World Business StrategiesServing the Global Financial Community since 2000

Friday 18th June: Day 5 WQF

Keynote: “COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework" 

EDT: 09.00
BST: 14.00
CEST: 15.00

  • Capital requirements and bank capitalization.
  • Liquidity requirements and banks’ liquidity positions.
  • Bank activity: lending and trading.
  • Market assessment of bank health.

Diana Iercosan:

Principal Economist, Federal Reserve Board

Diana Iercosan: Principal Economist, Federal Reserve Board

Model Governance of Marker Generators in Finance

EDT: 10.00
BST: 15.00
CEST: 16.00

Blanka Horvath:

Lecturer, King’s College London and Researcher, The Alan Turing Institute

Blanka Horvath: Lecturer, King’s College London and Researcher, The Alan Turing Institute

Blanka is a Honorary Lecturer in the Department of Mathematics at Imperial College London and a Lecturer at King’s College London. Her research interests are in the area of Stochastic Analysis and Mathematical Finance.

Her interests include asymptotic and numerical methods for option pricing, smile asymptotics for local- and stochastic volatility models (the SABR model and fractional volatility models in particular), Laplace methods on Wiener space and heat kernel expansions.

Blanka completed her PhD in Financial Mathematics at ETHZürich with Josef Teichmann and Johannes Muhle-Karbe. She holds a Diploma in Mathematics from the University of Bonn and an MSc in Economics from the University of Hong Kong.

Maud Lemercier:

PhD Student in Statistics, The University of Warwick

Maud Lemercier: PhD Student in Statistics, The University of Warwick

Maud LEMERCIER is a third year PhD student within the Oxford-Warwick Statistics Programme (OxWaSP) supervised by Theodoros Damoulas. She is also a visiting researcher at the Alan Turing Institute and a member of the DataSig team. Her research interests lie in Bayesian statistics and Machine Learning. I am interesting in developing scalable machine learning algorithms for complex time series data.

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