The intent of Basel III is a strengthened framework of international standards for bank capital adequacy and liquidity with the objective of preventing systemic failures like those seen across the banking sector during the 2008 crisis. While many of the goals behind Basel III — such as greater emphasis on Collateral, Stress Testing, CVA VaR, Liquidity Risk, and Capital Optimization — are clear, the implementation of such goals and measures, their intersections, and the resulting need for greater consistency across the banking enterprise remain a major challenge as 2015 begins.

Join Numerix and Chartis on Wednesday, January 21st, 2015 featured speakers Steven Rogers, Research Director, Chartis and Satyam Kancharla, Chief Strategy Officer & SVP of Client Solutions Group, Numerix discussed the latest research and trends across the industry around Basel III implementation as well as best practices for a Basel III implementation framework.

In the first part of our presentation Steven Rogers presented Chartis research and findings on:

  • Capital optimization vs. Capital Adequacy

  • Collateral optimization in the face of liquidity risk regulation

  • Liquidity management with respect to the demands regulators have for increased reporting

  • Stress testing increased frequency and scope

  • Overlapping responsibilities of (a) Front-office, (b) Finance and Treasury and (c) Risk and Compliance

As institutions embark on implementing the necessary changes around Basel III, the focus is shifting from Compliance with regulatory mandates to Optimizing business lines and trade activity. In part two of our webinar, Satyam Kancharla covered best practices for implementing these enterprise-wide changes from an analytics, technology, process and organizational perspective. He addressed:

  • Building a robust enterprise wide analytic framework

  • Supporting stress testing on a consistent basis

  • Managing the Regulatory Compliance vs Regulatory Optimization tradeoff

  • Leveraging technology advancements to serve Risk analytics

  • Aligning Processes and Organization to deliver Risk projects effectively

To view this webinar On-Demand, simply register using the form to the right.

Featured Speakers:

Steven Rogers, Research Director, ChartisSteven Rogers, Research Director, Chartis
Steven Rogers is a Research Director at Chartis with a focus on risk technology solution delivery, risk data governance and risk data management. Steven has over 20 years of experience with technology solutions for banking in international markets. Mr. Rogers has extensive knowledge in the delivery capabilities of risk management software vendors. Previously he directed a portfolio of 100 concurrently running Market, Credit and Operational risk projects in 16 EMEA countries. He has provided consulting services to banks in Asia, North America, Europe, the Middle East and Africa. Based in Frankfurt, he was responsible for building Logica's risk management consulting practice.

Mr. Rogers is also actively engaged in researching the practical application of data visualization, "big data" analytics, graph databases and Artificial Intelligence to regulatory driven risk management requirements such as BCBS 239. Mr. Rogers holds a PhD from the University of Guelph.

Satyam Kancharla, Chief Strategy Officer & SVP of Client Solutions Group, NumerixSatyam Kancharla, Chief Strategy Officer & SVP of Client Solutions Group, Numerix
Mr. Kancharla, as Chief Strategy Officer and Senior Vice President, is responsible for corporate strategy and currently heads the Client Solutions Group at Numerix. This group is responsible for Product Management, Financial Engineering and Business Analysis. Prior to this, he has served in various roles in Quantitative Software Development, Financial Engineering and Client Services at Numerix. Before transferring to Numerix in New York City, he was the CTO for Numerix Japan LLC in Tokyo, heading the Pre-Sales and Financial Engineering teams for Asia. Prior to joining Numerix in 2003, Mr. Kancharla also worked with Merrill Lynch and GE Capital in Quantitative Finance and Product Development roles.

He holds an MBA degree from New York University’s Stern School of Business, an MSc degree in Applied Statistics and Informatics from Indian Institute of Technology, Bombay and a BScin Mathematics and Computers from the University of Mumbai.

Jim Jockle, Chief Marketing Officer, NumerixModerator: Jim Jockle, Chief Marketing Officer, Numerix
Mr. Jockle leads the company's global marketing efforts, spanning a diverse set of solutions and audiences. He oversees integrated marketing communications to customers in the largest global financial markets and to the Numerix partner network through the company's branding, electronic marketing, research, events, public relations, advertising and relationship marketing.

Prior to joining Numerix, he served as Managing Director of Global Marketing and Communications for Fitch Ratings. During his tenure at Fitch, Mr. Jockle built the firm’s public relations program, oversaw investor relations and led marketing and communications plans for several acquisitions. He also oversaw the brand development of a new company dedicated to the enhancement of credit derivative and structured-credit ratings, products and services. Prior to Fitch, Mr. Jockle was a member of the communications team at Moody's Investors Service.

Register for the On-Demand Webinar

Select Form: 

Form #1: On-Demand Webinar

Keep me informed of future webinars from Numerix:

Sign me up to receive "Thinking Derivatively" monthly newsletter by Numerix:

* Required fields
numerix conference

Join us for NEXT 2020 - the Numerix User Conference

press release - Sep 22, 2020

NUMERIX CEO STEVEN O’HANLON IN PARTNERSHIP WITH FINTECH CIRCLE CEO SUSANNE CHISHTI PUBLISH

press release - Sep 23, 2020

Numerix CrossAsset Analytics Has Major Software Release

newsletter issue - Sep 15, 2020

Thinking Derivatively – September 2020 Newsletter

white paper

White paper | LIBOR Transition Readiness: The Current Narrative

product collateral

NxCore For XVA | Fact Sheet

on-demand webinar - Aug 20, 2020

Risk.net On-Demand Webinar | LIBOR Transition in Asia-Pacific: How to Stay Ahead of the Curve

newsletter issue - Aug 13, 2020

Thinking Derivatively – August 2020 Newsletter

quantitative research

A new arbitrage-free parametric volatility surface

white paper

White paper | The Current State of XVA Usage in Latin America

live webinar - Aug 18, 2020

Webinar 8/18 | LIBOR Transition in Asia-Pacific: How to Stay Ahead of the Curve

written blog

The End of LIBOR Is Getting Dangerously Close: Engage and Succeed with the Numerix LIBOR...