CeFPro Webinar: Managing risk through volatile markets and uncertain times

COMPLIMENTARY CEFPRO WEBINAR

Managing risk through volatile markets and uncertain times

 Took place on 27th May @ 2:30pm (GMT) / 9:30am (EST)

Webinar Agenda:

Buy and sell side firms face intense risk pressures: extreme trading volume, market volatility and demands on human resources. All while meeting regulations, improving margins and making smart investment decisions.

In this CeFPro webinar with FIS we explored the benefits of rethinking your approach to risk. Topics include:

  • Lessons learned and your future state
  • Service-based outsourcing to support risk functions
  • How a market data service can reduce cost and improve efficiency
  • Why fast and efficient risk calculation is crucial
  • Where you should leverage quantitatively complex calculations
  • When Libor and regulatory reform will hit you. (It’s about the transition as much as the future.)

Speakers:

Mario Dell'Era

Mario Dell’Era
Senior Group Manager, Quantitative Market Risk
Citi

Dan Travers

Dan Travers
SVP, Product Management
FIS

Kioumars Nayer Nouri

Kiou Nayer Nouri
Former Global Head of Market Data, Commercial, Regulatory and Controls
Barclays

Please note: The source of Mario Dell’Era’s presentation is the Tenth annual EY/Institute of International Finance (IIF) global bank risk management survey – An endurance course: surviving and thriving through 10 major risks over the next decade – EY/IIF, November 2019. Click here to read the blog and download a copy of the report.

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