Perspectives on Quant Finance
Old and new issues for banks, insurers, supervision and research
The Round Table “Perspectives on Quant Finance: Old and new issues for banks, insurers, supervision and research” has been jointly organised with the “Starting Finance Club Pisa”.
The event was open to all the interested people and also streamed online via Microsoft Teams. Specifically speaking, among the attendees of this round table there have been participants to the Quant Finance meeting, students of the “Economics – Quantitative Finance” master programme, students of the Starting Finance Club, employees of local banks.
The panel of experts was composed by:
- Guillaume Bernis, BPCE Vie, France – Structured Products Analyst
- Bernard Gourion, BPCE, France – Head of Research, Development and Quantitative Watch
- Vathana Ly Vath, ENSIIE, France – Full Professor in Applied/Financial Mathematics
Groupe BPCE (Banque Populaire and Caisse d’Epargne) is the 2nd largest banking group in France, while the ENSIIE (École nationale supérieure d’informatique pour l’industrie et l’entreprise) is a French public “grandes écoles” specialising in computer science and applied mathematics.
Many questions raised from both in presence and online participants. Among the discussed topics, it is worth recalling:
- the effects on financial markets of the current geopolitical situation, economic environment and regulatory constraints;
- the new challenges in stating pricing and hedging models verifying the new regulators constraints and green/ESG requirements;
- the impact of machine learning and AI in finance.