Dr. Hong Xie
AVP, Quantitative Analytics and Modeling
Corporate Risk Management
Title: "Financial Modeling from a Practitioner's Point of View"
To ensure a sound financial system and capital markets, regulators require more and more transparencies in financial risk taking businesses and demand Financial Institutions to quantify risks and measure risk based capitals. In order to meet the requirements, Financial Institutions recruit many highly quantitative analysts to perform financial (stochastic) modeling for valuations, risk measurements, and capital determinations. This talk will address the financial modeling from a practitioner's point of view. The talk will also discuss challenges facing Financial Institutions in model implementations.