Traditional static enterprise risk management (ERM) frameworks struggle to keep pace with the lightning-fast decisions and ever-shifting landscapes of modern markets. So, how can chief risk officers and heads of trading forge a more dynamic risk management environment that protects banks without stifling opportunity?
Agenda
- The demand for more adaptable risk management strategies in volatile markets
- Aggregating risk in real time across diverse portfolios and complex derivatives
- Ensuring a unified view of risk between the front office and risk
- Technology advancements designed to support a firm’s transition to a dynamic enterprise risk framework
Speakers
- David Arnold, Chief Risk Officer, Societe Generale Corporate and Investment Banking
- Jacqueline Llanos, Managing Director – Head Enterprise Model Validation, Credit Suisse
- Alexei Tchernitser, Director, Product Management, Quantifi
- Zoi Fletcher, Associate Commercial Editor, Risk.net (moderator)
Date
Thursday, 25th April 2024
3pm BST / 4pm CEST / 10am EDT
