Upcoming and recent events

 

We give several courses and talks throughout the year on the topic of Risk Analytics, with a focus on Algorithm Risk Engine acceleration, XVA, Counterparty Credit Risk, Funding Risk, Capital, and FRTB. Examples include:

2019

  • Vitamin B, Chebyshev, Homocisteine and… Dynamic Initial Margin, London, March 2019
  • Hybrid Chebyshev Deep Neural Networks, London, April 2019
  • Computational Challenges of IMA-FRTB, solutions via Chebyshev Tensors, Webinar
  • Machine Learning + Chebyshev Techniques: boosting each other, Rome, September 2019
  • Chebyshev Tensors and Machine Learning in Dynamic Initial Margin Calculations, Webinar

2018

  • Expert talk on the New Economics of Banking, Simmons & Simmons, Amsterdam, February 2018
  • Half-day seminar on the New Economics of Banking, Quant Summit, London, March 2018
  • Chebyshev Spectral Decomposition for risk calculations in banks, XVA conference, London, March 2018
  • FRTB regulation challenges, FRTB conference, May 2018
  • Economics of Trading under IM, technical challenges, 14th Quant Finance conference, Nice, September 2018


2017

  • XVA course, Global Markets Media, London, June 2017
  • FRTB conference, London and New York, March and June 2017
  • 6th annual Initial Margin and XVA conference, London, April 2017
  • MVA and Initial Margin course, V-Fi Valuation Summit 2017, London, June 2017
  • 13th Fixed Income conference, Florence, October 2017
  • MVA online course, PRMIA, November 2017
  • XVA course, Global Markets Media, London, December 2017

 

2016

  • XVA course, OSFI, Toronto, January 2016
  • XVA course, Global Markets Media, London, June 2016
  • 5th annual Initial Margin and XVA conference, London, March 2016
  • QuanTech 2016, London, April 2016
  • V-Fi Valuation Summit 2016, London, June 2016
  • FRTB conference, New York, November 2016
  • MVA modeling, PRMIA webinar, November 2016
  • XVA course, Global Markets Media, London, December 2016
  • XVA course, SMBC Nikko, London, December 2016

 

2015

  • Counterparty risk, CVA and FVA course, Incisive Media, London, 2015
  • V-Fi Valuation Summit 2015, London and New York, June and October 2015
  • Counterparty risk and XVA course, AFI, Madrid, May 2015
  • XVA course, Santander Bank, Madrid, May and December 2015
  • FVA and other XVAs, Oxford-Man Institute, Oxford University, April 2015
  • Funding Value Adjustment, Cass Business School, London, January 2015