Publications, Conferences and Speaking Engagements
Who is afraid of Artificial Intelligence? | January 2018 | Article, LinkedIn.com |
FRTB: Data Challenges and Impact on Infrastructure | London, Nov 2017 | The FRTB Data Challenge (Infopro Digital) |
Conference Chair and Panellist | London, May 2017 | FRTB Implementation Summit Europe (Risk.Net) |
OTC Margining and Index Trading | April 2017 | Interview, Risk.Net |
Margining and xVA | Nov 2017 | Conference Quotation, Risk.Net |
OTC Margining: Implementation and Impact | New York, Nov 2016 | RISK USA |
CVA in Energy Trading | London, Nov 2016 | Credit Risk in Energy Trading - Conference(Marcus Evans) |
Updating Counterparty Risk Systems to SA-CCR | London, Nov 2016 | SA-CCR and IMM: Counterparty Risk and Capital Floors - Agenda (Marcus Evans) |
Regulatory OTC Margining | London, Sep 2016 | Liquidity and Funding Risk Conference (Incisive Media) |
SA-CCR - Methodology and Implications | July 2016 | Article, DerivSource.Com |
Panellist, Understanding SA-CCR | June 2016 | Webinar, DerivSource.Com |
Presentation: Approaches to Managing Counterparty Risk (SA-CCR) | London, June 2016 | Approaches to Managing Counterparty Risk (Risk.Net Training) |
Overcoming Operational and Technology Challenges: xVA and Margining | London, June 2016 | Initial Margin and Funding (Marcus Evans Conference) |
SA-CCR – Understanding Implementation Challenges | May 2016 | Webinar, DerivSource.Com |
Strategic Integration of xVA, Margining and Regulatory Risk Platforms | Amsterdam, May 2016 | 2nd Annual Credit Risk Management Forum (GLC Europe) |
Solving for the Data Challenge in Regulatory Technology | London, May 2016 | London Regulation Roadshow |
Panellist, Leveraging technology and improving data quality and transparency to ease compliance - Assessing the most successful and practical approaches to meet the looming regulatory deadlines | London, May 2016 | London Regulation Roadshow |
Going from CEM to SA-CCR is your bank ready for quite a jump in terms of the IT infrastructure? | London, April 2016 | Traded Risk Conference(Risk.Net) |
Panellist, Challenging the SA-CCR | London, April 2016 | Traded Risk Conference(Risk.Net) |
Panellist, Getting ready for the fundamental review of the trading book | Singapore, March 2016 | Misys Connect Forum Finastra (formerly Misys) |
Panellist, The IT challenges of the ongoing regulation burden, and Will capital markets survive? | Frankfurt, December 2015 | Misys Connect Forum Finastra (formerly Misys) |
Panellist, BCBS Risk Requirements - Understanding FRTB & SA-CCR | Webinar, November 2015 | Webinar, DerivSource.Com |
Panellist, Beyond rationalisation and regulation. How can you be ready for the FRTB | London, October 2015 | Misys Connect Forum Finastra (formerly Misys) |
Panellist, The latest developments in XVA- Best practice for practical and effective implementation | London, September 2015 | Liquidity and Funding Risk Conference (Incisive Media) |
Implementing a cross asset class CVA and xVA Framework | Vienna, May 2015 | Credit Risk Management Forum (GLC Europe) |
Operational and Computational Challenges in Counterparty Credit Risk | Vienna, February 2015 | 8th Annual Banking Credit Risk Management Summit (Allan Lloyds Conferences) |
The Role of Technology in Credit Risk Management | Vienna, May 2010 | 3rd Annual European Credit Risk Conference |
Adaptive Portfolio Trading Strategies using Genetic Algorithms | CRC Press, Dec 1998 | Practical Handbook of Genetic Algorithms: Complex Coding Systems (Editor: Lance D Chambers) |