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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.

Finformatics: The Tracks of Tears: Wilmott Magazine Article
Kent Osband 3062 Views

While most of the world knows Smokey Robinson only as a wonderful songster, I personally rank him next to Ed Thorp as one of the spiritual founders of finformatics. As the chorus lines quoted above clearly show - clear at least to those schooled in the deconstructionist maxim "I imagine, therefore it is".

RiskMinds Asia 2014 - 17-20 November, St Regis, Singapore - 15% Wilmott Discount
RiskMinds Asia 2014
17-20 November, St Regis, Singapore

New Strategic Insights & Practical Techniques In Risk Management
For Retail & Investment Banks, Insurance Companies & Asset Managers

quote VIP: FKN2398WILW on the website

Key topics include:

Strategic & Practical Challenges Of Implementing The New Banking Regulation
Shadow Banking
Basel III - A Roadmap For The Regions
The Trading Book Review
Creating A Robust Risk Culture & Appetite
A Strategic Role For Stress Testing
Connecting The Risk Engine Room To The Boardroom
The CFO Perspective On Risk
The Blossoming Relationship Between The CRO & The CIO
Emerging Risks
New Credit Risk Analytics
Liquidity Under Basel Including Net Stable Funding & Liquidity Coverage Ratios
Practical Implementation Of ERM And Harnessing It To Be Useful

50+ experienced speakers including:

Ronnie Tan, Group CRO, Great Eastern Life
Hein Jan Smit, CRO, Bank Islam Brunei Darussalam Berhad
Lukas van der Hoef, Country CRO (Singapore), ABN Amro
Yuji Nakata
, Deputy CRO, Nomura
Peter Deans, CRO, Bank of Queensland
So Lan Ip, CRO, Ping An Group
Anju Abrol, CRO (Asia), Westpac
Irma Savitry Daulay, Chief Credit Officer, Bank Danamon
Brian Lo, Group Risk, Head of Market & Liquidity Risk, DBS Bank
Javed Husain Siddiqi, CRO, Soneri Bank
Fan Gao, Head of Operational Risk for APAC, Citigroup
Pardi Sudrajat, Group Head of Market Risk, Portfolio & Operational Risk, Mandiri Securities
Tan You Leong, North Asia CRO, OCBC
Kenji Fujii, Group Head of Global Risk Management, Mizuho Securities
Giovanni Bussu, CRO Asia Pacific, Unicredit
Dinesh Talsania, Chief Manager - Risk Management, ICICI BANK
and many more, please see website for full speaker list and updated agenda

"RiskMinds Asia gathered the great minds, thoughts and ideas, which inspired participants with powers to go on with their odysess of 'Against the Gods' journey."
Felix Fung, Head of Risk Management, BOCOM INTERNATIONAL
Plus, spend more time with the experts and attend one of the full-day practical workshops (20 November) on Stress Testing, Technology Risk and Risk Appetite & Culture.

Find out more & claim your 15% discount today on:
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