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The Mathematics in Finance Workshop and Conference Center at the Courant Institute (NYU) is pleased to announce a forthcoming conference on the Future of Risk Management.
Note: QuantNetwork members receive a special discount price of $250. Students/academic registration fee is $180. Others pay $300.
Time: November 13, 2009, starting at 8:30 a.m.
Venue: Courant Institute (NYU), 251 Mercer St, Room 109
Speakers and Panelists:
Ken Abbott, Morgan Stanley
Steve Allen, Courant Institute
Richard Bookstaber
Aaron Brown, AQR
Christine Cumming, New York Fed
Robert Engle, NYU Stern Business School
Petter Kolm, Courant Institute
William Morokoff, Standard & Poor's
Brian Peters, New York Fed
Lesley Rahl, Capital Market Risk Advisors
Matthew Richardson, NYU Stern Business School
Marc Saidenberg, New York Fed
Anurag Saksena, Freddie Mac
Til Schuermann, New York Fed
Program Highlights:
• Lessons drawn from past failures regarding model use, risk measurement and control
• The importance of macro risk management, systemic risk management, macro prudential supervision
• The importance and impact of industry wide stress tests
• Desirable and probable changes in Basel standards
• What firms need for their own risk management vs. what will be imposed upon them
• Lessons from and responses to key documents concerning the crisis, such as the Turner Review, the CRPMGIII recommendations for containing systemic risk, the Group of Thirty project on financial reform, recommendations from the Financial Stability Forum, the Institute of International Finance Committee on Market Best Practices recommendations
• The role of the risk management function in compensation management
Information and Registration:
For more information and registration please see
AboutNov09
For any other questions or inquiries, send e-mail to mathfcon@cims.nyu.edu
Note: QuantNetwork members receive a special discount price of $250. Students/academic registration fee is $180. Others pay $300.
Time: November 13, 2009, starting at 8:30 a.m.
Venue: Courant Institute (NYU), 251 Mercer St, Room 109
Speakers and Panelists:
Ken Abbott, Morgan Stanley
Steve Allen, Courant Institute
Richard Bookstaber
Aaron Brown, AQR
Christine Cumming, New York Fed
Robert Engle, NYU Stern Business School
Petter Kolm, Courant Institute
William Morokoff, Standard & Poor's
Brian Peters, New York Fed
Lesley Rahl, Capital Market Risk Advisors
Matthew Richardson, NYU Stern Business School
Marc Saidenberg, New York Fed
Anurag Saksena, Freddie Mac
Til Schuermann, New York Fed
Program Highlights:
• Lessons drawn from past failures regarding model use, risk measurement and control
• The importance of macro risk management, systemic risk management, macro prudential supervision
• The importance and impact of industry wide stress tests
• Desirable and probable changes in Basel standards
• What firms need for their own risk management vs. what will be imposed upon them
• Lessons from and responses to key documents concerning the crisis, such as the Turner Review, the CRPMGIII recommendations for containing systemic risk, the Group of Thirty project on financial reform, recommendations from the Financial Stability Forum, the Institute of International Finance Committee on Market Best Practices recommendations
• The role of the risk management function in compensation management
Information and Registration:
For more information and registration please see
AboutNov09
For any other questions or inquiries, send e-mail to mathfcon@cims.nyu.edu
