Impact of Regulation on the Trading Book: Training Workshop | Peatixtag:peatix.com,2011:12019-11-02T09:40:11+08:00PeatixAnagram GroupImpact of Regulation on the Trading Book: Training Workshoptag:peatix.com,2016:event-1852642016-07-29T09:00:00SGT2016-07-29T09:00:00SGT
Why You Should Attend:- Gain a deeper understanding of the Financial Review of the
Trading Book, and its impact on RWA and market risk
- Learn more about calculation and challenges of the
Credit/Debt/Funding Valuation Adjustments
Who Should Attend- Treasury/Finance
Professionals wanting to gain a better understanding of how these topics will
impact the Asset and Liability Management of a bank
- Front, Back or
Middle Office professionals wanting an awareness of how and why these areas
will impact the trading activities of a bank
- Management or Management
Consultants wanting to explore how the strategic direction of the bank
potentially could change to optimise the balance sheet in light of the impact
on trading activities.
About this WorkshopPost the
Global Financial Crisis, regulators have challenged banks to hold ever more
capital against market and counter party risk arising form their trading
activities. With the finalisation of the Fundamental Review of the Trading Book
this is likely to increase with some observers predicting further increases in
capital requirement of between 20% and 40%.
This short, half day
course unpacks the rationale for this, it looks at how the capital requirement
has increased and most importantly the so what, what is the impact on the
business and what the possible mitigants in light of it. Through attending the
course delegates will gain an understanding of the FRTB, its impact on the way
RWA’s will be calculated for market risk, the increase in the granularity of
data needed to do so and how it strengthens the border between trading book and
banking book.
They will also gain an
insight into Credit Valuation Adjustments, when they are applied, how they are
calculated and the challenges with applying them. They will also explore the
wider ‘XVA” family and gain an understanding of Debt Valuation Adjustments
(DVA) and Funding Valuation Adjustments as well.
About the Trainer: Gareth Vance, Trainer, BG Consulting
- Experienced trainer,
specializing in Asset & Liability Management- Experience in
implementing Basel III at a leading global investment bank- Ex Co-Head of Barclay’s
Liquidity Management GroupGareth’s banking career
spans almost two decades. From 2010 to 2014 Gareth was Head of Barclays
Corporate's £110 billion liquidity portfolio, tasked with the end to end
ownership of pricing and structuring of the portfolio to ensure that margins
were achieved whilst delivering funding ambitions and regulatory requirements.
Gareth was asked to build
this function from scratch and roll it out globally, following previous roles
in swaps trading and risk solutions.
In parallel to this role
from 2012 to 2013, Gareth was Interim Co-Head of the Liquidity Management group
(50 FTE and £1bn pa business), sitting on the Global Treasury Products board
and worked with treasury colleagues on the adaptation of Basel III/CRD IV
within the Corporate Bank - with a particular focus on LCR/Buffer optimisation.
Previous to this, Gareth
had senior roles within risk solutions at Barclays, where he collaborated with
corporate and investment banking colleagues in structuring and marketing
bespoke interest rate hedging solutions to corporate clients.
Prior to his time at
Barclays Gareth spent 9 years at Citi where he worked as a Short Term Interest
Rate Trader. During that time he made markets and took proprietary risk in G10
currencies against a backdrop of often significant economic turmoil including
the Tiger Crisis, formation of the EUR and implosion of the ‘dot com’ bubble.
Since leaving Barclays in
2014 Gareth has been consulting on risk management, principally in liquidity and
providing training to institutions such as Barclays, HSBC, Deutsche Bank, RBC,
Credit Suisse, ING, Saudi Hollandi Bank, the Bank of England and Central Bank
of Ireland. His area of particular focus has been on the ‘so what’ of Basel
III- looking at overcoming challenges in implementing it, it’s impact on Net
Interest Margin and ultimately bank strategy.
About BG ConsultingBG Consulting is a preferred global supplier to many global institutions We deliver our training globally and are established in the major European finance centres as well as Asia, Middle East and America. BG Consulting provides high quality, practical, tailored training for financial institutionsAsia Training PartnerFor more information or enquiries, contact enquiries@anagram-group.com or call 6223-2809.Payment MethodsWe accept payment on Peatix, PayPal, credit card, bank transfer or cheque.