ANNOUNCED

 

2018

 

Infopro, Risk.net: Model Risk Management Europe (London, UK), May

“Potential Evolution of Regulatory Guidance for Internal Models - Medium and Long Term View”

 

Informa: Global Derivatives Trading & Risk Management (Lisbon, Portugal), May

“Rates Regimes for Risk Modelling for VAR, ES and PFE: Developed and Emerging Markets; Interest Rates and Inflation” with Vinay Kotecha

 

 

PRESENTED

 

2017

Informa: Risk Minds (Amsterdam, Netherlands), December

“Predicting Future Basel 5: Potential Evolution of Internal Models and Regulatory Environment”

 

Informa: Global Derivatives Trading & Risk Management (Barcelona, Spain), May

“From Means to Ends Across Assets: Stochastic Implied Volatility for CCR” with Vinay Kotecha

 

Allan Lloyds: Annual Banking Credit Risk Management Summit (Vienna, Austria), February

“Potential Evolution of IMM Models in a Changing Regulatory and Risk Management Landscape”

 

 

2016

Informa: Risk Minds (Amsterdam, Netherlands), December

“Building a Risk Modelling Framework: Key Choices and the Role of an Expert”

 

ICBI: Global Derivatives Trading & Risk Management (Budapest, Hungary), May

“Stochastic Volatility vs. Jumps Role in Equity-Credit Modelling for Risk Management” with Andrei Greenberg

 

 

2015

ICBI: Risk Minds (Amsterdam, Netherlands), December

“Back To Basics: cost-effective methodology and infrastructure for non-standard trades in counterparty Risk IMM” with Vinay Kotecha

 

WBS: Fixed Income (Paris, France), October

“Backtesting: Are We Missing the Big Picture?” with Brola Lordkipanidze (Standard Chartered Bank)

 

ICBI: Global Derivatives Trading & Risk Management (Amsterdam, Netherlands), May

“Exposure Conditional On Default: A Fast Structural Approach” with Erdem Ultanir

 

 

2014

ICBI: Risk Minds (Amsterdam, Netherlands), December

“Modellable Risk and Fundamental Review of Trading Book” with Vinay Kotecha

 

WBS: Fixed Income (Barcelona, Spain), September

“Credit-Equity Model Building Blocks” with Andrei Greenberg”, [Lee Moran]

 

UMI: European Credit and Counterparty Risk Conference (London, UK), June

“Risk Management and Regulatory Views of Modelling”

 

ICBI: Global Derivatives Trading & Risk Management (Amsterdam, Netherlands), May

“Tail Risk & Cross-Asset Infrastructure” with Andrei Greenberg

 

Incisive Media: Trading & Investment Risk [joint event with Quant Europe] (London, UK), April

“Paradigms for the Integration of Risk Factors in Market Risk for Illiquid and Sparse Data” with Vinay Kotecha

 

 

2012

ICBI: Risk Minds (Amsterdam, Netherlands), December

“Risk, Quants, Regulations & Common Sense: can these words fit in the same sentence?”

 

Incisive Media: Quant Congress Europe (London, UK), October

“Modelling Commodities for Counterparty Risk Calculations” with Vinay Kotecha

 

 

2011

Incisive Media: Quant Congress Europe (London, UK), November

“Application of American Monte Carlo to Counterparty Risk Calculations” with Sebastian Venus

 

WBS: Fixed Income (Berlin, Germany), October

“Risk Quant and Pricing Quant - Two Sides of the Same Coin or Just Two Sides?” with Lee Moran

 

ICBI: Global Derivatives Trading & Risk Management (Paris, France), April

“Risk-Neutral vs. Real World: Application to Risk, Capital and CVA” with Lee Moran

 

 

2010

Incisive Media: Quant Congress Europe (London, UK), November

“Challenges in Modelling Inflation for Counterparty Risk” with Vinay Kotecha

 

WBS: Fixed Income (Madrid, Spain), September

“CRM for Correlation Trading Books: Modelling and Challenges” with Andrei Greenberg

 

 

2009

Incisive Media: Quant Congress Europe (London, UK), November

“Capturing Credit Correlation between Counterparty and Underlying. Practical Approach for Risk Modelling in a Bank-Wide System” with Sascha Wilkens

 

 

2007

ICBI: Risk Minds (Geneva, Switzerland), December

Backtesting counterparty Risk

 

Incisive Media: Risk Europe 2007 (London, UK), June

“Backtesting Counterparty Risk”

 

 

2004

Incisive Media: Credit Risk Summit (London, UK), October

Risk Control of Active Credit Hedging: Managing the Managers” with Olga Pavlova

 

 

1994 to 1998: various physics conferences