In Amsterdam for #RiskMinds International with @TorstoneTech
Themes kicking off the conference:
- Climate Change
- Liquidity
- Over Regulation
- AI for Risk
Excited to be at @Sibos 2019. Ready and waiting to connect with you. We have some of our top #posttrade experts at booth T127 - make an appointment to chat to them https://t.co/kDAle0iMzo, or just pop in to get your caricature done! #Sibos2019#Sibos
Undisclosed Isda study finds #FRTB impact three times higher than expected, outweighs previous #Basel Committee estimate.
#CapitalMarkets#RegTech#Risk
https://t.co/sSVVpcbzl4
(2/2) The Consultation Papers include draft RTSs on:
(i) liquidity horizons for the IMA
(ii) back-testing and profit and loss attribution (#PLA) requirements
(iii) the criteria for assessing the modellability of risk factors under the IMA (#NMRF)
#FRTB
#Basel has published a package of 11 draft technical standards that specifies essential aspects of the Internal Model Approach (#IMA) under the Fundamental Review of the Trading Book (#FRTB) for a "smooth and harmonised implementation" in the EU
https://t.co/jaUd2LxXpG
#RegTech
We are at @RiskDotNet Live at The Brewery, in London. Lots on the agenda today. Starting off with "Staying ahead at a time of change"
#RiskLive#Fintech#Change
How to slash the industry's post trade bills?
- Collaboration
- Standardisation
For example:
- ISDA SIMM
- FpML
- ISDA Common Domain Model
- ISO 20022
Could these go some way to tackle the huge cost of reconciliation and regulatory reporting?
#RiskLive#fintech#Regtech
New banking #regulation: is it affecting the clearing of derivatives? Two key tenets of the post-crisis reforms have unexpectedly started to butt heads - leverage ratio #capital and central clearing.
via @BoE_Research
https://t.co/Z3SbMGZlrO
#RegTech#Fintech#CapitalMarkets
UK regulators are to convene an industry-led 'Technology Working Group' to drive reforms in post-trade processing in a bid to encourage innovation, reduce complexity and increase systemic resilience. via @Finextra#PostTrade#RegTech#innovation
https://t.co/bEIEbJK6qg
At the AIR Summit London 1.0 to check out the innovation in alpha generation in Asset Management & Trading. Looking forward to discussions on #data, #AI and innovation from capital markets #fintech.
Bitesize: How volatile is Bitcoin? A very quick look at the volatility and value-at-risk of #bitcoin compared to some other high and low volatility assets. via @BoE_Research https://t.co/uId4M25iKs
Bobsguide report suggests time is running out to implement #FRTB. But is that the banks, the vendors, the regulators?
https://t.co/DXs65jsmkf
#Regtech#Basel