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Wilmott Quantitative Finance Technology User Survey
Wilmott/Wiley 499 Views

Functioning at the intersection between science and commerce, Quantitative Finance practitioners are integral to the development, adoption and standardization of technology throughout the finance industry.

In the aftermath of the global financial crisis, the painful reorganization of the financial industry, the acceleration and diversification of the information revolution, and amidst the plethora of new technologies available it is more difficult than ever to see beyond the buzzwords.

As a unique group of professionals Quantitative Finance practitioners are responsible for relentlessly striking the balance between speed, accuracy and efficiency for the core function of the industry they serve. A balance painstakingly achieved through the deployment of technology.

Wilmott Magazine, in association with Misys, UnRisk, Mathworks and HP Vertica are conducting a timely survey on the key areas and topics of technology that are currently impacting on the Quantitative Finance community. The results will provide a clear view of the realities of financial technology today; even more so to make a sound assessment of the trends in technology that will ultimately deliver tomorrow.

Click Here To Complete The Survey

The Market Price of Interest-rate Risk: Measuring and Modelling Fear and Greed in the Fixed-income Markets: Wilmott Magazine Article
Riaz Ahmad & Paul Wilmott 3354 Views

In this paper we examine the statistical properties of the spot interest rate and the yield curve, using US data, to identify the behaviour of the market price of interest rate risk. This is then also examined statistically so that a two-factor interest rate model is developed.

RiskMinds Asia - 12 - 13 October 2016: Main Conference - JW Marriott, Hong Kong - 10% Wilmott Discount
RiskMinds Asia

12 - 13 October 2016: Main Conference
11 October 2016: Summits & Workshop

JW Marriott, Hong Kong

10% Wilmott Discount Code: FKN2467WLW

Simply select this option when booking online.

RiskMinds Asia is the industry meeting place for risk managers in Asia. We'll be welcoming CROs and Heads of Risk from the region's leading financial institutions as well as regulators, leading academics, financial disruptors and out of the box speakers from Asia and beyond to share solutions to the challenges affecting you and your peers every day.

You will gain unique insights into how market volatility, regulatory change and technological developments are transforming the industry, the role of risk management in the region, and strategic and practical solutions to the key regulatory, credit, market, liquidity, operational, conduct and cyber security risks that are facing your business today and tomorrow.

Some of the top speakers confirmed on the line-up already include:
* John Lee, Group CRO, Maybank Group
* Alicia Garcia-Herrero, Chief Economist Asia Pacific, Natixis
* Andrew Koh, Deputy Chief Manager, China Construction Bank
* Piyush Agrawal, CRO, Asia Pacific, Citibank
* Guy Harding, CRO, International Financial Services, Commonwealth Bank Of Australia
* Frederick Shen, Head Of Global Treasury Business Management, OCBC
* Sou Chiam, Head Of Regulatory Affairs & Policy Asia Pacific, HSBC
* Jochen Theis, Global Head, Market Risk Models, Standard Chartered Bank

Also, don't miss details of our 3 separately bookable events on 11th October:

* The Asian Risk Regulation Summit
Get the latest regulatory updates and find clarification from regional regulators and leading practitioners on FRTB, OTC Derivative Reform, IFRS 9 and BCBS 239 to prepare your business for effective implementation. Hear from experts and leading banks including Japan FSA, JP Morgan, Standard Chartered, UOB, Blackrock and HSBC.

* Operational Risk Management Workshop
NEW this year, join this workshop to improve how you identify, measure and control operational risk and get valuable practical insight from leading minds. Learn from CRO of the Bank of Queensland and Head of Non Financial Risk, Saudi Hollandi Bank.

* The Asian Risk Insurance Summit
NEW this year, a forum dedicated to bringing together the brightest minds in Asian insurance risk management on key topics including capital, risk modelling, ALM and reporting regulation. Hear from Raj Singh, Group Chief Risk Officer of Standard Life.

Visit the website for full details of this year's programme:

Don't miss your chance to join us this September - you get a 10% discount with the Wilmott discount code FKN2467WLW.

Register Online
Call: +44 (0) 20 7017 7200

Simply select this option when booking online.
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