Proud sponsors of Open-Source Risk Engine

Register now for the Masterclass

Celebrating the end of the UMR Era

Thursday 20th April, 2023
10:00 - 19:00
London Stock Exchange
10 Paternoster Square,
London EC4M 7LS
Free
Register Now
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ABOUT THE EVENT

We are excited to welcome the quant community to Acadia's first Quant Summit in London!  Join us for insightful, topical discussions and presentations from industry leaders with two streams to choose from.

Speakers

Hear from industry experts and leaders with more to be announced.

View speaker list >

Content

Hear topical panel discussions and presentations or take part in our ORE Masterclass.

View full agenda >

Network

Connect with industry peers during break out sessions and evening drinks reception.

Find out what's included with registration >

Limited Spaces Available!

Register Now

SUMMIT AGENDA

Morning Sessions

10:00
Registration Opens
10:30
Keynote Address
10:50
Overview of Open-Source Risk Engine (ORE)
11:40
XVA - Past and Future
12:40
Lunch

Afternoon Sessions

Stream 1 - Panels & Presentations

13:40
Is there any CCR exposure left for
over-collateralised counterparties?
14:30
Hedging in the age of Machine Learning
15:45
SIMM: a look back and where next

Stream 2 - Technical Masterclass

13:40
ORE Materclass
16:45
Closing Remarks and Networking Reception

SPEAKERS

Fabrizio Anfuso

Bank of England

Giovanni Cesari

Standard Chartered Bank

Zlatko Filipovic

UBS

Nnamdi Okaeme

ISDA

Donal Gallagher

Acadia

Roland Lichters

Acadia

Jörg Kienitz

Acadia

Stuart Smith

Acadia

Scott Sobolewski

Acadia

Roland Stamm

Acadia

More Speakers To Be Announced

Free registration includes:

  • Access to all morning presentations and your choice of afternoon sessions
  • Expert insights from industry leaders
  • Networking drinks reception
  • Lunch
Thursday 20th April, 2023
10:00 - 19:00
London Stock Exchange
10 Paternoster Square,
London EC4M 7LS
Free

We look forward to welcoming you!