- Sue Guens, head – data standards & best practice adoption, Barclays and international president, DAMA
- Sree Kumar Gullapalli, managing director, head of non-traded market risk, RBS
- Howard Mather, principal consultant, Oracle Financial Services
- Mostafa Mostafavi, vice-president – quantitative risk methodology, Credit Suisse
- Moderator: Joel Clark, contributing editor, Risk.net
The panel at this Risk.net webinar charts a practical path towards improved data management.
Banks and other financial institutions have had to grapple with a proliferation of new data-related requirements since the financial crisis. From the BCBS 239 principles to the new standards enshrined in the Fundamental review of the trading book and IFRS 9, every regulation necessitates new ways of generating and managing huge volumes of structured and unstructured data.
Banks that have taken control of their data early on have found their businesses becoming more flexible and transparent, and are delivering a higher-quality service to the client. A single, well-managed data architecture also enables much better management of financial crime, operational risk and credit risk.