Past Presentations
ALFI/GARP Risk Management Conference
To download a copy of the conference materials, please click on the presentation title:
Derivative Valuation
Sonia Biraschi, Managing Director, State Street Luxembourg
The Subprime Crises and its Impact on the Evolution of Risk Management
Dario Cintioli, Director, Global Head of Risk, StatPro Italia
Value at Risk - Practical Experiences with VaR Limits
Alfred Brandner, Managing Director, Deka International Luxembourg S.A.
Circular 07/308 - Risk Limits Beyond Market Risk
Olivier Carré, Director, PricewaterhouseCoopers Luxembourg
Practical Implications of Risk Management
Fabrice Lepeltier, Senior Manager Advisory Services, Ernst and Young
Risk Management Organization and Support - Perspective from a Swiss Risk Manager
Derik Schupbach, Lombard Odier, Switzerland
Illiquid Over-the-Counter Derivatives - Valuation and Risk Measurement Issues
Yves de Naurois, Chairman, Mercuria Independent Risk Solutions S.A. and Managing Director, Independent Risk Monitoring Ltd
Measuring Risk in Uncertain Market Conditions - Rating Agencies vs. In-house Techniques
Pascal Traccucci, Global Head of Risk Controlling, Allianz Global Investors AG
Model Risk: Assessing the Effectiveness of Models of Different Styles
Malcolm Kemp, Head of Quantitative Research, Threadneedle Asset Management
Portfolio Modeling: Estimation and Breakdown of Global Multi-asset Portfolio Risk
Anthony Lazanas, Global Head of Portfolio Modeling, Lehman Brothers
9th Annual Risk Convention
Keynote Addresses
Global Financial Risks – the view from the Bank of International Settlements
Malcolm Knight, General Manager, Bank for International Settlements
Risk management in the age of turbulence
Robert Shiller, Stanley B. Resor Professor of Economics, Yale University and GARP 2006 Risk Manager of the year
The risk management conundrum: working profitably and efficiently within governance structures to influence behaviour
Joseph Iraci, SVP and Chief Risk Officer, Risk Management, Fidelity Investments
What Happened To The Quants In August 2007?
Professor Andrew Lo, Harris & Harris Group Professor, Sloan School of Management and Director of Financial Engineering, MIT
Islamic Financial Risk ManagementALM and liquidity management
Ahmad Jachi, First Vice Governor, Banque du Liban
Comptroller of the Currency before the Global Association of Risk Professionals
John C. Dugan, Comptroller of the Currency
Track presentations
Helping Your Organization Make a Difference in the World
Richard Apostolik, President & CEO, Global Association of Risk Professionals
Model Risk: assessing the effectiveness of models of different styles; balancing the role of model developers vs. model developers
Michelle McCarthy, SVP, Enterprise Market and Operational Risk Management, Washington Mutual Bank and Member, GARP Board of Trustees
ALM and liquidity management
Kevin Buehler, Senior Risk Expert, McKinsey & Company
Governance, Risk & Compliance – opportunities and challenges
Peter Hill, Director of Operational Risk, Reveleus
Convergence of Insurance and Capital Markets
Leo Grepin and John Culbertson, McKinsey & Company
A unified framework linking default and recovery risk: implications and observations from the market
Amnon Levy, Senior Director, Moody’s KMV
Pricing counterparty credit risk for OTC derivative transactions
Michael Pykhtin, Head of Credit Risk Methodologies, Risk Architecture Group, Bank of America
Beyond the obvious –Basel II and beyond
Dr. Jürgen Schroeder, SAS Institute
Complexity In Financial Innovation – Sophistication In Risk Management
Marcus Cree and Josie Palazzolo, SunGard-Adaptiv
4th Asia Pacific Convention - 2007
Implementation of Basel II in Hong Kong
Yiu-Kwan Choi, Deputy Chief Executive, Hong Kong Monetary Authority
Developments in the regulatory approach for the mutual fund industry and the hedge fund industry
Stephen Tisdall, Director of Licensing, Securities and Futures Commission
Effective stress testing techniques
Brandon Davies, MD, GARP Risk Academy & Senior Non-Executive Director, Gatehouse Capital plc
Managing market risk - have credit derivatives and CDOs changed the landscape permanently
Edward Shea, Director, Product Strategy and Alliances, FRS
Economic capital: effective business management and Pillar II
Murray Bordignon, VP, Head of Asia Pacific, Moodys KMV
Understanding the impact of growth and primary decisions on a credit portfolio
Charles Richard, SVP & Co-Founder, QRM
ERM - achieving an effective organizational structure through cross-functional working
Sanjeev Sinha, Director, New Business Group, UBS Investment Bank
3rd Basel II European Regulation & Compliance Forum
Latest development and implementation of financial risk regulation within Europe
Danièle Nouy, General Secretary, French Banking Commission & Chair, Committee of European Banking Supervisors
Risk management and modeling: Basel II and beyond
Klaas Knot, Division Director of the Policy Department, De Nederlandsche Bank
Solvency II and risk management in insurance
Alberto Corinti, Secretary General, Committee of European Insurance and Occupational Pensions Supervisors (CEIOPS)
Validation for Basel II
Stuart Shipperlee, Managing Director, Standard & Poor's Risk Solutions Europe
8th Annual Risk Management Convention & Exhibition
Keynote Addresses:
Risk management and financial stability: Basel II and beyond
Nout Wellink, President, De Nederlandsche Bank & Chairman, Basel Committee on Banking Supervision
Bank regulation and risk management
John Dugan, Comptroller of the Currency
Developments in the financial system and their implications
Timothy F Geithner, President & CEO, Federal Reserve Bank of New York
The evolving nature of risk
Malcolm D Knight, General Secretary, Bank for International Settlements
Breakfast Briefing:
Effectively Implementing an Integrated Risk Management Framework
Scott Kwarta, Director of Advisory Services, OpenPages, Inc.
Track Presentations:
Market risk for commodities: overview of the essentials
Ken Abbott, MD, Morgan Stanley & Member, GARP Board of Trustees
Corporate governance and equity risk factors
Christopher Finger, Head of Research, RiskMetrics
A Governance, Risk and Compliance (GRC) framework for Financial Institutions
Gaurav Handa, Head - Product Marketing, Reveleus
Effective stress testing techniques for global investment portfolios
Kai Leifert, VP, Risk Management, Credit Suisse
Modeling ratings: insight from market data and quantitative analysis on ratings and transitions
William Morokoff, Managing Director, Standard & Poor's
Recent research in Basel II
Bogie Ozdemir, Director, Standard & Poor's
Pillar I vs. Economic Capital
Evan Picoult, Managing Director, Risk Architecture, Citigroup
Developing a risk integration framework using copulas
Arun Pingaley, Head, Functional Solutions Experts Group, Reveleus - an i-flex business
Effective tools and methods for risk management in an increasingly complex and evolving derivatives market
L. Sankarasubramanian, Managing Director, Global Credit Quantitative Analysis, Citigroup
Determining the critical credit risk challenges facing practitioners and regulators - assessing the pitfalls and opportunities
Robert Scanlon, Chief Risk Officer, Standard Chartered
Total return analysis of mortgage hedging strategies - effective calculation techniques and strategies
William Segal, Senior Portfolio Financial Analyst, Fannie Mae
Doubling down: measuring concentration for names in your tranche and in your portfolio
Martha Sellers, Managing Director, Moody's KMV
Measuring credit portfolio risk: assessing the impact of various hedging strategies on the loss distribution
Mitchell Smith, VP, North American Head Credit Portfolio Trading, JPMorgan
Workshop A - Basel Forum:
Keynote Address: Sheila C Bair, Chairman, Federal Deposit Insurance Corporation
Keynote Address: An update on Basel II implementation in the United States
Susan Schmidt Bies, Member, Board of Governors of the Federal Reserve System
Bank supervisory expectations for the validation of IRB models
Mark Levonian, Senior Deputy Comptroller for International & Economic Affairs, Office of the Comptroller of the Currency
Workshop D - ERM:
Enterprise Risk Management Fundamentals
David Gallet, Senior Manager, Ernst & Young's Financial Services Advisory
ERM Tools & Techniques - Economic Capital
Hubert Mueller, Principal, Towers Perrin
Economic capital as an integrated measurement approach for ERM
Jonathan York, SunGard
Risk management across the enterprise - considerations and case studies
Gregg E. Berman, Head of Strategic Development, RiskMetrics
Basel II implementation in Asia: Building a road to better risk management and capital regulation
W. Jason George, Financial Stability Institute, Bank of International Settlements
Current and future challenges within the financial system in Asia
Yoshinori Go, Co-President & COO, Nomura Asia Holding
Managing risk within an internationally diversified financial organisation
Robert Scanlon, Chief Risk Officer, Standard Chartered & Member, GARP Board of Trustees
Effectively managing risk in the buy-side - the views from Asia and the world
Mark Konyn, CEO, Allianz Global Investors RCM Hong Kong
Capital for interest rate risk in the banking book
Neil Grummitt, Head of Balance Sheet & Market Risk, Australian Prudential Regulation Authority
Risk budgeting principles and successful techniques for mutual funds
Laxmikant Gupta, Head Risk Management, Franklin Templeton Mutual Funds
Advances in credit risk management: integrating and applying models and expert judgment
Yuval D. Bar-Or, Global Head of Business Development and Market Strategy, Algo Capital Management, Algorithmics
Twin challenges of fair valuation of loans: Incorporating signals from the equity, bond and CDS markets and valuing uncertain cash flows.
Brian Dvorak, Managing Director, Moody's KMV
A Recipe for Pricing Bermudan Option that is contingent on more than one asset
Sam Wong, Department of Statistics & Risk Management, Chinese University of Hong Kong
Driving value through integrated risk and compliance initiatives
Patrick O'Brien, Product Management Director, OpenPages
Creating a unified Enterprise Risk Management framework - a case study from the field
Charles A Richard III, Co-Founder and Senior Vice President of Marketing, QRM
Analysing various risk-return parameters and their suitability for different products
Laxmikant Gupta, Head Risk Management, Franklin Templeton Mutual Funds
