Topic: Optimal Architecture of Market Risk Analytics for Current Wealth Management in China
The wealth management is now in ubiquitous in China, and the market is growing rapidly. However, the Chinese banks are facing more and more pressures from competition, regulation, customer expectation and the requirement of mixed operation. This presentation is to address how best practices of market risk analytics can be applied in current Chinese banking practices for wealth management, and discuss an example of market risk management architecture that can be smoothly integrated into existing business operation requirement. The key foucs will be the applications of analytics for multi-asset portfolio and limit control in wealth management.
Speaker: Dr. Gongyue Gary Chen
Richly experienced in financial engineering, risk consulting, system design and business development, Gary leads Raiyun to develop solutions of market and credit risk management, regulatory and economic capital measurement and investment decision support system, specifically for China market. His profile as a senior risk management professional was credited by previous multiple roles of working experiences in companies as RiskMetrics (MSCI), Fitch Solutions (Fitch), BPS Revolver, Algorithmics (IBM) etc. Dr. Chen holds a PhD in Management Sciences and a Master of Information System from University of Waterloo, Canada, as well as a Master of Arts in Economics from University of Windsor, Canada. Currently he is adjunct lecturer in Mathematical Finance program of Hong Kong University of Sciences & Technologies.
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