QuantRisk 2014 (London Oct 7-8)
Assessing The Impact Of Regulation On The Quantitative Risk Professional.
Over 20 senior quant risk professionals addressing the challenges of the post-crisis world, visit http://cfp-events.com/quantrisk for full details
Highlights of the Congress include:
XVA * CVA * DVA * FVA * DVA * 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
Professional Critical Themes, Topics and Sessions include:
Hear Presentations and Panel Discussions from Over 20 Senior Quant Risk Professionals Including:
Julian Phillips, Managing Director, Chief Model Risk Officer, BAML
Andrew Lyon, Director, Head of Rates, Equities, CVA & Funding Methodology, Deutsche Bank
Hunor Albert Lorincz, Global Head of Rates & Inflation Model Validation, Nomura
Tokiya Kishie, Director, CVA Structuring, Citi
Jon Danielsson, LSE Chris Kenyon, CVA/FVA Quantitative Research, Lloyds Banking
Brandon Davies, Chairman, Premier European Capital
Raphael Albrecht, Director, Independent Validation Unit, Barclays
Keith Garbutt, Head of Model Risk Management, Credit Suisse
Gaël Robert, Director Counterparty Credit Risk, Mizuho International
Manlio Trovato, Head of Rates & Credit Quantitative Research, Lloyds Bank
Anish Shah, Quantitative Modelling & Market Risk Audit, Barclays
Fabrizio Anfuso, Head of CCR Backtesting Methodology, Credit Suisse
Dr. Marius Bochnia, Director Model Development, Landesbank Baden-Württemberg
Sean Hrabak, Director, Model Validation, Citi
Andrew Green, Head of CVA/FVA Quantitative Research, Lloyds Banking
Jeremy Vice, Managing Director, Head of CVA Trading, UniCredit
Igor Smirnov, Head of Fixed Income Quantitative Research, Banco Santander
Please visit: http://cfp-events.com/quantrisk for more information on full speaker line up, agenda and registration.
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