Molnár-Sáska, Gábor (Morgan Stanley)
Modeling in risk
Handling risk appropriately is one of the most important thing in the banking industry today. We monitor constantly the risks of the daily business and also our future exposures. The firm should also fulfill regulatory rules and keep the appropriate capital all the time. Calculating risk is based on mathematical models. In this presentation we will talk about the main concepts from individual pricing models to firmwide aggregate risk models.
Date: Nov. 3, Tuesday 4:15pm
Place: BME, Building „Q”, Room QBF13