Quant Risk Americas 2015 | Regulatory Changes For Quant Risk Professionals
03 Nov 2015 - 04 Nov 2015
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Join over 100 senior quant professionals, including presentations and panel discussions hear from more than 20 CROs and Heads to address the impacts of regulatory change on the quant risk professional. The Congress includes CCAR, DFAST, Model Risk, PPNR, FRTB, Value Adjustments and data impacts.
Automated Trader 15% Discount: AT15
CFP's Quant Risk Americas 2015 will address the impacts of regulatory change on the quant risk professional. The Congress will tackle the key challenges facing quantitative risk managers with a strong focus on Model Validation, Stress Testing, CCAR, DFAST, Value Adjustments, and the Fundamental Review of the Trading Book.
At Quant Risk Americas 2015 you will hear from KeyCorp, BAML, AllianceBernstein, CIT, AIG, Credit Suisse, TD Bank, Nomura and more provide you and your colleagues key take-away insights on:
MODEL VALIDATION & DEVELOPMENT
- Is validation is hindering development?
- Understand how to manage model risk enterprise-wide
- How to model risk in the current low rate and volatility environment.
- Best practices from Developers and Validators on how to document model risk management
CCAR & DFAST
- Scenarios in a higher rate economy
- Best practices for CCAR and DFAST submissions
- How to project losses and connect revenue and risk projections to bring risk and finance views together
FUNDAMENTAL REVIEW OF THE TRADING BOOK
- Latest developments, impacts and what is still to come
- How to incorporate Capital, Margin and Liquidity into derivatives pricing
DATA QUALITY & CONSISTENCY
- Improving data quality and consistency for model uses
Quant Risk Americas 2015 features over 20 CRO's and Heads of Quantitative Risk Departments from 15+ financial institutions and regulators. Key presenters include:
KeyCorp - EVP, Group Head of Quantitative Risk Analysis,
Bank of America Merrill Lynch - Global Co-Head of the Quantitative Research Group
AllianceBernstein - CRO & Head of Quantitative Research,
AIG - Head of Quantitative Strategies, CIT Lourenco Miranda, Head of Quantitative Analytics,
TIAA-CREF - Head of Quantitative Risk Management,
Nomura Asset Management N.A. - Chief Risk Officer,
Credit Suisse - Head of ERM and Stress Testing for Americas
Federal Reserve Board - Manager, Quantitative Risk Management,
TD Bank - SVP, Head of Enterprise Risk Management,
BNY Mellon - MD, Quantitative Risk manager
Please visit http://www.cfp-events.com/quantusa for further information including the full agenda and the speaker line up. You can also contact the Center For Financial Professionals at email@example.com or +1 888 677 7007.