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 "Thinking Derivatively" monthly newsletter by Numerix:

* Required fields
on-demand webinar

On-Demand Webinar | Taking XVAs to the Next Level: Technology and XVAs State of Play

solution webinar

Taking Quantitative Analytics Beyond the Spreadsheet: Numerix & Matlab

analyst report

Aite: XVA in 2019: Valuations’ Generation X

white paper

The Availability of New Technologies and a Renewed Focus on Digital


CrossAsset for the LIBOR Transition - Cutting-Edge Multi-Curve Framework Built for Navigating the...

white paper

React, Adapt and Enact: The Catalysts to Capital Markets Transformation

press release - Feb 13, 2019

Numerix Wins Best Risk Management Technology Provider in HFM US Hedge Fund Technology Awards 2019

industry conference

CBOE 2019 - 35th Annual Risk Management Conference

conference presentation

Modeling Considerations for Embedded Guarantees

conference presentation

Risk-Neutral ESG

news - article pdf - Dec 20, 2017

CEO Today | CEO Today USA Awards 2017

written blog

Why We're Putting Front-Office Risk Transformation Into Focus