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 serves as the Managing Director, Financial Engineering at Numerix, where he has spearheaded the successful delivery of projects across Europe, the Middle East, and Africa. His extensive expertise encompasses the pricing of complex derivatives across multiple asset classes, XVA desk support in building calculation infrastructure, and collaboration with structured product issuers on a wide array of processes, ranging from solutions for trade ideation to building platforms for comprehensive risk management of large portfolios. Faerman also possesses in-depth knowledge on various subjects, such as SIMM, FRTB, and buy-side industry solutions.
Before joining Numerix, Faerman gained valuable experience as a Financial Engineer and Model Validation Analyst at Thomson Reuters. He holds a Bachelor of Science degree in Business and Computer Science, as well as a Master of Science degree in Finance from the renowned Frankfurt School of Finance.
