
  • 6.
    FROM DataManagementReview.comMay 9, 2017 PanelMember: Jacob Rank-Broadley, Director, Regulatory & Market Structure Propositions, Thomson Reuters Areas of Expertise: • Capital markets strategy • Regulatory response
  • 7.
    FROM DataManagementReview.comMay 9, 2017 PanelMember: Charlie Browne, Head of Market Data and Risk Solutions, GoldenSource Areas of Expertise: • Head of market data and risk solutions • Responsible for ensuring the GoldenSource FRTB solution is aligned with other risk-related solutions such as PRUVAL, IPV and stress testing • Responsible for ensuring a consistent data modelling approach for the various aspects of FRTB including IMA, SA and DRC • Responsible for building a team of practitioners and experts at GoldenSource for FRTB build and delivery
  • 8.
    FROM DataManagementReview.comMay 9, 2017 FRTBregulatory status and how the regulation will be interpreted Progress towards compliance and what more must be done Key data management challenges of the regulation Data requirements including those for non-modellable risk factors Technology solutions to support implementation and compliance The intersection between FRTB and other regulations Operational and business benefits of successful implementation Advice for data practitioners working on FRTB compliance Talking Points
  • 9.
    FROM DataManagementReview.comMay 9, 2017 Regulatorystatus of FRTB and how it is expected to be interpreted in different jurisdictions
  • 10.
    FROM DataManagementReview.comMay 9, 2017 Progressfinancial institutions have made towards FRTB compliance and what more must be done
  • 11.
    FROM DataManagementReview.comMay 9, 2017 Keydata management challenges of FRTB
  • 12.
    FROM DataManagementReview.comMay 9, 2017 Thedata requirements of the regulation – including non-modellable risk factors
  • 13.
  • 14.
    FROM DataManagementReview.comMay 9, 2017 Howbanks are approaching these data and data management challenges
  • 15.
    FROM DataManagementReview.comMay 9, 2017 Technologysolutions available to support implementation and compliance
  • 16.
  • 17.
    FROM DataManagementReview.comMay 9, 2017 Theintersection between FRTB and other regulations, and how firms can harmonise their approach to these regulations
  • 18.
    FROM DataManagementReview.comMay 9, 2017 Howcould the modelling elements of FRTB impact trading desks?
  • 19.
    FROM DataManagementReview.comMay 9, 2017 Theoperational and business benefits of successful FRTB compliance
  • 20.
    FROM DataManagementReview.comMay 9, 2017 Advicefor data practitioners working on FRTB
  • 21.
    FROM DataManagementReview.comMay 9, 2017 Thankyou to our sponsors Jacob Rank-Broadley Regulatory & Market Structure Propositions Email: Jacob.rank-broadley@tr.com Tel: +44(0) 207 5427901 Charlie Browne: cbrowne@thegoldensource.com +44 (0)20 7422 7020 info@thegoldensource.com
  • 22.
    FROM DataManagementReview.comMay 9, 2017 UpcomingA-Team Group Events Visit DataManagementReview.com/events October 5th NEW: RegTech Summit for Capital Markets London November 16th NEW: RegTech Summit for Capital Markets New York
  • 23.
    FROM DataManagementReview.comMay 9, 2017 UpcomingA-Team Group Webinars May 11th Are you ready for General Data Protection Regulation (GDPR)? Visit webinars section of DataManagementReview.com May 17th MiFID II – How prepared are we? May 18th Approaches to managing corporate actions data
  • 24.
    FROM DataManagementReview.comMay 9, 2017 A-TeamGroup Handbook Series Visit the data management handbooks section of DataManagementReview.com
  • 25.
    FROM DataManagementReview.comMay 9, 2017 Jointhe Data Management Review Online Community Data Management Review is your single destination for knowledge and resources covering data management approaches, trends and challenges as well as all the regulations impacting financial data management for the enterprise. Join our 15,000 other members - it’s entirely free to join! Sign up at http://bit.ly/signupforDMR Membership entitles you to free access to expert unbiased commentary. We deliver:  Regular weekly updates on the latest news and views  Blogs and commentary  White papers  Surveys and research  Data management handbooks  Events  Webinars  Awards