The Measurement and Management of Enterprise Risk

Ronald Dembo
Algorithmics

Algorithmics has implemented over 150 enterprise risk solutions in tier 1 banks in 22 countries, by far the largest number for any vendor. In doing so we have faced real world issues requiring solution, often without pre-existing financial theory. This talk will be about the way in which we have dealt with this problem and about some of the research, theory and methods that we have had to develop to meet the real-world needs of large institutions.


Back to Financial Mathematics: Risk Management, Modeling and Numerical Methods