Capital Markets Advisors

Turning Change Into Opportunity


The Fundamental Review of the Trading Book (FRTB) will have an impact on most banks’ operating and trading models, and 2021 is a critical year to make plans to deal with the complex set of requirements it introduces. Our panel of experts will share their insights on how you can address the impact and challenges of FRTB through their expertise in risk analytics, mathematical finance, and regulatory rule interpretation.

Learn how we can help you conduct your initial statistical capital optimization and data modellability test, prepare for the sourcing and acquisition of historical archives of real-time pricing data including OTC and exchange-traded instruments from various trading venues and third-party contributors; the origination, consolidation and distribution of reference data; the interpretation of rule requirements; address the boundaries between banking and trading book; compare VaR-based RWA calculations with FRTB’s; and conduct your readiness assessment including your governance model to ensure a seamless FRTB implementation.

Panelists from CMA, as well as Baker McKenzie, ICE Data Services and Alveo were joined by other industry leaders in our FRTB roundtable discussion on Wednesday, December 9th, 2020.  Couldn’t make it this time? Check out a recording of the event below and sign up for our net FRTB roundtable scheduled for February 2021.


Zoom Video: FRTB Roundtable Discussion from 12/9/2020



About Our Panelists:                                                                                 


David Scalzetti  is the head of regulatory products initiatives at ICE Data Services. He is a Chartered Financial Analyst with nearly 20 years of experience with structured products and regulation. In this capacity, David monitors regulations such as Basel III, FRTB, MiFID II, SEC proposals and changes to the Investment Company Act, as well as tax regulations.


Jennifer Connors is a partner in Baker McKenzie’s Financial Regulation and Enforcement Practice Group and the Co-Lead, North America Broker Dealer Regulation Team. She represents broker-dealers, investment advisers, alternative trading systems (ATSs), private fund managers, financial technology (FinTech) companies, and other market participants on securities law and market regulation matters.

Martijn Groot oversees Marketing and Strategy for Asset Control, steering the company’s strategy for corporate development, innovation and communications. Martijn has unrivalled financial and risk data experience, as well as extensive knowledge of Asset Control’s customers, having held Market Strategy and Business Development roles here prior to re-joining the company in 2015. A published author, with an MBA from INSEAD, Martijn’s career history spans financial technology, information services and analytics, at firms such as ABN AMRO, Euroclear and IGATE.


Steven Goune is a partner and heads Capital Markets Advisor’s Finance, Regulatory & Compliance Practice. He has over 15 years of experience in banking and capital markets including broker-dealers, asset/wealth managers, custodians, exchanges, FinTech and market data providers. His expertise covers digitally enabled finance and operations transformation leveraging AI, Blockchain, Machine Learning, RPA, NLG and NLP; business process re-engineering; and regulatory compliance and reporting.

Paul Michaud is a Toronto based Partner and Regional Head of Canada for CMA. Paul has expertise in all aspects of Trading, Transaction Processing and Risk Management from both the business and technology perspectives. Prior to joining CMA, Paul was responsible for Financial Market Industry Solutions at IBM and has held senior executive and consulting roles at IBM and PwC as well as directly for various Banks, Asset Managers and Energy Companies in both North America and Europe. Paul has extensive knowledge of all traded financial and energy products with particular expertise in complex OTC Financial and Energy transactions. Paul is recognized as a leading Subject Matter Expert for both the Financial Markets and Energy Sectors and has been an invited speaker and author on a wide range of issues facing these sectors over the years.

Jonathan Greenman is a Senior Advisor to CMA with 20+ years of international executive and managerial level experience in risk management and strategic planning from both an industry, management consulting, and training background. Specific areas of expertise include economic capital, credit rating models, Basel III RWA, market risk, liquidity risk, stress testing, derivatives, corporate banking client profitability, loan pricing and reserves, strategic IT architecture, and financial management reporting & budgeting.


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