Webinar on demand - Regulatory Tsunami: Measuring the Impact

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Regulatory Tsunami: Measuring the Impact

The tide of regulatory requirements is starting to roll over large, systemically important banking institutions. In the wake of the financial crisis, the need to shore up capital and deleverage is no longer an option, but a requirement. The maintenance of capital guidelines will directly impact the management of both market and credit risk at a time when there is a demand to achieve higher returns.

Hosted by Calypso Technology and moderated by TABB Group, a panel of industry experts will discuss the new regulatory regime, the impact on banks’ balance sheets, and the infrastructure required to manage capital and associated risk.

Key discussion points will include:

  • Regulations driving integration of market risk and credit risk management: Basel III, LCR, and NSFR
  • Trading and hedging integrated risks (XVA, CVA)
  • Implementing an enterprise infrastructure for effective risk data aggregation and reporting and risk management
  • Achieving a new definition of Risk Adjusted Returns on Capital


  • Greg Baer, Managing Director, Office of Regulatory Affairs, JPMorgan Chase
  • John McPartland, Senior Policy Advisor, Federal Reserve Bank of Chicago
  • Yingli Xie, Managing Director, Capital Optimization Group, Citi
  • David Kelly, Director of Financial Engineering, Calypso
  • Moderator: Anthony J. Perrotta Jr., Principal and Head of Fixed Income Research, TABB Group

Source: Tabb

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