Abstract: When dealing with risk one is always on the lookout for possible adverse scenarios. However, there is currently no widely recognized, systematic way to approach the task of adverse scenario generation.
In this talk, based on a prize-winning paper titled “Robust Risk Estimation and Hedging: A Reverse Stress Testing Approach” written by Barry Schachter, Partner & Chief Risk Officer, Light Sky Macro LP and Senior Advisor, RiXtrema Inc., Daniel Satchkov, President, Rixtrema, Arkady Novosylov, Siberian Federal University Krasnoyarsk and Yaacov Kopeliovich, Professor, UConn School of Business, we will offer a systematic way of capturing adverse scenarios.
Event Date: January 18th, 2018
Time: 7:00PM EST - 9:00PM EST
Venue: University of Connecticut-Stamford
1 University Pl.
Stamford, CT 06901
Speakers & Agenda
Marc Groz, PRMIA Stamford Regional Director and Managing Member, Right Risk LLC
Yaacov Kopeliovich, Professor, UConn School of Business
7:00PM - 8:00PM Speaker Presentations
8:00PM - 9:00PM Q&A and Networking Reception
Sustaining Member - FREE
Contributing Member - FREE
Non-member - $20.00
**University of Connecticut Affiliates (staff, students, alumni) - FREE**
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