Registration is open – Spring Event 2014 – Interest rate risk in the banking book
TopQuants Spring Event 2014:
Amsterdam – May 28, 2014, 15:00h
TopQuants is a Dutch networking organisation – by quants for quants. TopQuants aims to bring the quantitative community of the capital markets in the Netherlands closer together.
On May 28 our next interactive symposium, TopQuants Spring Event 2014 will take place at DNB’s headquarters in Amsterdam. You are cordially invited to join our 7th event.
We have invited three top executives to each give a presentation focussing on
“Interest rate risk in the banking book”.
The speakers are:
Cars Hommes (Universiteit van Amsterdam):
Cars, professor in Economic Dynamics, chairs the department of Quantitative Economics at the University of Amsterdam and is research fellow at the Tinbergen institute. He is also director of the Center for Nonlinear Dynamics in Economics and Finance (CeNDEF). His recent book “Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems ” presents a theory of behavioral rationality and heterogeneous expectations in complex economic systems and confronts the nonlinear dynamic models with empirical stylised facts and laboratory experiments.
Marije Elkenbracht-Huizing (ABN Amro):
Marije, PhD in Mathematics, is director of market and asset and liability management / treasury risk at ABN AMRO Bank. She has published and spoken at various international conferences on the topics of ALM modelling and economic capital. Marije is the co-editor of “The Handbook of ALM in Banking: Interest Rates, Liquidity and the Balance Sheet”.
Patty Duijm (De Nederlandsche Bank):
Patty Duijm, M.Sc. Risk Management, works as an economist in the Financial Stability Division of De Nederlandsche Bank. Currently, her focus is on bank stress testing. Last year, she graduated from Duisenberg School of Finance with a master degree in Risk Management. Her current research focuses on the effects of liquidity regulation on banks’ balance sheets.
The TopQuants Spring Event 2014 also features a panel discussion aimed to provide a lively and exciting exchange of ideas between the speakers and you, the audience. The event concludes with drinks and snacks for all participants. This provides ample opportunity for informal discussions and networking.
15:00 Welcome and registration (registration closes at 15:30)
15:45 Symposium and open panel discussion
17:50 Networking game (bring your business cards)
18:00 Networking, drinks and snacks
DNB Head Quarters at Westeinde 1, Amsterdam.
Visitors will be asked to show a valid proof of identity. Please allow some extra time for our security scan procedure. DNB can easily be reached by public transport, see the directions on the DNB site.
There are no parking facilities on the DNB premises.
Please note that without a valid proof of identity and a confirmed registration it will not be possible to enter the event. Also be aware that after 15:45 you will not be able to enter the event until the start of the Networking game.
Participation is free of charge, but advance registration is required: deadline for registration is May 15th, 2013.
Please register here: https://www.dnb-events.nl/nl-nl/Events/TopQuants
Given the limited number of seats, please respond as soon as possible.
You can invite friends and colleagues working within areas such as derivative pricing models, trading book risk models (market risk and counterparty exposure risk), economic capital models, banking book ALM models, and/or model validation by forwarding this email to them.
We look forward to meeting you there.
The TopQuants Team
Autumn 2018 will take place at Van Lanschot Kempen’s offices in Amsterdam. Let us know if you want to contribute!
Registration for our Spring Event 2018 is open now, the event will take place on May 24, 2018.
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