Bank risk managers from all over the world will head to Christ’s College Cambridge on September 23, 2014 for the start of the Risk Week Cambridge seminar series.
Now in its second year, Risk Week Cambridge will embrace a wide range of presentations delivered by leading chief risk officers, quantitative analysts, regulators and academics. Attendees will learn the latest techniques and practices in the fields of risk modelling, derivatives pricing, regulation and technology.
Risk, the world’s leading industry publication for the risk management profession, created the seminar to provide a forum for risk managers to exchange experiences, network with their peers and focus on the most important challenges they face in their work.
The seminar schedule has been finalised, with chief risk officers from Natixis, Santander UK, ABN Amro, Ulster Bank and the European Investment Fund confirmed to open the event through presentations on high-level issues facing the profession.
Participants will then break out into smaller groups for technical presentations and discussions in the fields of market, counterparty and operational risk management. These presentations will be delivered by senior risk managers, quantitative analysts, regulators and academics.
“This seminar series has become established as a ‘must attend’ for senior bank risk managers from all over the world. The high-quality programme and speakers will allow delegates to compare best practice in fields of expertise and develop a broader network of contacts among peers at other organisations,” says Matthew Crabbe, Managing Director, Risk.
In order to preserve the integrity and credibility of the meeting, all discussions are under Chatham House Rules. Banks attending include BNP Paribas, National Australia Bank, ING Bank, Standard Bank, Santander and Arab Banking Corporation.
Notes to editors
1. Risk, through www.risk.net, provides an online gateway to content covering the international financial risk management sector.
2. Risk was founded in 1987 and acquired by Incisive Media in 2003.
3. For more information, contact [email protected] or visit the website
More on Risk Management
ABSTRACT In this paper, we study the evolution over time of the correlation structure of equity returns by means of a filtered-network approach and use this to investigate persistency and recurrences...
Stays will extend to buy-side, repo, and securities lending, says BoE’s Gracie
Welcome to The Journal of Computational Finance's Online First Forum. Here you will find the latest peer reviewed, accepted papers before they are available in print. With Online First publication,...
ABSTRACT We develop an efficient Monte Carlo method for the valuation of financial contracts on discretely realized variance.We work with a general stochastic volatility model that makes realized variance...
Sign up for Risk.net email alerts
Sponsored video: MarketAxess
Sponsored video: Tradeweb
Multifonds talks to Custody Risk on being nominated for the Post-Trade Technology Vendor of the Year at the Custody Risk Awards 2014
Sponsored webinar: IBM Risk Analytics
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.