Harry van Rooy
Director, Risk Modelling Alberta Investment Management Corporation (AIMCo)DAY ONE I Tuesday March 31
12:40 PM FIRESIDE CHAT: Stress Testing the Future: Integrating Advanced Models Across Economic, 'Quantamental', and Risk Scenarios
Discussion Points:
• The role of macroeconomic modelling in stress testing and capital planning and assessing GDP sensitivity and scenario planning under market shocks
• Challenges in validating econometric models for dynamic policy environments
• Quantamental Approaches in Model Development
• Linking model outputs to P&L and strategic asset allocation decisions
Check out the incredible speaker line-up to see who will be joining Harry.
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