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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' recording Part1 - Computing a Nearest Correlation Matrix with Factor Structure
Nick Higham 3377 Views

Part one of three 'Finance Focus' recordings, this with Nick Higham, from the NAG Quant Event in London, October 2009

The 4th Annual RiskMinds Insurance - 16-19 March 2015, Hotel Okura, Amsterdam
The 4th Annual RiskMinds Insurance
16-19 March 2015, Hotel Okura, Amsterdam


15% Discount for readers - VIP Code: FKN2429WLWB

RiskMinds Insurance is the most comprehensive event available for risk management in the insurance industry, providing CRO insights, regulatory updates & the latest in risk and actuarial modelling.

Highlights Include:

The CRO Thought Leadership Forum
15+ Leading CROs from AEGON, ALLIANZ, HOLLARD, JUST RETIREMENT, STANDARD LIFE, DELTA LLOYD, BEAZLEY, EULER-HERMES, STANDARD LIFE, ALLIANZ, HANNOVER RE GROUP, AVIVA LIFE and more discuss the key issues and future direction of the industry.

The Interactive 'Strategylab' Working Group Sessions
Work through the key challenges you face with your peers and garner defined outcomes to produce results to take back to the office.

The Closed-Door Supervisory Discussions
Discuss the important regulatory developments with leading supervisors and put your views forward in a closed-door environment.

The Regulation Summit - 16 March 2015
Join key regulators, CROs and industry practitioners to discuss the future of global financial regulation, the impact on the insurance industry and the strategic and practical challenges of implementation. Key speakers include: EIOPA, FINANSTILSYNET, FINANSINSPEKTIONEN, FINANCIAL SERVICES COMMISSION, GIBRALTAR, BANK OF ENGLAND

Value And Capital Management Workshop - 16 March 2015
Led by Thomas C. Wilson, CRO, ALLIANZ SE

For the latest agenda or to register online, please visit: http://www.riskmindsinsurance.com/FKN2429WLWB
Alternatively, call: +44 (0) 20 7017 7200 or email: info@icbi.co.uk
Remember to quote VIP code: FKN2429WLWB for a 15% discount!
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