Date:
June 18, 2020
Time:
5:00 p.m. - 6:30 p.m. UK
Location:
This meeting will be run on the GoToWebinar platform. You will receive a confirmation email upon registering that will allow you to register to the GoToWebinar platform to receive the link to join the event.
The Coronavirus crisis has created outliers in almost every conceivable risk model. The speed of economic deterioration has been unprecedented, and we are expecting further data volatility.
Our conversation will revolve around the following topics:
- Regulatory and market environment for models
- Governance and organisational structure adaptations around model analytics
- Reinventing the role of quants
- Modelling priorities in the COVID-19 data disturbance period
Send us your questions during the event and we will pose them to our speakers following the panel discussion. For higher likelihood that your question gets asked, send them in advance at [email protected].
We will continue striving to provide high-quality content, and wish you all the best in these uncertain times. Please email [email protected] if you have any topic suggestions for our events.
Not able to participate in the live event? The event will be recorded and a copy made available to registrants, along with Sustaining, Corporate, RIM, and Contributing Members. This meeting will follow Chatham House Rule.
Agenda |
|
|
Time |
|
Event |
|
|
|
|
|
|
|
5:00 p.m. - 6:00 p.m.
|
|
Panel Discussion
|
|
|
|
|
|
|
|
6:00 p.m. - 6:30 p.m.
|
|
Q&A Session with the audience
|
|
|
Panel Participants |
|
|
|
|
|
Dimitrios Asvestis, Director, Model Risk, Deutsche Bank
|
|
|
|
|
|
Tanveer Bhatti, Advisor to EU Banks, formerly Head of Model Risk, Citi
|
|
|
|
|
|
Paul Burnett, Former Global Head of Traded Risk Analytics, HSBC |
|
|
|
|
|
Lars Popken, Global Head of Risk Methodology, Deutsche Bank |
|
|
|
Moderator:
Alex Voicu, PRMIA
Pricing
Sustaining, Corporate, and RIM Members - Free
Contributing Members - Free
Nonmembers - US $30
Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.) Support chapter events like this by becoming a member.