Quantitative analytics for capital markets is key for driving trading revenues in financial services. Front-office backtesting with historical data, as well as synthetically-generated data, unlocks important pricing, hedging, and risk relationships. High frequency traders are interested in efficient limit order book prediction for exchange traded currencies and equity securities. In the over-the-counter (OTC) world, market risk and counterparty credit risk simulation reveals potential future exposures for a given portfolio of trades, which is beneficial for setting trading limits, profit &loss (P&L) risk management, and capital requirements. Analytics at investment banks, top banks, insurers, asset managers, and hedge funds are increasingly complex due to real-time needs, use of sophisticated quantitative methods, ML/AI areas that are essential for trading, as well as risk monitoring in the market.

In this webinar, we'll focus on backtesting, pricing, and risk analytics by demonstrating how such solutions are powered and accelerated by the NVIDIA platform. You'll also learn how to leverage use cases from industry experts on such a platform and about the different NVIDIA frameworks available for backtesting, prediction, and risk analytics in enterprise solutions for trading, hedging, and risk reporting of positions.

• Fundamentals of NVIDIA GPUs and where they shine in capital markets

• Backtesting, including using synthetically-generated price paths

• Limit order book prediction with accelerated training time

• Applications and benefits of NVIDIA GPUs in the context of risk areas, such as market risk and counterparty credit risk

• Enterprise solutions and use cases leveraging the platform

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