Below zero – negative interest rates as a challenge for the financial sector

WHERE:

MR14 - Centre for Mathematical Sciences
Cambridge, United Kingdom
WHEN:

Tuesday, 07 March 2017
from 16:00 to 17:00
SPEAKER

Artur Steiner and Patrick Steinmueller
D-Fine Ltd
D-Fine Ltd

ABSTRACT
d-fine is a consulting company specializing in finance and risk management with a strong focus on quantitative topics. After a brief introduction to the company, the talk will focus on new challenges posed by the current historically low interest rates which serves as an easily accessible example of a topic that is highly relevant to our clients at the moment. Various consequences and related problems arising in areas ranging from derivative pricing to market risk stress tests will be discussed in order to provide a first insight into what d-fine is all about.