More than three hundred quants, risk managers and portfolio risk professionals representing Europe’s largest financial institutions attended Risk’s Quant Europe, Bank Risk and Buy-side Risk conferences at the Canary Wharf Hilton, London.
During the four days, banks, hedge funds, asset management firms, pension funds, insurance companies and regulators engaged in thought-provoking panel discussions, participated in focused workshop sessions and listened to presentations by the industry’s leading players.
Quant Europe, now in its 10th year, boasts many of the most authoritative and respected figures in the quant community such as Riccardo Rebonato, Bruno Dupire, Rama Cont, Massimo Morini, Piotr Karasinski and Damiano Brigo. They spoke about their latest research on derivatives pricing, volatility products, advanced computational techniques and the challenges they face as a consequence of increased financial regulation, while managing financial risk and adding value to the business.
Bank Risk brought together the Chief Risk Officers and Heads of Risk from Europe’s banking sector, as well as the most influential figures from the regulatory jurisdictions. Inspired by the numerous financial stability regulatory requirements that continue to challenge banking industry, everything from risk appetite, stress testing, Basel ratios and the Single Supervisory Mechanism was discussed.
Martin Vazquez Suarez, a Micro-Prudential Specialist from the European Central Bank, opened Bank Risk with a fascinating speech, discussing the harmonisation of regulation as a precondition for consistent supervision. Other highlights included Lucio della Ratta’s absorbing talk on the challenges and opportunities for shaping strong risk and control culture in banks. In addition, two tailored streams covered the latest challenges in ‘capital management’ and ‘market and model risk’.
Buy-side Risk featured thought-provoking panels and presentations that were of particular interest to senior investment risk professionals within the buy-side community. Cris Santa Ana, Chief Risk Officer, DoubleLine (the recipient of Risk’s 2015 Asset Manager of the Year Award) opened the conference. He provided an insightful look into his current priorities and how buy-side risk management has evolved since the financial crisis begun.
Other highlights included the Chief Risk Officer roundtable, a lively debate on the investment risk exposures of new asset classes, Antonello Russo’s account of BlackRocks’ beta strategies investment risk management and the closing panel featuring speakers from the insurance and pensions industries highlighting their different approaches to Asset Liability Management.
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