RT Journal Article
SR Electronic
T1 Practical Applications of <em>A Conversation with Danske Bank’s Jesper Andreasen</em>
JF Practical Applications
FD Institutional Investor Journals
SP 1
OP 3
DO 10.3905/icbi.2016.4.1.005
VO 4
IS 1
A1 Jesper Andreasen
A1 Barbara J. Mack
YR 2016
UL https://pm-research.com/content/4/1/1.8.abstract
AB A Conversation with Danske Bank’s Jesper Andreasen Jesper Andreasen The world of quantitative finance is facing new demands on its tools, technologies and talents. Driven by regulatory requirements, banks must take capital requirements and valuation adjustments seriously, but the solutions to many of the new mandates are time consuming and labor intensive. Quantitative talent and technology can help, argues Jesper Andreasen of Danske Bank .In a conversation with Institutional Investor Journals , Andreasen offers his views on the challenges and opportunities created by an increasingly compliance-driven environment. He is speaking on the subject of capital valuation adjustments (KVA) and time series estimation of stochastic models at Global Derivatives.