Quantifi's 5th annual risk conference, at The Yale Club, New York, attracted delegates from across the industry for a compelling afternoon of unique insights and discussion on the dynamics driving financial markets including AI/machine learning for investment managers, funding costs (KVA, FVA, MVA) for derivatives trading and impact of blockchain on the global financial markets.
* The views and opinions expressed by the speakers are those of the individual and are not representative of their respective company.
The conference facilitates discussion between delegates from banks, asset managers, hedge funds, clearing houses and industry bodies on how to successfully address the competing challenges arising from regulatory and market forces.
AI may be a new term for investment managers, however, it is making significant strides as it has started to be implemented for real-world applications. The panellists explore the current landscape of AI applications in asset/investment management.
Blockchain is one of the most disruptive technologies. It has the potential to redefine operations and improve the efficiency, security and economics of the global financial markets. Tim Grant, Founder & CEO, DrumG Technologies explores how blockchain could soon revolutionise the financial services industry.
The cost of funding has become a significant topic for financial institutions as it is regarded as a key component in analysing the exposures and profitability of a trade. The panellists discuss the various adjustments (KVA, FVA, MVA) that need to be taken into account when pricing a trade.
- Thomas Balzer, Managing Director - Head Counterparty Risk Trading and Portfolio Analytics, RBC Capital Markets
- Laurence Black, Head of QIS Origination/Development, Barclays
- Kristina Fan, Founder & CEO, 7Chord
- Gonzalo Garcia-Kenny, Managing Director; Head of Counterparty Optimization, Citigroup
- Tim Grant, Founder & CEO, DrumG Technologies
- Leon Michon, Managing Director, Head of Americas Global Valuation Group Methodology, Bank of America Merrill Lynch
- Edward Mitby, Senior AI Engineer, Vanguard
- Dmitry Pugachevsky, Director of Research, Quantifi
- Michael Recce, Chief Data Scientist, Neuberger Berman
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The Dynamics Driving Capital Markets, London, 2018
Quantifi: Microservices Explained
Identifying Liquidity Risk for Financial Stability