Webinar in association with Risk.net: The FRTB Data Management Challenge
Finalised in January, the Fundamental Review of the Trading Book requires dramatic changes to the banking industry's market risk management practices. One of the underpinning challenges is seen as the collection and management of market data and other information, in particular for banks wanting to use internal models.
Banks are required to show the use of proxies and demonstrate their suitability; have high-quality, granular historical data; and give proof of ‘modellability’ through transaction data linked to risk factors.
Moderated by Risk.net editor Duncan Wood, this webinar explores the work that the industry has ahead, and our panellists (including risk leaders at RBS, Barclays and HSBC) offer tips and advice on a variety of areas contingent within FRTB, including how to collate, proof and secure the integrity of risk factor data sets.
- Ed Duncan, Director, Risk, Barclays
- Britta Achmann, Head of Market and Counterparty Credit Risk Capital, RBS
- Paul Burnett, Head of Traded Risk Analytics, Global Risk Analytics, HSBC
- Martijn Groot, VP Product Management, Asset Control