Risk Management and Liquidity agenda
We've got a whole stream of content focused on risk management, model risk and liquidity on Thursday 14 May. Key topics under discussion include:
- Fair pricing & liquidity issues
- Model for equity indices using real world dynamics
- Getting extreme VaR right
- IM forecast quality: certain uncertainties and uncertain certainties
- Backtesting of expected shortfall
- The road to FRTB compliance: current situation, challenges and opportunities
- Real Time market risk measurement
Hear from the experts in risk management and liquidity
Vice President, Enterprise Risk and Return Management, Financial Risk and Measurement
Why Not Also Attend:
Portfolio Construction in the Age of Machine Learning Workshop
Friday 15 May 2020
Workshop Leader: Marcos Lopez de Prado, Founder & CIO, True Positive Technologies
The objective of this course is to train quants in the application of machine learning techniques for portfolio construction.
Monday 11 May 2020
Workshop Leader: Bruno Dupire, Head Of Quantitative Research, Bloomberg L.P.
Modules will include the fundamentals of volatility, models, derivatives and trading and arbitrage.