Portfolio Management Using Advanced Market & Credit Simulations
Learn how scenario generation and asset projection tools can be used to drive strategic asset allocation and investment decisions.
Given unprecedented market volatility, increasing inflation, and a potential recession on the horizon, having a better view of the future risk/return of a portfolio has never been more important to investment firms.
To address this need, Numerix and FinX Capital Markets have partnered to provide firms with a robust and scalable asset projection tool, which is built upon Numerix’s powerful economic scenario generator.
Join Dick Mulé of FinX Capital Markets and Daniel Schobel of Numerix, as they discuss how scenario generation and asset projection tools can be used to drive strategic asset allocation and investment decisions.
During the webinar, Dick and Daniel discussed:
- Incorporating scenarios and forecasts into advanced portfolio analytics
- Probabilistic determinations of asset valuation
- Market data and accurate cash flow forecasting/ALM
- Over the counter and private counterparty arrangements
- Alternative asset classes
Featured Speakers
Dick Mulé
Dick Mulé, CFA is the CTO and head quant for FinX Capital Markets. As the first employee of FinX Capital Markets, he developed the analytics and risk engine used to project cash flow and calculate market risk metrics for all Fixed Income Securities. Prior to FinX, he worked with the Irwin Group, a Dark Matter Research Lab at Stanford.
Daniel Schobel
Daniel Schobel is an Actuary within the Client Solutions Group of Numerix. In this role he works with clients to develop Economic Scenario Generators to meet regulatory requirements and risk management goals, utilizing actuarial experience and Numerix Analytics.
Prior to joining Numerix, Mr. Schobel was an Actuarial Associate at New York Life Insurance Company, where he worked on Real World and Risk-Neutral Economic Scenario Generators for use across the organization, including developing a highly customized Real World Calibration to meet Enterprise Risk Management goals.
He also held roles in Valuation and Annuity Pricing during his tenure at the company. Mr. Schobel holds the ASA credential from the Society of Actuaries.
Stephanie Chan
Stephanie Chan is a part of the product and field marketing team at Numerix. Her work focuses on developing marketing materials that communicate product features, as well as creating the marketing tools and campaigns to increase awareness of Numerix's products. Prior to joining Numerix in 2019, Ms. Chan held various roles in the corporate communications team at Nomura in Hong Kong and London.
