keyboard_arrow_right
Search & Filter keyboard_arrow_right
keyboard_arrow_left Hide
Main Conference Day 2
keyboard_arrow_leftSearch & Filter
search
Streams
Formats
Main Conference Day 2
search
Streams
Formats
8:00am - 8:20am20 mins
Registration & coffee
8:20am - 8:30am10 mins
Understanding and predicting non-financial risks
Chairman's opening remarks
8:30am - 9:15am45 mins
Understanding and predicting non-financial risks
Geopolitical briefing: Covid-19, the global economic growth slowdown, the upcoming US election & trade wars
9:15am - 10:00am45 mins
Understanding and predicting non-financial risks
Implementing the three phases of crisis management
Break and networking
10:00am - 11:00am60 mins
In the boardroom with
In the boardroom with…
10:00am - 11:00am60 mins
Ask the expert
Ask the expert
10:00am - 11:00am60 mins
1-2-1 chats and catch ups
1-2-1 chats and catch ups
11:00am - 11:05am5 mins
QuantMinds Americas
Chairman's opening remarks
11:00am - 11:05am5 mins
RiskMinds Americas
Chairman's opening remarks
11:05am - 11:45am40 mins
QuantMinds Americas
Rates modelling challenges in a post-ibor world
- Fabio Mercurio - Global Head of Quantitative Analytics, Bloomberg
11:05am - 11:45am40 mins
RiskMinds Americas
Geopolitical briefing: What’s next for emerging markets debt?
11:45am - 12:30pm45 mins
QuantMinds Americas
How to optimise allocation of a portfolio
11:45am - 12:30pm45 mins
RiskMinds Americas
Digital transformation in 2020 and beyond
12:30pm - 1:00pm30 mins
Recharge and Refuel: screen break and lunch
Coffee and conversations
1:00pm - 1:40pm40 mins
In the boardroom with
In the boardroom with…
1:00pm - 1:40pm40 mins
Roundtable discussion
Roundtable discussion
1:00pm - 1:40pm40 mins
1-2-1 chats and catch ups
1-2-1 chats and catch ups
1:40pm - 1:45pm5 mins
Stream C - Machine Learning, HFT, AI & Data
Chairman's remarks
1:40pm - 1:45pm5 mins
Stream D - Advances in option pricing, trading and modelling
Chairman's remarks
1:40pm - 1:45pm5 mins
Stream A - Operational risk, technology risk and business resilience
Chairman's opening remarks
1:40pm - 1:45pm5 mins
Stream B - Model risk, accounting, stress testing and compliance
Chairman's opening remarks
1:45pm - 3:00pm75 mins
Stream C - Machine Learning, HFT, AI & Data
Differential Machine Learning: Effective Risk Management with AI
- Antoine Savine - Quantitative Research , Danske Bank
- Brian Huge - Chief Quantitative Analyst, Danske Bank
1:45pm - 2:20pm35 mins
Stream D - Advances in option pricing, trading and modelling
Adding Optionality
- Peter Carr - Department Chair, Finance and Risk Engineering, NYU Tandon School
1:45pm - 2:20pm35 mins
Stream A - Operational risk, technology risk and business resilience
Operational resilience post COVID 19: Best practice
1:45pm - 2:20pm35 mins
Stream B - Model risk, accounting, stress testing and compliance
Model risk reporting
2:20pm - 3:00pm40 mins
Stream D - Advances in option pricing, trading and modelling
Semi-closed form prices of barrier options in the time-dependent CEV and CIR models
- Andrey Itkin - Director, Senior Research Associate, Bank Of America Merrill Lynch
2:20pm - 3:00pm40 mins
Stream A - Operational risk, technology risk and business resilience
How can legacy banks embrace digital transformation at speed?
2:20pm - 3:00pm40 mins
Stream B - Model risk, accounting, stress testing and compliance
Forecasting CECIL
- Jorge Sobehart - Managing Director, Quantitative Risk and Stress Testing, Citigroup
3:00pm - 3:40pm40 mins
Stream C - Machine Learning, HFT, AI & Data
Some Things I Wish I Had Known Before Scaling Quant Machine Learning Solutions
- Jesus Rodriguez - Chief Technology Officer, IntoTheBlock
3:00pm - 3:40pm40 mins
Stream D - Advances in option pricing, trading and modelling
Full Probabilistic Control for Direct, Robust, Systematic and Targeted Stressing of the Correlation Matrix
- J.D. Opdyke - Vice President, Enterprise Risk and Return Management, Financial Risk and Measurement, Allstate
3:00pm - 3:40pm40 mins
Stream A - Operational risk, technology risk and business resilience
Cyber resilience and pandemic disruption: What can industry practice do to mitigate this risk?
3:00pm - 3:40pm40 mins
Stream B - Model risk, accounting, stress testing and compliance
CCAR models and regulations
Coffee and conversations
3:40pm - 4:30pm50 mins
In the boardroom with
In the boardroom with…
3:40pm - 4:30pm50 mins
Roundtable discussion
Roundtable discussion
3:40pm - 4:30pm50 mins
1-2-1 chats and catch ups
1-2-1 chats and catch ups
4:30pm - 5:10pm40 mins
Stream C - Machine Learning, HFT, AI & Data
Using Machine Learning to Predict Realized Volatility
- Zhibai Zhang - Adjunct Professor, NYU Tandon
4:30pm - 5:10pm40 mins
Stream D - Advances in option pricing, trading and modelling
A Smarter Model Risk Management Discipline Will Follow From Building Smarter Models
- Jon Hill - Professor, NYU Tandon School
4:30pm - 5:10pm40 mins
Stream A - Operational risk, technology risk and business resilience
Benchmarking vendor risk
4:30pm - 5:10pm40 mins
Stream B - Model risk, accounting, stress testing and compliance
Retail credit risk and stress stressing
5:10pm - 5:50pm40 mins
Stream C - Machine Learning, HFT, AI & Data
Risk parity and Machine Learning strategies
5:10pm - 5:50pm40 mins
Stream D - Advances in option pricing, trading and modelling
Libor transition: challenges and solutions
- Erik Vynckier - Interim Chief Executive and Chair of Research and Thought Leadership, Foresters Friendly Society and Institute and Faculty of Actuaries
5:10pm - 5:50pm40 mins
Stream A - Operational risk, technology risk and business resilience
Testing COVID-19 Decisions Using US Intelligence Methods
5:10pm - 5:50pm40 mins
Stream B - Model risk, accounting, stress testing and compliance
Implementing a sound risk culture
5:50pm - 6:00pm10 mins
Stream C - Machine Learning, HFT, AI & Data
Chairman's closing remarks
5:50pm - 6:00pm10 mins
Stream D - Advances in option pricing, trading and modelling
Chairman's closing remarks
5:50pm - 6:00pm10 mins
Stream A - Operational risk, technology risk and business resilience
Chairman's closing remarks
5:50pm - 6:00pm10 mins
Stream B - Model risk, accounting, stress testing and compliance
Chairman's closing remarks
Cocktails and conversations
6:00pm - 7:00pm60 mins
1-2-1 chats and catch ups
1-2-1 chats and catch ups
6:00pm - 7:00pm60 mins
Volatility hangout
Volatility hangout
6:00pm - 7:00pm60 mins
ML hangout
ML hangout
6:00pm - 7:00pm60 mins
Alpha hangout
Alpha hangout
6:00pm - 7:00pm60 mins
IBOR reform hangout
IBOR reform hangout
7:00pm - 7:05pm5 mins
End of the conference
Get the latest news.
As it happens
Sign up to get the latest on the agenda and speakers.
Filter
Streams
Formats