Quant Risk Americas 2014 is a conference that covers topics such as:
- DFAST
- CCAR
- FVA
- XVA
- PPNR Forecasting
- Interest Rate Risk
- Modeling Capital Allocation Under Basel III
- Fundamental Review Of The Trading Book
- Model Risk & Validation
- Modeling Of Credit Components
- Model Foundations Of The Standardized Approach For Counterparty Credit Risk (SA-CCR)
- Modeling Risk Exposure To Counterparties
- Data Management And Computational Infrastructure
Quant Risk Americas 2014 brings together Quantitative Risk Professionals.