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 Head of Product Strategy at Numerix, where he has consistently driven the successful delivery of complex projects across Europe, the Middle East, and Africa. With deep expertise in pricing complex derivatives across various asset classes, he has also played a pivotal role in supporting XVA desks by developing advanced calculation infrastructures. Additionally, Ilja has partnered with structured product issuers to innovate solutions for trade ideation and design platforms capable of managing the comprehensive risk of large portfolios. His extensive knowledge spans critical industry topics such as SIMM, FRTB, and innovative buy-side solutions.
Prior to joining Numerix, Ilja honed his skills as a Financial Engineer and Model Validation Analyst at Thomson Reuters. He holds both a Bachelor of Science in Business and Computer Science and a Master of Science in Finance from the prestigious Frankfurt School of Finance.
