TopQuants

TopQuants Food for Thought

At this year’s TopQuants Spring Keynote participants will have the opportunity to discuss the following statements with the panel. If you feel like it you can start the discussion already. Just leave a comment!

  1. Exotic derivatives trading will never recover from the credit crunch
  2. The difficulty is not in the pricing – it’s the CVA!
  3. Central clearing mitigates all counterparty risk
  4. Sovereign AAA is history, and so is the risk-free rate
  5. Today’s low ECB rates scam us all
  6. The next crisis is already in the making … and I even know where!
  7. Large financial conglomorates are doomed to vanish
  8. Uncertainty in financial markets can never be captured in explicit probability distributions

The panel consists of:

  • Antoon Pelsser, Prof. Finance and Actuarial Science at Maastricht University
  • Philippos Papadopoulos, Head Economic Capital Modelling at RBS
  • Bruno de Cleen, Head Integrated Capital and Portfolio Management and Modelling at Rabobank
  • Theo Kocken, CEO Cardano Group and Prof. Risk Management at VU Amsterdam
  • Fabrice Schelback, Global Head of Developed Markets Structuring and FO Quants at ING Bank