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QuantMinds International
18 - 21 November 2024
InterContinental O2London
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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 5 November. 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
View the stream agenda