2018

 

Panellist

“What are the Challenges for Model Validation under the Internal Models Approach?”

Infopro, Risk.net. Model Risk Management Europe (London, UK), October

 

Moderator

“MVA, Initial Margin & SIMM. Impact of FRTB on XVA’s”

WBS. The 7th Annual Initial Margin & XVA Conference (London, UK), March

 

 

2017

 

Panellist

“Developing the Functionality of Initial Margin Requirements”

Marcus Evans Conferences. Impact of CCP Risk and Initial Margin on Counterparty Risk Management (London, UK), November

 

Panellist

“Preparing for Desk Level Model Approval”

Infoline. 3rd Fundamental Review of the Trading Book Summit (London, UK), March

 

Panellist

“Reviewing the Current Regulatory Requirements in the FRTB Text and What Needs to be Prioritised”

Marcus Evans Conferences. Impact of the Fundamental Review of the Trading Book (London, UK), February

 

 

2016

 

Panellist

“Is the IMM Still Valuable under the SA-CCR?”

Marcus Evans Conferences. SA-CCR and IMM: Counterparty Risk and Capital Floors (London, UK), November

 

Panellist

“Initial Margin & Regulatory Requirements”

WBS. Fixed Income (Berlin, Germany), October

 

Panellist

“Unintended Consequences: Discussing the Potential Unintended Consequences across Risk Categories of FRTB Rules”

CFP. Risk EMEA (London, UK), May

 

Panellist

“Adapting Desk Products, Pricing and Modelling under the FRTB”

Infoline. 2nd European Banking Summit on the Fundamental Review of the Trading Book

(London, UK), March

 

Panellist

“Compare the Internal Model & SBA. Discuss Implications for Markets and Funding”

WBS. Fundamental Review Of The Trading Book Conference: Towards Practical Implementation (London, UK), February

 

 

2015

 

Chairman

“Latest XVA, KVA, Initial Margin & Impact of Regulatory Changes”

WBS. Fixed Income (Paris, France), October

Panelists:

Jesper Andreasen: Global Head Of Quantitative Research, Danske Bank

Andrei Greenberg: Head of Cross-Product Stream, Risk Architecture at BNP Paribas

[Khalid Yaqobi: Head of Quant for Counterparty Credit Risk, Credit Agricole-CIB]

Dan Rosen: Managing Director, Risk and Analytics, S&P Capital IQ

Andrew Green: Head of Quantitative Research - CVA / FVA Quantitative Research, Lloyds Bank

[Rohan Douglas: CEO, Quantifi]

 

Panellist

“Overcoming the Modelling Challenges for SBA and IMA”

Infoline. European Banking Summit on the Fundamental Review of the Trading Book (London, UK), September

 

“Market Risk and Methodology”

Deloitte. Market Risk and Methodology Roundtable, July

 

“Market and Counterparty Risk”

Risk Management Association. Market and Counterparty Risk Roundtable (London, UK), May

 

Panellist

“Effectively Measuring, Managing and Monitoring Model Risk”

CFP. Risk EMEA (London, UK), April