If Wilfred Frost wanted to avoid being called a “nepo baby”, the son of legendary interviewer Sir David would never have dropped a career in finance to train as a TV journalist.
“It goes with the territory,” says the junior Frost, now a rising star presenter on Sky News after making his name as a business host on CNBC in the US.
“Some people throw that accusation around in this industry of all industries. But you sink or swim on live TV every day.
“I think I’ve proved myself a thousand times over at CNBC and I’m doing the same at Sky News.”
Mr Frost, who joins a revamped Sky Breakfast show on Monday, as well as presenting his own daily morning show, grew up watching his father’s famous weekly interviews with world leaders and celebrities.
“This stuff is in my blood. It’s my passion, I studied it and I watched dad do it since forever.
“I’m biased but I think dad was the greatest broadcaster of all time. If someone says, ‘You’ll never be as good as him,’ I’d agree. It just inspires me to keep working harder.
“It’s like asking a Premier League footballer if they are disappointed they are not Lionel Messi.
“If anyone wants to remind me publicly or privately that my dad was my dad, bring it on. I couldn’t be prouder of him.”
It’s hardly surprising Mr Frost acquired a passion for the family trade. From a young age, he was introduced to prime ministers and presidents who dropped by the Frost family estate in Hampshire.
“It was like having an aunt and uncle to stay when president George HW Bush and the first lady came for the weekend. A fleet of Secret Service agents arrived with guns.
“The president was game to try and play football with us. It wasn’t his natural sport and he fell over near the corner flag. Mum [Lady Carina] said we should put a plaque on the spot.”
Princes William and Harry also visited their fellow Etonian. “It was a different guest list that weekend. Would I like to get them for an interview? You have to try for everyone from senior Royals to world leaders to Oscar winners.
“Could I bring the brothers together? That’s a tall order, don’t put that pressure on my shoulders.”
Mr Frost was determined not to trade on his father’s connections. After three years working at an asset-management company, he secretly signed up for a TV training programme.
“People said I was good at presentations so I gave it a go. I didn’t want dad to be picking up the phone [to his TV connections]. I wanted to make this work on my own. I didn’t tell a soul, I thought people would laugh at me.
“He was very excited when I showed him my first showreel. I regret not asking him about the art of the interview and his preparation. His death [Sir David died from a heart attack in 2013] was out of the blue.
“I didn’t have that conversation but there are thousands of hours on tape so I can relive dad a little bit. I’ve been fortunate to be able to immerse myself in his career.”
With his square-jawed features and confident delivery, Mr Frost proved a chip off the old block.
Moving to New York – a trans-Atlantic path blazed by his entrepreneurial father – he was hired by CNBC to present business news, fronting Closing Bell, one of its highest-rated programmes.
Lured back to London with a deal giving Mr Frost a daily Sky News show whilst continuing to contribute to CNBC, he honed an interview technique which echoes his father’s congenial but revelatory encounters.
“Jeremy Paxman was confrontational and he did it brilliantly, it was his authentic self. There are others who are looking to create a TV moment which I think is a mistake.
“I’m not naturally a confrontational person but if someone gets under your skin in interviews you do see that change of tone.
“John Major said of dad, ‘It was like sitting in a warm bath and never quite knowing when the cold shower overhead was going to come on.’ That sums it up quite well, although it is off-putting to have that image of Major naked in the bath.”
Mr Frost demonstrated his skills with a revival of Breakfast with Frost – the name of his father’s Sunday morning BBC show – last Sunday when he deputised for regular political host Sir Trevor Phillips.
“I jumped at the chance. It felt like I had two massive pairs of shoes to fill – Sir Trevor’s and Sir David’s. I love the format, long-form interviews and unscripted chat.
“We tried to pull out all the stops on the bookings,” he said of the programme in which he grilled Sir Keir Starmer – and used their mutual support for Arsenal to “bond” with the Labour leader – and former US vice president Mike Pence.
But Mr Frost “looking forward to Trevor back in the hot seat this week”. He will be preparing to spar with Kay Burley, famed for her combative interviews, on the new Breakfast show the following morning, starting at an earlier time of 6am.
“Kay is a titan of the industry, hopefully she’s bring out the best in me. I’ll be popping up once an hour before my regular show to preview the day’s news agenda.”
Mr Frost welcomes rivals competing for the breakfast audience, such as GB News.
“Any new entrant is good news because competition makes you up your own game. I believe in free markets and business.
“My aim is to be impartial and balanced. I think that Sky News has the best team of reporters and presenters in the business.
“When you have politicians presenting a portion of your output [GB News employs Sir Jacob Rees-Mogg and Nigel Farage] that steps away from impartiality because politicians are, by definition, partial.”
Off air, Mr Frost has literally taken over the family business, running Sir David’s Paradine productions company. “I see it as my duty to celebrate dad’s legacy. I have bought the rights to the CBS interviews he did on US TV in the 60s and 70s that haven’t been aired since. I’m digitising those and have presented some in a podcast series.”
The 2008 Frost/Nixon film, dramatising Sir David’s head-to-head with the disgraced US president, who eventually conceded some responsibility for the Watergate scandal, didn’t tell the full story.
“[Screenwriter] Peter Morgan did a phenomenal job but it made dad look a little like a lightweight character who got lucky getting Nixon to apologise. I think it was the greatest display of broadcast interviewing of all time.
“I’ve watched all 28-and-a-half hours of the interviews – twice. Kayley [Mr Frost’s wife] said, ‘Oh my god, I can’t listen to that anymore.’
“Hopefully when people can relive the tapes in full, they will see it was actually more dramatic than the movie.”
Wilfred Frost joins the new look Breakfast with Kay Burley Monday to Thursday 6am to 10am, from Monday 15 January, with Sky News Today with Wilfred Frost following at 10am.