26
May
9:30 — 16:30
DGI-byen, Tietgensgade 65
DGI-byen, Tietgensgade 65
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Risk Netværket I-2016

Counterpart Risk Modelling – FVA-debat – Status på regulatoriske tiltag​

Program

9.30 Registrering

10.00  Status på regulatoriske tiltag
Morten Weesgaard Christensen, Capital Market Partners

10.30 Modelling and Management
​Dr. Alexander Subbotin, Chief Risk Manager, Head of Counterparty Risk Modelling, Nordea

12.00 Frokost

13.00 FVA debate and XVA challenges: Changes in valuation methods and what the quants are doing now
Tat Fung, Senior Manager Quantitative Engineering Finance, Misys Fusion Capital

14.15 Kaffepause

14.30  Can Big Data add value in a novel Early Warning System?
Nils Foyn Kjærside, Head of Credit Portfolio Frame, Credit Portfolio and Valuation Modelling, Danske Bank
Public available information
Application of Sentiment Analysis
Transaction Data

15.45 Netværksdiskussion om fremtidige aktiviteter, herunder heldagskonference i november

16.45 Networking, drinks & snacks

17.30 Middag

Priser

Kun for medlemmer af netværket.
Medlemskab koster kr. 4500 ekskl. moms p.a. for to til fire hel-/halvdagsmøder og en årlig middag.
Kontakt dir. Keld L. Holm på klh@finansforeningen.dk, hvis du er interesseret i at blive optaget i netværket.

CFA CE credit hours

As a participant in the CFA Institute Approved-Provider Program, CFA Denmark has determined that this event qualifies for credit for the CFA Institute Professional Development Program.
Eligible for 4 credit hours

Details

Date:
26. May 2016
Time:
9:30 - 16:30
Event Category: