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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

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.

Learn more about the workshop
Volatility Workshop

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.

Learn more about the workshop