The role of the quant risk professional has changed significantly since the financial crisis. Demands from regulators have required significant changes in risk management systems, processes, methodologies and calculations as well as a greater knowledge and experience base for quants.
CFP’s Quant Risk Management 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: 15+ Heads of Quantitative Risk Departments from 13+ financial institutions and regulators
- Networking & Learning: Over 10 hours of interactive panel discussions, presentations and case studies and more than 4 hours of networking
- The Role Of The Quant: Understand the changing role of quants and the impacts of new regulations on the profession
- Model Risk & Validation: Key insights on building an effective governance framework, the depth and scope of models to include and how to quantify model risk
- CCPs & Counterparty Risk: Best practices for modelling exposure of CCP default, the probability of systemic risk and clarification of the initiative and bi-lateral margin requirements
- Value Adjustments & Fair Value: Learn how to calculate and compute the MVA and KVA as well as how to account under IFRS 13 and utilise the adjustments for business decision making
- Fundamental Review Of The Trading Book: Assess the pro’s and con’s of implementation or standardised approaches and understand how to model varying liquidity horizons
- Data Management & Systems: Discuss the needs and requirements for integrated data and risk management systems
Full details and booking: http://www.cfp-events.com/forthcoming-events/quant-risk-management-2015/
