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Stress Testing Week

Video

Examining The Role of Big Data and AI in Concentration and Liquidity Risk Management
31/05/2024
Cedric Zunino
Cedric Zunino, Institutional Credit Management, Portfolio Management, Citi

The collapse of Silicon Valley Bank has highlighted the importance of understanding concentration and liquidity risks, and the need for stress testing. So what is the role of big data and AI in examining concentration and what impact does market liquidity have on the option of hedging concentration risk?
Cedric Zunino Bio

Cedric works in Portfolio Management at Citi, within the front office, and is responsible for the allocation of risk appetite across business divisions, industries and products. Cedric has more than 20 years of experience in the sell side and buy side, with roles ranging from structuring to risk management.

Cedric Zunino
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