Philip Thomas
Executive Director @ Morgan Stanley
About Philip Thomas
Regulatory Operations, OTC Derivatives Positions reporting under CFTC/EMIR/MIFID Regimes, Trade Surveillance, Disclosure of Interest (DOI) Reporting, Transaction Screening Production Techno functional involvement in Credit Exposure (MPE) Calculations using Monte Carlo Simulations, Market Risk-Aggregation and Stress testing at Nomura. Involved in Basel III regulatory calculations implementation in production, enabling JFSA submissions for ensuring Nomura's compliance to the Basel III norms. Enhancement of Counterparty Exposure delivery so as to meet FSA and JFSA requirements for Nomura's IMM Waivers.