MThree Consulting partners with global data management solutions provider GoldenSource to host an exclusive event which takes a fresh look at the interpretation and execution of the Fundamental Rule of the Trading Book (FRTB).
Following introductions, guests will be guided through discussions on a variety of subject areas giving valuable insight into what FRTB means for the business environment and the importance of data:
- Finalising the interpretation of existing FRTB rules and obtaining clarity
- Executing the FRTB in practice and contending with timing constraints
- FRTB - a vendor’s approach
- Panel discussions
The morning will be chaired by Anthony Ginn, EMEA Sales Director at MThree Consulting and Charlie Browne, Head of Market Data and Risk Solutions - both of which will also be on hand to offer their expertise and detail on service offerings.
- When: 19th July
- Time: 08:30am – Noon
- Where: The Westcliffe, Four Seasons Hotel, 67 Jan Smits Avenue, Westcliff, Johannesburg
Discussions chaired by:
Anthony Ginn, EMEA Sales Director at MThree Consulting
Anthony manages the Risk, Regulatory and Compliance practice at MThree. Prior to MThree Anthony held Risk Management and Trading roles across RBS, Barclays and Norddeutsche LB. He recently chaired the FRTB Risk EMEA summit in London and provides assistance and understanding in regulatory compliance projects under EU & global standards, such as Basel III / IV, MiFID II & FRTB from strategy, governance and through to implementation.
Charlie Browne, Head: Market Data and Risk Solutions
Charlie is working on solutions for: Price, Curve and Surface workflow and validation tools; IPV; Risk Sensitivity Framework; PRUVAL; Time Series Data Tools (correlation matrices, VAR, ES, back-testing, non-modellable risks); FRTB Compliance; Product Control (bid-ask reserving & other valuation adjustments); CVA/FVA; KVA and RWA Framework; Collateral Aware Discounting.