RiskTech Forum

Numerix: 2016 Quant Congress Update

Posted: 1 September 2016  |  Source: Numerix

On the heels of the 2016 Quant Summit, Risk Quant of the Year, Dr. Alexander Antonov, discusses how increasing calculation complexity, structural changes and profitability demands of regulatory reforms, like FRTB and Basel III, are driving banks to change and quants to evolve with them. Key topics include AAD, GPU, XVAs, technology, risk management