XII KCFM – Schedule2024-03-26T10:03:08+01:00

The conference takes place in the U2 Pavilion,
(Reymonta 7, 30-059 Krakow)

LanguageFriday, April 5th, 2024
8:30-9:00 Participant registration
9:00-9:30Welcome
9:30-10:15ENG

HSBC
Philippe J.S. De Brouwer, PhD - Introduction to Quantum Computers

10:15-11:00ENG

UBS
Stefano Pavesio and Diego Lamorea - Credit Risk: regulatory framework and modelling techniques

11:00-11:30 Coffee and pastries break sponsored by UBS and HSBC
11:30-12:15POL

IBM

Przemysław Klocek - Applications of quantum algorithms to financial mathematics problems using the Qiskit Finance
12:15-13:00ENG

Euroclear

Julien Musial and Łukasz Dudek - Track and Trace in the finance world: transakcje finansowe dzialajace jak Paczkomaty
13:00-15:00 Lunch break
15:00-15:45POL

UBS

Tomasz Jachymiak- XVA Framework
15:45-16:30POLHSBC

Karol Skrzyszowski - Inflation: Measures, Caveats and Modelling Approaches
16:30-17:00 Coffee and pastries break sponsored by UBS and HSBC
17:00-17:45POLAon

Jan Surdyka - Aktuariat, czyli jak zarządzać ryzykiem
17:45-18:30POLmBank

Remigiusz Lemke - Giełdowe dane bez tajemnic: Klucz do sukcesu
18:30-18:45Conclusion of the first day
LanguageSaturday, April 6th, 2024
9:00-9:30 The day starts with coffee and pastries sponsored by UBS and HSBC
9:30-10:15ENG

Citi

Rafał Szepietowski, PhD - Introduction to Agent-Based Modeling for ESG Finance
10:15-11:00POL

NBP

Paweł Fronczak - Zarządzanie portfelem obligacji okiem praktyka

11:00-11:30 Coffee and pastries break sponsored by UBS and HSBC
11:30-12:15ENG

UBS

Igor Veksin - Economic capital: modelling the risk of the whole bank
12:15-13:00ENG

HSBC

Jakub Jankowski - Introduction to climate risk
13:00-15:00 Lunch break
15:00-15:45ENG

StateStreet

Lukasz Wasik and Mahdi Ahmadi, PhD - Modelling Portfolio’s Credit Risk in Practice
15:45-16:00 Coffee and pastries break sponsored by UBS and HSBC
16:00-18:30POLStudent Paper Competition
18:30-18:45 Break for jury deliberation
18:45-19:00 Announcement of Competition Results and Conclusion of the Conference
21:00 Integration event at Gwarek Club