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V-Fi Americas 2020
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V-Fi Americas 2020
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10:00am - 10:25am25 mins
Networking
10:25am - 10:30am5 mins
Chair's Welcome
10:30am - 11:20am50 mins
Covid-19: Charting market recovery and the disruption upon valuations
- Andreza Barbosa - Global Head of Model Governance, Goldman Sachs
- Susan Malloy - Head of Accounting, Middle Office, and Control Services, Putnam Investments
- CK Zheng - Global Head of Valuations, Credit Suisse
- Justin Palmer - Global Head of Operations, Barings
11:20am - 12:00pm40 mins
Refreshment & Networking Break
12:00pm - 12:45pm45 mins
Structuring your valuations department to ensure a smooth IBOR transition
- Natalia Hertel - Director, Global Valuation Oversight, DWS
- Cosimo Ballerini - Managing Director, Controller, JP Morgan
- Yuhong Liu - Director, Model Validation, BNP Paribas
12:45pm - 1:30pm45 mins
Increasing the adoption of machine learning
- Andrew Green - Managing Director and XVA Lead Quant, Scotiabank
- Gordon Liu - Managing Director, US Head of Global Risk Analytics, HSBC
- Agostino Capponi - Associate Professor, University of Columbia
1:30pm - 2:10pm40 mins
FRTB: The role of valuations and market risk post-implementation
- Hany Farag - Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management, CIBC
- Wei Zhu - Managing Director, Global Head of Market Risk Analytics, Citi
2:10pm - 2:50pm40 mins
ISDA: Expectations for SIMM compliance following the timescale deferral
- Nnamdi Okaeme - Director, ISDA
2:50pm - 3:15pm25 mins
Networking
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