Quantitative Strategies to Manage Risk in Dynamic Markets

Free access to webinars for CFA Montréal members.

In a context marked by heightened market volatility and the emergence of systemic risks, quantitative risk management approaches are evolving rapidly with the rise of artificial intelligence, big data, and machine learning. These developments are particularly relevant for pension funds and global portfolio managers who must balance long-term stability with short-term market pressures.

Throughout this discussion, our speakers will address, among other topics:

• How have quantitative risk management techniques evolved to address market volatility and systemic risks in recent years?
• What role do AI, big data, and machine learning play in improving risk forecasting and portfolio hedging strategies?
• How can investors effectively manage tail risk and black swan events using quantitative models?
• What are the biggest challenges in implementing advanced risk management strategies, and how can they be overcome?

Join us for this in-depth discussion and register today!

The event will be held in English.
The login link will be sent to you the day before the event.
The webinar recording will be available for 30 days after the event for all registered participants.