In this lecture, senior manager of RBC Quantitative Risk Analytics,Dr. Jun Yuan will introduce the changes in regulatory policies caused by the financial crisis from an experienced professional perspective, as wellas the opportunities and challenges faced by capital market risk management teams. Participants will deepen their understanding on risk management impost-crisis capital markets.
In the past couple of years,along with the financial crisis in 2008 and new policies issued by regulators, risk management in capital markets had drawn tremendous attention within the financial industry. It’s worth thinking about such a question like what changes could be brought to risk management and capital markets by the financial crisis and regulatory changes.
Speaker ‘s Biography
DR.Jun Yuan
Senior Manager, RBC Quantitative Risk Analytics
Dr. Jun Yuan is currently a senior manager at GroupRisk Management in Royal Bank of Canada. He has a Ph.D in Electrical andComputer Engineering from University of Toronto.
Dr. Yuan’s expertise ranges from market risk to counter party credit risk, including value-at-risk, credit valuation adjustment,and funding valuation adjustment. He also has a deep understanding of the markets, products and pricing models for fixed income, currency and equity derivatives.