Structured Products: Transforming Risk into Opportunities
This webinar examines the most recent period of extreme volatility the global markets have experienced, in response to acute concerns over the economic impact of Covid-19. Find out what this means for traders, issuers, risk managers and investors as the structured products market reshapes to fit the changing market environment.
Live Date: Thursday, April 30, 2020, 10:00 AM EDT
Discussion points:
- How the structured product market is evolving
- What the recent turmoil means for structured products hedging and new issuance
- How traders and risk managers can apply lessons from past periods of market stress plus adapt to new ways of working
- Technology’s role in the structured product market
About the webinar:
The structured product market is one of the most dynamic and complex of all, offering a multitude of benefits to investors. But increased regulation, intense competition and heightened volatility have become the new norm in financial markets, creating new challenges for issuers to hedge exposures that can quickly become problematic if left unchecked.
Most recently, global markets have experienced a period of extreme volatility in response to acute concerns over the economic impact of Covid-19. What does this mean for traders, issuers, risk managers and investors as the structured products market reshapes to fit the changing market environment?
Moderated by:
Helen Bartholomew, Editor-at-large, EMEA, Risk.net
Speakers:
Harris Gorre, Head of Financial Products, Investec Bank plc
Pierre Moretti, Global Head of Equity Financial Engineering and Cross Asset Indices, Natixis
Ross Trotman, Cross Asset Solutions, Citibank
Featured Speakers
Ilja Faerman
As VP and Head of Financial Engineering at Numerix, Ilja Faerman has extensive expertise in pricing complex derivatives in multiple asset classes, as well as calculating market and counterparty credit risk for large portfolios of simple and complex instruments. In recent projects, he has focused on economic and regulatory capital allocation and the coherent modeling of risk factors for CVA/DVA figures. Prior to Numerix, Mr. Faerman worked as a financial engineer and model validation analyst at Thomson Reuters. He holds a BSc in Business and Computer Science from the University of Rostock and an MSc in Finance from the Frankfurt School of Finance & Management. He is currently located in Numerix’s Frankfurt office.
