With recent, current and future regulatory changes and oversight, the role of the Quant Risk Professional is changing significantly. Due to these changes, the knowledge base, skillets and responsibilities have also greatly enhanced and to ensure profitability and compliance, institutions need to make sure they have knowledgeable and experienced quants in place.
- CFP’s Quant Risk Americas 2015 tackles the key challenges facing quantitative risk managers and the industry now, and in the foreseeable future. Key highlights for 2015 include:
- 2015 Presenters: 20+ CROs and Heads of Quantitative Risk Departments from 15+ financial institutions and regulators
- Networking & Learning: Over 10 hours of interactive panel discussions, presentations and case studies and more than 4 hours of networking
- Model Risk & Validation: Discuss whether validation is hindering development, hair insights on who to model risk in the current low rate and volatility environment, understand how to manage model risk enterprise-wide and gain best practices from Developers and Validators on ow to effectively document model risk management
- CCAR & DFAST: Determine the effectiveness of CCAR and DFAST scenarios in a higher rate economy plus take away industry best practices for CCAR and DFAST submission
- PPNR: Understand who to project losses and connect revenue and risk projections to bring risk and finance views together
- Fundamental Review Of The Trading Book: Take away a review of the latest developments, impacts and what is still to come
- Value Adjustments: Assess how to effectively incorporate Capital, Margin and Liquidity into derivatives pricing and whether the adjustments are a real number and needed
- Data Quality & Consistency: Best practices, tools and techniques for improving data quality and consistency for model uses
Full details and booking: http://www.cfp-events.com/forthcoming-events/quantitative-risk-americas-2015/
