As part of the QuIC Challenge, we ran two Unified Market and Credit Risk portfolio calculations featuring our technology. Here are the prizes and results:
GRAND PRIZE: Ski vacation for two to Whistler, Canada
Winner: Mathieu Bourget from BNP Paribas
SECOND PRIZE: Ski vacation for two to St. Anton, Austria
Winner: employee at RBS
Run Time: 44 minutes, 37 seconds
SPEAKER PANEL:
Steve Farrall, Head of Group Market Risk - RBOS
Andy Stalmanis, Head of Market Risk, Wholesale and International Banking, Lloyds - TSB
Shane Lamont, Global Head of Risk IT Development - HSBC
Robert McWilliam, Head, Counterparty Exposure Management, Financial Markets Trading - ABN AMRO
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