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Quant Risk Americas 2014
28-29 Oct 2014
New York Marriott Downtown, New York City, NY, United States
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Quant Risk Americas 2014
Description
Topics
DFAST
CCAR
FVA
XVA
PPNR Forecasting
Interest Rate Risk
Modeling Capital Allocation Under Basel III
Fundamental Review Of The Trading Book
Model Risk & Validation
Modeling Of Credit Components
Model Foundations Of The Standardized Approach For Counterparty Credit Risk (SA-CCR)
Modeling Risk Exposure To Counterparties
Data Management And Computational Infrastructure
Who should Attend
Quantitative Risk Professionals.
Past Events
Quant Risk Americas 2014 - 28-29 Oct 2014, New York Marriott Downtown, New York City, New York, United States
(47491)
Important
Please, check "Quant Risk Americas" official website for possible changes, before making any traveling arrangements
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Business:
Finance, Risk Management
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