FRTB, IFRS 9, Basel 3.1's output floor, and model risk management under SR 11-7 and SS1/23.
FRTB implementation lessons and the internal-model vs. standardized-approach trade-off.
IFRS 9 expected credit loss under macro stress, and counterparty risk under SA-CCR.
Governance for the models that now sit underneath every capital and provisioning number.