SERVICES

Regulatory Engagement
  • Advice and guidance in respect of regulatory interpretations, ensuring the latest industry view and concerns are represented.
  • Assistance in supervisory engagement, preparation and presentation of materials.
Risk Transformation
  • Risk change specialists (comfortable in waterfall and Scaled Agile modes) ready to play a leadership role in all phases of the delivery lifecycle.
  • Ownership of products and deliverables from requirements definition, through design, to release testing.
Stress Testing
  • Highly experienced and specialised support to meet your firm’s Stress Testing requirements.
  • We have helped clients in the past with:
    • Integrating of stress testing within new FRTB Capital Models Framework
    • Stressed Sensitivities input into new Standardised Approach models for Market Risk & CVA
Review of FRTB SA Implementation
  • Detailed analysis and guidance available for any of the following aspects that are most relevant to your firm:
    • Regulatory interpretation
    • Solution design and architecture
    • Sensitivity assessment
    • Data sourcing and transformation
    • Testing strategy
    • Model validation
    • Capital optimisation
    • Audit report

About US

Conor Byrne
  • 16+ years of experience in Financial services in the areas Market Risk, Quant and Regulatory change roles.
  • Regulatory specialist spanning Dodd Frank (Volker) and Basel (II, II.5 & III) and for past 5 years has specialised in FRTB elements of Basel III
  • Key strength in providing the strategic vision and overall direction for large complex regulatory deliveries.
  • Proven track record in managing programme budgets with large scale technology deliveries.
Neal Coughlan
  • 18+ years of industry experience in Financial Services in product owner, change management and solution team lead roles across multiple domains.
  • Key strength in solution design having assumed the primary design role in numerous enterprise projects.
  • Recognised FRTB/Basel 3 expert and representative in industry and supervisory regulatory engagement.
  • Designer of the industry standard Unit Tests for Standardised Approach capital models for both Market Risk (FRTB-SA) and CVA (SA-CVA) on behalf of ISDA.
Shanil Samarasinghe
  • 18+ years of risk management and risk change experience in tier 1 investment banks
  • Perform leadership roles on large scale risk transformation programmes and regulatory change initiatives in the risk domain (FDSF, BCBS239, FRTB)
  • Specialises in delivering large scale technology implementations, with real focus on maximising project efficiencies to deliver business outcomes on time.

Contact Us

    Please get in touch if our team of consultants can be of assistance.
    BUSINESS ADDRESS

    No 1 Royal Exchange, London, EC3V 3DG

    Email

    contact@trefoilconsulting.co.uk

    TELEPHONE

    +447701006690