2019
Panellist
“Costs & Benefits: What is the Incentive for Banks to Invest in SBA vs. IMA”
Infoline. Fundamental Review of the Trading Book 2019 (London, UK), March
Panellist
“Pricing in the cost initial margin: Is MVA the most appropriate way?”
Marcus Evans Conferences, 3rd Annual Impact of CCP Risk and Initial Margin on Counterparty Risk Management (London, UK), May
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