We are excited to welcome the Quant community to Acadia's Quant Summit in London. Now in its second year, the Summit promises to provide insightful, topical discussions and presentations from industry leaders. Join us for either a technical masterclass in the morning or the Summit in the afternoon - or attend both sessions to gain a deep dive into Open Risk Engine and the latest topics in the Quant community.
Registration
Please join us for a light breakfast before the Masterclass commences
Open Risk Engine Masterclass
Break
ORE Masterclass continued
Quant Summit Registration
(afternoon sessions)
and lunch
Welcome address,
Fabrizio Anfuso,
Bank of England
Overview of ORE
How can firms measure MVA -
the cost of Initial Margin
over a trade’s lifetime?
Advances in Risk Optimisation
Break
ORE for valuation and
CVA in practice
How to stress CCR exposures?
A streamlined modelling
framework for banks
and NBFI counterparties
Closing Remarks
Networking Reception