Wednesday 17th March 2021, 1500 GMT
The unprecedented market volatility of 2020 exposed the shortcomings of traditional end-of-day enterprise risk metrics. Within hours, sometimes minutes, of market opening, firm-wide traded risk reporting could be rendered meaningless. Back-up reliance on desk reporting, where real-time has been the norm for years, could not provide the necessary enterprise view of risk concentrations.
CubeLogic’s virtual roundtable will examine such questions as:
What does real-time enterprise risk measurement and reporting mean in practice?
Uses in Market, Credit and Liquidity Risk
What are the benefits, where is it most effectively deployed, what uses are risk managers prioritising?
What are the market best-practice trends and what will the industry look like in 3-5 years’ time?
Challenges to achieving real-time risk.
Are there downsides of using real-time risk at the enterprise level and what uses still best suit end-of-day metrics?
What are the most important metrics to bring into real-time? What risk manager tools would benefit the most from an upgrade to real-time?
Karl Sees, MD CubeLogic and PRMIA London Chapter Steerco Member (Moderator)
Paolo Pasqualini, Head of Credit, SEBA Bank AG
Saadia Mujeeb, PRMIA London Chapter Steerco Member and Chair of Risk Leaders Committee
Peter Russell, Senior VP, Numerix
David Baker, CTO CubeLogic