London Conference: Risk Transfer and Macroeconomic Trends

Quantifi's annual trading and risk conference, at Barber-Surgeons' Hall in London, brought together delegates from across the industry to discuss significant risk transfer, credit risk transfer and the current macroeconomic trends.

Risk Transfer (SRT / CRT): from Niche to Mainstream

This panel explores how these transactions help banks optimise capital, improve liquidity, and maintain regulatory compliance while offering attractive premium income to the firms assuming the banks’ risk.

  • Frank Benhamou, Risk Transfer Portfolio Manager, Cheyne Capital
  • Jeremy Hermant, Senior Advisor, Alantra
  • Jeff Simmons, Senior Advisor, Alba Partners

The Impact of Macroeconomic Trends on Markets

The panel explores how economic policies and global economic shifts influence asset classes, market dynamics, and risk management strategies.

  • Michael Reed, Partner, BlueBay Asset Management
  • Mario Aguilar, Senior Portfolio Strategist, Janus Henderson
  • Maximilian Kettner, Chief Multi-Asset Strategist, HSBC
  • Navin Rauniar, Non-Exec & Independent Director, Quantico UK

insights

Innovative thinking

Videos

Calculating XVA and PFE for Commodities

This webinar explained why calculating PFE and XVA for commodity trades is increasingly important in volatile energy markets, highlighting Monte Carlo modelling challenges, added complexities in energy derivatives, and the considerations between internal builds and external solutions.

Videos

Building Issuer Credit Curves from Bonds: Unlocking Relative Value Opportunities

This webinar explained why building issuer CDS curves from bond prices matters, highlighting differences between bond-implied spreads and Z-spreads, and the added challenges of constructing consistent curves, particularly for callable bonds.

Videos

Risk Transfer and Macroeconomic Trends Conference Recap

Quantifi's annual trading and risk conference at The Yale Club in New York brought together delegates from across the industry to discuss significant risk transfer, credit risk transfer and the current macroeconomic trends.

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