Venue
FH - Grand Hotel Mediterraneo  
FH - Grand Hotel Mediterraneo  , Lungarno del Tempio, 44, 50121 Firenze FI, Italy

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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
Details

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

Speakers

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

Sponsors & Partners

Numerix
Compatibl
Wiley
TriOptima
FIS
Nag
IMEX
MocaX