Panelist at Kelley Drye & Warren LP on Data Privacy issues which included Cybersecurity, GDPRS and Vendor Risk.
Global Market Limit Structure and Standard for Mizuho US Operations to meet US regulatory standards.
Independent Price Verification Policy and Standard for Mizuho US Operations to meet US regulatory standards.
Policy and Standards for a US Swap Dealer involving Operational, Liquidity, Credit, Market Risk, Model, New Product and Central Clearing Counterparty Risk to meet Enterprise needs.
Policy and Standards for a US Swap Dealer involving Collateral Management and ISDA SiMM Model to meet National Futures Association needs.
Credit and Market Risk Governance and Policies Document for Amherst Pierpont, an US Broker Dealer which enabled it to pass the FINRA examination.
Risk Identification Program for the Royal Bank of Canada and BancWest (subsidiary of BNP Paribas) which served as the foundation stone for CCAR.
Global Prime Brokerage Platform for Societe Generale, HSBC and Citigroup which serviced multi product asset classes across various jurisdictions.
Risk Radar for Societe Generale for portfolio and forecast balance sheet changes to reduce risk and volatility.
Cross Product Margin Platform for all asset classes for Deutsche Bank AG, whose system has since proved to be best in class in the Prime Brokerage Industry.
Risk Control Self Assessment Program for an US Regional Bank which was successfully rolled out to all business and support functions.
Enterprise Wide Risk Framework and structure for an US broker Dealer, compliant with both US and European Regulators.
Policy and Procedures document FINRA Rule 4210 for an US Broker Dealer which improved organizational efficiency and accountability.