STORM agenda
STORM agenda
STORM agenda
June 12, 2024: 9am EDT / 2pm GMT
09:00 – 10:20
Stream 1
09:00 – 09:01
Welcome Message
Mark is the Global Brand Director at Chartis and has over 30 years’ experience in global capital markets, consulting and associated technologies focusing on risk management, front and middle office platforms and data management. Prior to Chartis he has held executive roles in large global financial institutions, consultancies and FinTechs in various positions including platform and software development, solution architecture, large scale program management, vendor selection and implementation and strategy development and execution. With a background covering front, middle and back office Mark brings a holistic view of business, technology and regulatory issues across the enterprise and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology and includes leading the global teams for risk technology at RBS Capital Markets and AIG, Middle office and front office technology teams at Barclays Capital, extensive consulting experience with major consulting organizations including EY and Deloitte together with extensive vendor experience including time at both Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is Fellow of the Institute of Chartered Accountants in England and Wales.
09:01 – 09:05
Chartis Research Insights: The status of hardware acceleration
Examining the status of hardware acceleration and computational languages: trends, advancements, and future prospects. Hardware and the cloud - new cloud vendors, looking at grid alternatives and programming in HPC environments
09:05 – 09:15
Presentation: Pricing and modelling illiquid options
This session will explore how to accurately price illiquid options in dynamic market environments and unravel the complexities surrounding their valuation and risk management
09:15 – 09:30
Fireside Chat: Future balance sheet projections and hedging analytics- where are we now?
This session will focus on latest modelling and methodological strategies for forecasting balance sheets into the future and analysing hedging strategies
09:30 – 09:50
Panel: Pricing and risk managing complex credit products
This session will address the complexities of pricing and risk managing complex credit products and how to navigate the intricacies of structuring, pricing, and hedging complex credit products effectively
09:50 – 10:05
Fireside Chat: Re-examining the GPU and HPC environments
Building AI/ML in GPU and data parallel environments
10:05 – 10:20
QuantTech 50 winners' announcement
10:30 – 11:55
Stream 2
10:30 – 10:35
Chartis Research presentation: CLO analytics
This session will share latest innovation and trends in CLO analytics
10:35 – 10:55
Panel discussion: Mastering private credit
Private credit instruments present unique challenges due to their illiquidity, complexity, and diverse structures. This session will focus on private credit pricing and modelling, encompassing risk management and valuation. It will explore advanced methodologies and models tailored specifically for pricing and managing risk in private credit portfolios and share insights into factors influencing pricing, such as credit quality, collateral, and market conditions, as well as strategies for mitigating risk and optimising returns.
10:55 – 11:10
Fireside Chat: Credit performance attribution
This session will explore the fundamental drivers of credit performance, utilising attribution analysis to identify the precise factors impacting portfolio returns, while also offering strategic insights on how to optimise credit investment strategies
11:10 – 11:25
Fireside Chat: Navigating fund liquidity risk - latest approaches
11:25 – 11:35
Presentation: Portfolio optimization strategies and the role of heuristics
This session will delve into portfolio optimization strategies in the face of uncertainty, examining the potential efficacy of employing heuristics for decision-making. It will also explore the benefits and limitations of heuristic approaches and practical application in optimizing portfolios
11:35 – 11:50
Buyside Risk 50 winners' announcement
11:50 – 11:55
Closing remarks
June 13, 2024: 9am EDT / 2pm GMT
09:00 – 10:20
Stream 1
09:00 – 09:01
Welcome Message
Mark is the Global Brand Director at Chartis and has over 30 years’ experience in global capital markets, consulting and associated technologies focusing on risk management, front and middle office platforms and data management. Prior to Chartis he has held executive roles in large global financial institutions, consultancies and FinTechs in various positions including platform and software development, solution architecture, large scale program management, vendor selection and implementation and strategy development and execution. With a background covering front, middle and back office Mark brings a holistic view of business, technology and regulatory issues across the enterprise and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology and includes leading the global teams for risk technology at RBS Capital Markets and AIG, Middle office and front office technology teams at Barclays Capital, extensive consulting experience with major consulting organizations including EY and Deloitte together with extensive vendor experience including time at both Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is Fellow of the Institute of Chartered Accountants in England and Wales.
09:01 – 09:15
Fireside Chat: Revolutionizing retail finance with AI/ML-driven behavioural modelling
This session will explore how behavioural modelling leverages AI and machine learning techniques to revolutionize retail finance, offering insights into customer behaviour and preferences as well as showcasing the applications and benefits of AI/ML-driven behavioural modelling in optimizing decision-making processes and enhancing customer experiences in retail finance
09:15 – 09:35
Panel Discussion: Pricing and modelling embedded analytics
This session will delve into pricing and modelling embedded analytics within various products and services. It will explore innovative techniques and methodologies for accurately valuing embedded analytics components, aiming to enhance decision-making processes and maximize value
09:35 – 09:50
Fireside Chat: Synergising risk and fraud frameworks- quantitative options integration
This session will explore integration of risk and fraud frameworks, focusing on leveraging quantitative options to enhance detection and mitigation strategies. It will also address practical approaches for combining quantitative methodologies with risk and fraud frameworks to bolster organizational resilience and safeguard against potential threats
09:50 – 10:00
Case study: Modelling retail portfolio
10:00 – 10:20
Panel discussion: Application of optimization in different retail finance problems – price optimization
This session will focus on the importance of price optimization in the retail finance industry and ways to maximize profitability. It will explore the use of elasticity curves, which measure the sensitivity of customers to changes in prices, and how they can be utilized to optimize prices for financial products such as loans, credit cards, and insurance policies. How this approach can help increase profitability for financial institutions and provides fair and competitive pricing.
10:20 – 10:35
Retail Finance Analytics50 winners' announcement
10:45 – 12:11
Stream 2
10:45 – 10:50
Chartis Research Insights: Insurance model development environments
This session will examine best practices, challenges, and emerging trends shaping model development in the insurance industry
10:50 – 11:05
Fireside Chat: Changing ESG frameworks
This session will delve into the latest developments, challenges, and opportunities associated with adapting to and navigating the shifting ESG frameworks
11:05 – 11:25
Panel Discussion: Climate risk underwriting- integration strategies and challenges
Addressing best practices and innovation in incorporation of climate risk underwriting
11:25 – 11:40
Fireside Chat: Analysing annuity terms and conditions
Assessing the terms and conditions of annuity contracts, dissecting key provisions and implications for policyholders. This session will aim to gain a comprehensive understanding of annuity contract structures and how to evaluate terms to make informed financial decisions
11:40 – 11:55
Fireside Chat: Valuation of structured annuities
This session will explore structured annuities valuation techniques, latest methodologies and considerations and practical approaches for accurately assessing their financial worth
11:55 – 12:10
Insurance Analytics50 winners' announcement
12:10 – 12:11