Name: MathWorks Finance Conference 2022

From: 11 Oct 2022

To: 12 Oct 2022

Address: United States

Organizer: MathWorks

Key speakers: not announced at the moment, ,

Web page: https://www.mathworks.com/company/events/seminars/mathworks-finance-conference-2022-3735358.html

Pricing: -variable

Description: Overview

The MathWorks Finance Conference 2022 brings together industry professionals to showcase MathWorks tools in real-world industry use cases, and offers practitioner advice through live presentations, Q&A, interactive panel discussions and in-depth demos. Topics will include AI, sustainable investing, climate risk, portfolio and risk management, cloud deployment, and the latest research developments.

Enter your email in the form on the right to register.

Agenda

ARNIE in Action – OeNB’s Stress Test Framework including Climate Risk
Speaker: Martin Guth, Stress Test Analyst, Austrian Central Bank (Oesterreichische Nationalbank)
Evaluating Climate Risk in Liquid Investment Strategies
Speaker: Maria Palazzi-Nieves, Data Scientist, MJ Hudson
Delivering the Fundamental Review of the Trading Book (FRTB) Internal Model: Main Benefits and Challenges
Speaker: Luca Lamorte, Risk Manager, Market and Financial Risk Management, Intesa SanPaolo
Analysing Financial Time-Series using Random Matrix Theory
Speaker: Duan Wang, Director, Derivatives and Quantitative Strategies, SLC Management
Where Scalability Meets Efficiency: Using MATLAB and Cloud Computing to Run Our Internal Risk Model
Speaker: Daniel Rubio Temprano, Head of Integrated Risk IT, Swiss Re