A major focus for the conference will be Quantitative Analytics for Banking, Finance and Insurance, including areas such as:
- Modelling and Managing Portfolio Credit Risk
- Structured Credit Products and Securitisation
- Regulatory Issues in Banking, such as Basel II, internal rating systems, model validation
- Integrating Market and Credit Risk
- Term Structure Models
- Pricing and Hedging of Derivatives
- Alternative Investments
- Asset-liability modelling
- Portfolio Management and Dynamic Portfolio Optimisation
- Life Insurance
- Pensions and Retirement Securities
- Mortality Models and Securities
- Regulatory Issues in Insurance, such as Solvency II, Solvency Tests
- Energy and Power: Derivatives and Risk Management
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Other session topics will include the following areas:
- Design of Experiments
- Process Control
- Reliability
- Six Sigma and Other Quality Management Paradigms
- Case Studies and Novel Statistical Applications
- Information Technology and Network Modelling
- Software Engineering
- Chemometrics
- Pharmaceutical Statistics
- Large Data Sets in Business and Industry
- New Developments and Applications in Data Mining and Machine Learning
- Risk Analysis and Management
- Market Research
- Panel Discussions on current research and future needs/challenges
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