FRTB risk factor modelability webinar: A practical implementation guide

Complete the form to hear from Refinitiv and special guest speakers on:

  • When do we expect the FRTB regulation to take effect and what are the interim milestones banks should be working towards?
  • To what extent is regional divergence a reality and what are the practical implications?
  • Why does a supposedly simple liquidity test represent such a material implementation challenge and what can be done to overcome these issues?

Webinar information

  • Time

    50 mins
  • Type

    Digital, on-demand webinar
  • Topic

    Fundamental Review of the Trading Book
  • Speakers

    Jacob Rank-Broadley, David Lynch, Ged Dover, and David Kelly


Jacob Rank-Broadley Refinitiv

Director of Regulatory & Market Structure Propositions

Jacob Rank-Broadley is a Director of Regulatory & Market Structure Propositions at Refinitiv, where he is responsible for identifying, evaluating and implementing new business opportunities in response to incoming regulation and market structure change.  Jacob leads Refinitiv’s response to the FRTB regulation and has spent significant time engaging with the industry on the topic. Jacob is a financial markets executive with more than ten years’ experience advising financial institutions on strategic and regulatory issues. Prior to joining Refinitiv in 2015, Jacob was a management consultant at Oliver Wyman’s Financial Services practice and was responsible for corporate strategy at MarketAxess.

David Lynch Federal Reserve Board

Deputy Associate Director

David Lynch is Deputy Associate Director for Policy Research and Analytics at the Board of Governors of the Federal Reserve.  He joined the board in 2005. His areas of responsibility include Volcker metrics, Swap Margin, and oversight of models for market risk capital and counterparty risk capital.  David Lynch was a representative on the Risk Measurement Group of the Basel Committee on Banking Supervision and is now a representative on the Market Risk Group, where he worked on the Fundamental Review of the Trading Book. David is an Associate Editor of the Journal of Financial Stability.  He has worked at the US Securities and Exchange Commission in broker-dealer finance and in the economics department at the University of Mary Washington. David holds a PhD in Economics from the University of Maryland. 

David Kelly Quant Foundry

Co-Founder and Managing Director

David Kelly is co-founder and Managing Director of Quant Foundry Limited, a provider of quantitative solutions in finance and other industries such as AgriTech.  David spent over 20 years’ experience in the Investment Banking sector having held a number of senior leadership and technical expertise roles in Tier 1 banks such as JPMorgan Chase, Merrill Lynch and Deutsche Bank. David’s career in banking has covered front office derivative trading, market risk management, model risk management, model validation, risk architecture and counterparty risk.  David has been instrumental in the application of Risk Architecture designs for advanced modelling solutions and system changes to requirements under regulatory directives including Basel 2.5, CVA, Stress Testing, IFRS9 and FRTB.

Ged Dover Nomura

Director - Risk Data

Ged Dover has been with Nomura since 2011. In his current role, he manages the VaR back-testing and historical market data teams within risk methodology. Ged is a business sponsor for the NMRF workstream within Nomura’s FRTB programme. As such, has a strong interest in the risk factor eligibility test – and the available solutions and sources of data. 

Ged has over 30 years industry experience across risk and data operations. He is a fellow of the Chartered Institute for Securities & Investment.

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