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Event Date |
Wed Oct 18 BST - Fri Oct 20 BST (about 7 years ago)
In your timezone (EST): Wed Oct 18 12:00am - Fri Oct 20 12:00am |
Location |
FH - Grand Hotel Mediterraneo
Lungarno del Tempio, 44, 50121 Firenze FI, Italy |
Region | EMEA |
In 2017 The Fixed Income Conference now in it's 13th year is heading to the beautiful city of Florence, Italy. Block the date in your diary!
Topics:
• Initial Margin Requirements
• Interest Rate, FX & Volatility Modelling
• XVA, MVA & KVA
• FRTB & Regulations
• Innovations in Modelling, & Numerical Methods
• Machine Learning
2017 Speakers:
Jesper Andreasen
Global Head Of Quantitative Research, Danske Bank
Michael Pykhtin
Manager, Quantitative Risk, Federal Reserve Board
Andy Hudson
Senior Technical Specialist, Bank of England
Dilip K. Patro
Section Chief, Quantitative Model Analysis, Federal Deposit Insurance Corporation (FDIC)
Juliusz Jabłecki
Head of Monetary Policy Analysis Team, Economic Institute, Narodowy Bank Polski (Central Bank of Poland)
Luca Capriotti
Managing Director, Quantitative Strategies, Credit Suisse
Neels Vosloo
Head of EMEA Regulatory Risk, Bank of America Merrill Lynch
Peter Carr
Professor and Dept. Chair of FRE Tandon, New York University
Alexander Sokol
CEO and Head of Quant Research, CompatibL
Mirela Predescu
Deputy Head of Market and Counterparty Risk Methods and Analytics for credit products, BNP Paribas
Adolfo Montoro
Director of Market Risk Methodology, Deutsche Bank
Alexander Antonov
Senior Vice President, Quantitative Research, Numerix
Massimo Morini
Head of Interest Rates, Credit and Inflation Models, Gruppo Intesa Sanpaolo
Claudio Albanese
Head of Analytics, IMEX Initial Margin Exchange
Fabio Mercurio
Head of Quant Analytics, Bloomberg
Tommaso Gabbriellini
Head of Quants, MPS Capital Services
Manlio Trovato
Head of Quantitative Research, Lloyds Banking Group
Peter Jaeckel
Deputy Head Of Quantitative Research, VTB Capital
Brian Norsk Huge
Chief Quantitative Analyst, Danske Markets
Martin Engblom
Business Development Manager, TriOptima
Ignacio Ruiz
Founder & CEO, MoCaX Intelligence
Antoine Savine
Quant, Danske Markets
Jörg Kienitz
Partner, Quaternion
Andrea Gigli
Head of XVA Desk, MPS Capital Services
Justin Chan
Quantitative Strategy, Adaptiv, FIS
Gordon Lee
Executive Director, Portfolio Quantitative Analytics, UBS
Marco Bianchetti
Head of Fair Value Policy, Intesa Sanpaolo
Christian Fries
Head of Model Development, DZ Bank
Numerix
Compatibl
Wiley
TriOptima
FIS
Nag
IMEX
MocaX