Event Location DoubleTree by Hilton Hotel Wroclaw
Event Date March 19, 2020 9:00am – 3:00pm (GMT+01:00) Amsterdam
Event Description:
The purpose of Risk Conference is to familiarize students, what problems we face in everyday work, as well as how to use the academic knowledge acquired during studies, in the world of finance. We plan to host distinguished representatives of academic and financial world where participants will have a chance to discuss risk management and its role in banks. The number of places is limited and the following requirements will be the main criteria for our selection (do not forget to mention them in the registration form):
• advanced mathematical skills
• algorithmic thinking
• programming skills
• readiness to adapt financial expertise
• basic knowledge of programming and system architecture
AGENDA:
9:00-09:35 Lecture conducted by Professor Jajuga from Wroclaw University of Economics – ‘Risk management, new trends and challenges’
9:35-9:50 – Wroclaw Risk team overview by Head of Poland Risk division Maciej Borkowski
9:50-10:10 Coffee break
10:10-11:10 Workshop I (Interest Rate management; measurment and hedging / Interest Rates modeling / Building enterprise scale C# application)
11:10-12:10 Workshop II (Equity Derivatives – risk measurment and hedging / Introduction to Equity Derivatives business / Distributed devops engine)
12:10-12:55 Lunch
12:55 – 13:55 Workshop III (Liquidity Risk management / Capturing Counterparty Risk / Data science with Python)
13:55 – 15:00 Panel discussion – ‘The future of risk’ – a discussion on risks associated with the social, economical and technological trends.
Risk Conference will be conducted in English.
