Financial Risk Management in the Face of the Black Swan 2016 is a workshop dedicated to building robust management framework to protect from unexpected and extreme shocks.
Topics
- What is needed to deal with extreme shocks and unmeasured unpredicted unknown unknowns
- Limitations of traditional risk management approach, methods and tools to successfully anticipate and proactively address extreme financial shocks
- Comprehensive shock mitigating approach and various solutions which mitigates the impact of extreme risk events when they strike
- Building a robust risk management framework which provides robust defence against large losses
Who should Attend
Attendees with job titles such as:
- Credit officers and credit controllers
- Portfolio risk management specialists
- Chief Risk Officers
- Rating and credit research analysts
- Stress testing and risk appetite managers
- Heads of risk functions and risk managers (including market, credit, liquidity, business risk)
- Managers of business and investment strategy
- Capital and impairment management specialists
- Commodity traders and risk managers
- Equity and fixed income quantitative analysts
