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.

Complete the form to the right to download this slide deck from Dr. Sun's June 2015 Risk Japan presentation.

Download Slides

Complete the form below to download this slide deck from Dr. Sun's June 2015 Risk Japan presentation.

Select Form: 

Form #4: Conference Presentation

Sign me up to receive "Derivative Insights & Innovations" monthly newsletter by Numerix:

* Required fields
live webinar

Tipping Points for Legacy Risk System Replacement: The CRO View

analyst report, white paper

Aite: Risk System Replacement Pitfalls and Lessons Learned

press release - Sep 29, 2017

Numerix Named Best Risk Management, Pricing & Valuation Solution Provider in GlobalCapital...

journal issue

Numerix Journal Vol. 4, No. 1

press release - Jul 12, 2017

Numerix Positioned as Category Leader in Chartis RiskTech Quadrant® for FRTB

conference

Asia Risk Congress 2017

conference, industry conference

Investment Solutions Forum 2017

conference, industry conference

Buy-Side Risk Europe

industry conference

Risk Management and Trading Conference 2017

conference presentation

Another Look at Some Quantitative Aspects of the FRTB: Portfolio-Specific Impacts

press release - May 6, 2017

The Numerix FRTB App Now Available on Microsoft AppSource

video blog

Bank Technology, FinTechs and the Impact on the Bottom Line