Public Policy Systematic Risk: Tools to Measure Volatility

Public Policy Systematic Risk: Tools to Measure Volatility
Thought Leadership Webinar:  Join this discussion regarding the frontier of systematic risk measurement, focused on how measuring public policy language delivers a framework for quantitative risk measurement and scenario analysis.
 
  Date:
January 12, 2022

  Time:
10:00 - 11:00 a.m. EST
3:00 - 4:00 p.m. GMT
 

  Presented By:
Barbara Matthews
Founder & CEO, BCMstrategy, Inc.

 Session Length:
60 minutes

 

About This Webinar


Recent backtests show that measuring public policy language can generate advance notice of market volatility. The findings provide intriguing opportunities to decrease exposure to systematic risk related to public policy shifts across issue areas.  The findings also shed light on narrow areas where correlations signal causation and where information asymmetries generate market inefficiencies.

This webinar will cover three areas: 

  1. Review initial correlations findings between public policy data and market volatility
  2. Assess how this data provides new frontiers for measuring key risk variables
  3. Discuss how this data potentially changes how to measure the efficient frontier

About Our Experts  

  
 
  Barbara C. Matthews is Founder and CEO of BCMstrategy, Inc., a start-up technology company using patented processes to quantify public policy risk using the proprietary PolicyScope Platform.  Prior to becoming a technology entrepreneur, Ms. Matthews has had a distinguished career at the frontier of innovation regarding geopolitical and financial regulation globally. 

While in government, Ms. Matthews served as the first U.S. Treasury Attache to the European Union (with the Senate-confirmed diplomatic rank of Minister-Counselor) and as Senior Counsel to the House Financial Services Committee under the leadership of Chairman Michael G. Oxley.  She was also the first Banking Advisor and Regulatory Counsel to the Institute of International Finance, Inc., where she worked directly with chief risk officers and chief executive officers and the leadership of the Basel Committee on Banking Supervision regarding derivatives regulation, cross-border supervision, and regulatory capital policy.  She has chaired meetings and delivered speeches in Asia, the GCC, Latin America, North America, and Europe and helped pioneer the use of Quantitative Impact Studies (QIS) to assess regulatory implications associated with risk modeling processes. 

Ms. Matthews holds a bachelor's degree in foreign science from Georgetown University’s School of Foreign Service as well as a Juris Doctor and a Master of Laws degree in Comparative and International Law from Duke University’s School of Law.   A Fellow of the Salzburg Global Seminar and a non-resident Senior Fellow at the Atlantic Council, she is a Life Member of the Council on Foreign Relations and the Bretton Woods Committee.  She has published multiple law review articles and book chapters throughout her career.  Currently, she blogs at the New Atlanticist hosted by the Atlantic Council (mostly on trade and transatlantic policy), the Bretton Woods Committee (on multilateral organizations), Interactive Brokers (with the series “How To Trade The News”).  The BCMstrategy, Inc. blog focuses on alternative data and global macro policy trends.  The PolicyScope Platform blog highlights periodic “Quote of the Day” technical details discovered while using the PolicyScope Platform.

 

Continued Risk Learning Credits: 1

PRMIA Continued Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].

  Registration  
  Membership Type Price  
       
  Members (Sustaining, Corporate, RIM & Contributing)
COMPLIMENTARY  
  Non Member $30 USD
 
       

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When
1/12/2022 10:00 AM - 11:00 AM
Where
Thought Leadership Webinar
 

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