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UnRisk: Exposure Skewness
Andreas Binder & Michael Aichinger

Swap 4175 between the City of Linz and BAWAG P.S.K. Is currently the subject of a trial at Vienna's commercial court. This article examines how a single instrument CVA calculation for Swap 4175 could be carried out. In such a CVA calculation, market risk and counterparty risk are coupled.

CQF Turns Eleven
Wilmott Magazine

As the Certificate in Quantitative Finance marks its 11th year we take a look at the history of a program that has built a reputation on delivering far beyond expectations.

'Finance Focus' event: Finance Optimization using the Star-P Parallel Computing Platform
Organised by Wilmott magazine and 7city and sponsored by Interactive Supercomputing presented by Andrew Greenwell 1182 Views

With the age of multi-core having fully arrived, and with many-core processors just around the corner, quantitative analysts are in need of software tools that allow them to harness the computational capabilities and memory capacity of parallel systems. In this presentation, we provide an overview of the Star-P parallel computing platform and its possible uses in quantitative finance for problems with large distributed data sets and task parallel operations. Recent additions to Star-P will be highlighted that have direct benefit to financial modeling problems, including the addition of Statistics and Optimization function libraries, and the integration of Star-P with the Tomlab Optimization platform. A demo of Star-P will also be included in the presentation.

6th Annual RiskMinds Americas - Miami - June 15 - 19, 2015
6th Annual
RiskMinds Americas
June 15 - 19, 2015

JW Marriott Marquis, Miami

http://www.riskmindsamericas.com/FKN2434WLW

10% Wilmott Discount ? VIP code FKN2434WLW

Over 250 risk management professionals from across the Americas and beyond will be joining us in Miami this June to hear from 80+ industry leading speakers and benefit from the unbeatable networking opportunities that RiskMinds Americas consistently offers.

All aspects of financial risk will be explored, including regulation and capital, stress testing, liquidity, risk culture, op risk, credit and market risk, emerging risks, business strategy and much more, plus special guest speakers from outside the world of finance to give you fresh perspectives on risk. Hosting more international CROs, regulators and top level practitioners than any other risk management event in the Americas, this event has proved itself as the region?s top risk management conference.

Just some of the top Chief Risk Officers already confirmed on the line-up are:

Philip Lofts, UBS
Surjit Rajpal, BMO FINANCIAL GROUP
Debra Stabile, CITI RETAIL SERVICES
Brian Gunn, ALLY FINANCIAL
Steven Cunningham, DISCOVER FINANCIAL SERVICES
Attilio Meucci, KKR

PLUS don?t miss

All the latest details on regulatory initiatives from leading regulators & supervisors including Charles Taylor, Deputy Comptroller For Capital & Regulatory Policy, OFFICE OF THE COMPTROLLER OF THE CURRENCY

Our key session addressing cyber security threats and what you can do to manage them led by Jamie Woodruff, Ethical Hacker & Certified Penetration Tester: C)PTE.

Industry legend Edward Altman, Max L. Heine Professor Of Finance, STERN SCHOOL OF BUSINESS, NEW YORK UNIVERSITY will be sharing his latest research and providing invaluable insights into the outlook for global corporate and sovereign credit markets

Visit the website for more details: http://www.riskmindsamericas.com/FKN2434WLW

Don?t miss details of the Global Risk Regulation Summit on June 15 or the Practical Risk Management Workshops on June 19.

Make sure you reserve your place ASAP to make the most of the early-bird discounts PLUS claim a 10% discount with Wilmott ? quote the VIP code FKN2434WLW
For more details or to register call: +44 (0) 20 7017 7200, email: info@icbi.co.uk or visit the website: http://www.riskmindsamericas.com/FKN2434WLW
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