The Gateway to Algorithmic and Automated Trading

Quant Risk Management Congress 2014

CFP Events

07 Oct 2014 - 08 Oct 2014

London

Details: click here

Register: click here

Assessing The Impact Of Regulation On The Quantitative Risk Professional

Critical Themes, Topics And Sessions include:

XVA * CVA * DVA * FVA * KVA * Modelling CCR Exposure * Fundamental Review of the Trading Book * Risks Not In VaR * Modelling of Credit Components * Model Risk & Validation * Modelling Risk Exposure to Counterparties * Initial Margin for OTC Derivatives * Rates eTrading

WHY ATTEND:

The role of the quant risk professional has changed dramatically since the start of the financial crisis. With increased regulatory oversight and requirements, the quant risk professional is set to dramatically increase their knowledge basis, skill set and responsibilities. Quant Risk Management Congress 2014 tackles the key challenges facing the industry now, and in the foreseeable future. Reasons to attend include:

- Extensively researched agenda with industry insight, delivering insightful and incisive presentations and interactive panels

- Learn how senior quant risk professionals view the current and future challenges and how they are set to overcome them

- Understand and learn the latest developments in modelling and computation

- Hear and interact with the leading regulators and financial institutions including: Bank of England, BAML, Deutsche Bank, Lloyds Banking, Barclays, Citigroup, Credit Suisse, UniCredit, Nomura,Banco Santander and many more

WHO SHOULD ATTEND:

Investment Banks, Private Banks, Commercial Banks, Retail Banks, Hedge Funds, Building Societies, Asset Management Companies, Insurance Companies, Pension Funds and Other Financial Institutions.

CEOs, Finance Directors, CRO along with the Directors, Heads and Managers of:

  • Risk Methods/Methodology
  • Model Control
  • Counterparty Exposure
  • XVA, CVA, DVA, FVA and KVA
  • Quantitative Risk
  • Quantitative Modelling
  • Quantitative Strategies
  • Quantitative Research
  • Quantitative Analysis
  • Model Risk
  • Market Risk
  • Credit Risk
  • Global Credit Products
  • Counterparty Risk Management
  • Funding Methodology
  • Product Control Valuations
  • VAR Model Testing
  • Interest Rate Risk
  • Inflation Model Validation
  • Exposure Analytics
  • Risk Data Management
  • Data Management & Governance
  • Back-Testing Methodology
  • Risk Assessment and Modelling

  • content
  • content

Financial Trading Events, Conferences, Panel Discussion & Trade Shows | Automated Trader