Recent Trends in Quantitative Risk Management

Online seminar by d-fine and CompatibL on October 28

CompatibL and d-fine, providers of industry-leading quantitative risk management solutions and services, will hold a joint online seminar on “Recent Trends in Quantitative Risk Management” on October 28, 2021 15:00–18:00 CEST (GMT + 1).

In three presentations, subject matter experts from both companies will discuss new machine learning methods designed to enhance quantitative financial risk management, review a case study of the implementation of a counterparty credit risk management system, and give invaluable advice on moving quant solutions to the cloud infrastructure to make them modular and scalable.

 

Presentation 1

"Machine learning for long risk horizons: market generator models"

Alexander Sokol (CompatibL)

Duration: 45 min

Presentation 2

"Joint case study of the implementation of a modern, cloud-based CCR limit management system"

Siarhei Niaborski (CompatibL), Holger Plank (d-fine), Reto Schaardt (Zürcher Kantonalbank)

Duration: 1 hour

Presentation 3

"Sound principles on implementing cloud-based valuation platforms"

Sebastian Schneider (d-fine)

Duration: 45 min

 

Click here to register for free.