Overview

Speed was once a roadblock to intra-day risk analysis, but the latest technology has broken through, delivering fast, accurate valuation and risk calculations to traders and portfolio managers. Advanced techniques such as algorithmic differentiation are driving better trading decisions.

During this webinar, Dr. Russell Goyder:

• Highlights the benefits that real-time risk can deliver to the front office, including more accurate hedging of complex portfolios and superior risk management
• Discusses the different approaches to algorithmic differentiation and an optimal approach
• Shows how several asset managers and hedge funds are using real-time risk and stress testing to improve performance of their trading strategies
• Exhibits the speed and accuracy improvement for a large multi-currency, multi-asset structured derivative portfolio

Speakers

Dr. Russell Goyder, Director of Quantitative Research and Development, FINCAD
Before joining FINCAD’s quant team in 2006, Dr. Goyder worked as a consultant at The MathWorks, solving a wide range of problems in various industries, particularly in the financial industry. In his current role, Dr. Goyder manages FINCAD’s quant team and oversees the delivery of analytics functionality in FINCAD’s products, from initial research to the deployment of production code. Dr. Goyder holds a PhD in Physics from the University of Cambridge.

Moderator: Jeffrey Kutler, Editor-in-Chief, Global Association of Risk Professionals
Jeffrey Kutler is editor-in-chief at the Global Association of Risk Professionals (www.garp.org), overseeing news and editorial content covering the risk management discipline, its theories, technologies, people and personalities. Jeff joined GARP in December 2008. Previously with Institutional Investor magazine, Jeff was assistant managing editor, concentrating on banking and capital markets technology, as well as U.S. editor. He has also been editor of the weekly Securities Industry News and worked for about 20 years for the daily newspaper American Banker and some of its affiliates, rising to executive editor.