Agenda

Time Session Speakers Venue
08:00am-09:00am CONFERENCE BREAKFAST - XVAs: Theory and Practice John C. Hull SALÓN PLENARIO HOTEL WESTIN
10:00am-17:00pm Business Risk: Measuring Earnings at risk (EAR), value at risk (VAR), and economic value of equity (EVE) Maurilio Patiño Salón-02
10:00am-17:00pm Quantitative Model Governance & Explainability in Banking Marshall Alphonso Salón-03
10:00am-18:00pm Behavioral Economics and the Bias of Risk Kelly Peters Salón-05
10:00am-17:00pm Model Risk Management and Stress Tests Eduardo Canabarro Salón-06
10:00am-17:00pm ESG (Enviromental, Social and Governance): measuring susteinability? Liber Jaime Salón-07
10:00am-17:00pm Family Offices: Construcción, Administración y Operación Luis Seco Salón-08
10:00am-18:00pm Portfolio Construction with Machine Learning Marcos López de Prado Salón-09
10:00am-17:00pm KVA (Capital Valuation Adjustment) and FVA (Funding Value Adjustment): Pricing and Hedging Giovanni Negrete Salón-10
10:00am-17:00pm Deep and Reinforcement Learning Alik Sokolov Salón-11
10:00am-17:00pm IFRS 9: Global and Local View Nicolás Olea Salón-12
10:00am-17:00pm Banking and Corporate Innovation & Disruption Robert Monturiol Salon-13
10:00am-17:00pm Trading Volatility in the Real World Marco Avellaneda Salón-14
10:00am-17:00pm Machine Learning in Finance John C. Hull Salón-15
17:00pm-18:00pm KEYNOTE SPEECH - Breaking Myths and Paradigms: What can ML really contribute for the financial industry? Marcos López de Prado SALÓN PLENARIO HOTEL WESTIN
18:00pm -19:00pm Panel - Machine learning and AI Vs Human Rationality: Who is Who in the Trading Field? Manuel Meza José De Aguinaga José Antonio Murillo Camilo Echeverri Marcos López de Prado Alejandro Faesi SALÓN PLENARIO HOTEL WESTIN
19:00 PM - 20:00 PM PANEL - Evolution and current structure of Commodities Markets… From Global to Local View Javier Delgado Alma Gutiérrez Alfonso García Araneda Alberto Álvarez Alan Elizondo Jorge Alegría SALÓN PLENARIO - HOTEL WESTIN
20:00pm -21:00pm Futures and Options RiskMathics Hall of Fame 2nd Edition SALÓNPLENARIO-HOTEL WESTIN
Time Session Speakers Venue
08:00am-09:30pm CONFERENCE BREAKFAST - Reshaping Global Financial Markets: After all, What should we expect from them? Eduardo Canabarro SALÓNPLENARIO HOTEL WESTIN
10:00am-17:00pm Business Risk: Measuring Earnings at risk (EAR), value at risk (VAR), and economic value of equity (EVE) Maurilio Patiño Salón-02
10:00am-17:00pm IFRS 9 & CECL: Quantitative Techniques in Credit Risk Management & Regulation Marshall Alphonso Salón-03
10:00am-17:00pm Behavioral Economics and the Bias of Risk Kelly Peters Salón-05
10:00am-17:00pm Model Risk Management and Stress Tests Eduardo Canabarro Salón-06
10:00am-14:30pm ESG (Enviromental, Social and Governance): measuring susteinability? Liber Jaime Salón-07
10:00am-17:00pm Family Offices: Construcción, Administración y Operación Luis Seco Salón-08
10:00am-18:00pm Portfolio Construction with Machine Learning Marcos López de Prado Salón-09
10:00am-14:00pm Portfolio Construction Using Data Science Marco Avellaneda Salón-10
10:00am-17:00pm Deep and Reinforcement Learning Alik Sokolov Salón-11
10:00am-17:00pm IFRS 9: Global and Local View Nicolás Olea Salón-12
10:00am-17:00pm Banking and Corporate Innovation & Disruption Robert Monturiol Salon-13
10:00am-17:00pm Liquidity Transfer Pricing (LTP) Abraham Izquierdo Salón-14
17:00 pm - 18:00pm KEYNOTE SPEECH - The Inside Story of Tipper X: Hear from the secret witness of the FBI at the center of the largest insider trading case in the hedge fund industry Tom Hardin SALÓN PLENARIO HOTEL WESTIN
18:00 pm - 18:45pm PANEL - Developing the Hedge Funds Industry and What The Can do for the Financial Ecosystem Tom Hardin Marcos López de Prado Luis Seco SALÓN PLENARIO HOTEL WESTIN
18:45 pm - 19:30 pm PANEL - New Benchmarks in the Fixed Income World…Welcome SOFR, Goodbye TIIE? Thomas Severance Alejandro Faesi Fabio Mercurio SALÓN PLENARIO HOTEL WESTIN
19:30pm - 20:30pm PANEL - Global Trends in Financial Risk Managemet Industry: The Leaders Perspective Thomas Severance Diego Lagunilla Abraham Izquierdo Eduardo Canabarro John C. Hull SALÓN PLENARIO HOTEL WESTIN

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