Hyper Rig Breakfast Briefing on Risk Optimization
Next week I will be heading back to London to be a panelist at Hyper Rig’s breakfast briefing on Risk Optimization. I will be joined by Richard Jefferson, MD Head Commodities Sales at Deutsche Bank and Michael Coleman founder of Hyper Rig as we discuss the issues facing traders and risk managers.
The breakfast briefing will help attendees discover the latest technological advances to:
* Run full Monte Carlo and other simulations in real-time, on demand, on complex portfolios during the day without the need to replace other systems or use overnight batch jobs;
* Disaggregate risk on complex products such as index linked options to their lowest risk granularity;
* Easily meet the commodities industry’s new requirements for on demand stress testing / scenario analysis and real time risk aggregation;
* Create the ability to run in-house risk models alongside those provided by your legacy CTRM systems;
* Better integrate your market and credit risk to improve counterparty risk management.
The briefing, which will last one hour will take place at The Mercer on Threadneedle Street and is by invitation only. It starts at 8am and if you may be interested in attending you could contact Trevor Wilkins on Trevor.wilkins at hyperrig.net
