Presented at Risk Japan | June 2015

This presentation entitled Dr. Ping Sun of Numerix at the Risk Japan 2015 Conference“Economic Scenario Generators: Applications in Enterprise Risk Management” was given by Dr. Ping Sun of Numerix at the Risk Japan 2015 Conference in Tokyo on June 11th.

The presentation addresses:

  • Risk-Neutral vs Real World: Bridging the Gap
  • Economic Capital and Solvency II: The role of ESG
  • Algorithmic Exposures for Advanced Risk Measures

 

Numerix Presenter Bio:

Dr. Ping Sun, Executive Director, Financial Engineering, Numerix
Ping Sun, PhD is Head of Equity, Foreign Exchange & Commodity Solutions at Numerix LLC, and serves as a project manager of the Real World modeling. He works with clients and drives the development of the Numerix RW framework. His extensive experience includes publications in academic oriented journals, academic lecturing, and also developing the Numerix cross currency ESG. During his career in Numerix, he served as Consultant of FX / EQ Desk Quant for Lehman Brothers. He earned a doctorate degree in Physics from City College of New York, and his master's degree and undergraduate degree in Physics from Fudan University.

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