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