Markets Risks

Topical Issues on Risks in Financial Markets.

About

Last updated on 8 September 2016

img_5203Hi, I am Anshu. On this website you will find information on the topical issues in Markets Risks. Initially I am going to focus on three topics – Fundamental Review of Trading Book, Valuation Adjustments and Margining of Uncleared Derivatives. I will present this information in the form of tutorials, worked examples or blogs/discussions.

I am a Markets Risk professional with a demonstrated capacity to manage trading desks in multiple asset classes, implement new products and regulatory change in multiple jurisdictions.

Having worked in financial markets for almost twelve years, I am still in awe of complexities in managing market risks. In recent years, if anything this financial markets world has become only more complex and more sensitive (to the expectations of its customers, regulators and other stakeholders). Amidst this, it is difficult for banks and professionals to keep up with the ever changing regulation which is primarily aimed at increasing capital requirements and improving governance so that banks and financial institutions in general are better placed to weather next crisis. Considering this, I have published this website to help market risk professionals to understand key upcoming regulatory changes and be aware of topical issues in markets risks.

To begin with I will first publish a series of posts under Nuts & Bolts of FRTB. Content on valuation adjustments (XVA) and margining of uncleared derivatives (SIMM) will follow. Please feel free to comment and/or like the posts and if you want to discuss any of my posts or seek my help in implementing key markets risk regulatory change, please email me at anshu.bhadauria@marketsrisks.com or contact through my linkedIn page.

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