The IMI Colloquium in April
Date: Wednesday, 9 May 2018 16:45 - 17:45
Place: IMI Auditorium (W1-D-413) (4F, West Zone 1, Kyushu University)
Speaker: Mr. Noboru NISHIYAMA
(Senior Technical Consultant Dragons' Desk Limited / Chiba University of Commerce)
Title: An approach to forward-looking risk measurements with AI based risk model for investment risk management.
Abstract :
The main target is to illustrate the historical and practical development of investment risk management with forward-looking risk measurements for asset management business. After the GFC (Global Financial Crisis) such as Lehman collapsed in 2008, regulators have encouraged asset management companies to be more focused on forward-looking risk measurements and how to implement this function into a framework for risk governance and fiduciary duty while complying with regulations. I attempt to explore aspects with potential contributions to forward-looking risk measurements using quantitative technologies and Artificial Intelligence.
