Conference On The Future Of Risk Management
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.
November 13, 2009
251 Mercer Street, Room 109
New York, NY 10012
Speakers and panelists include: Ken Abbott (Morgan Stanley), Steve Allen (Courant Institute, NYU), Aaron Brown (AQR), Robert Engle (NYU Stern Business School), Petter Kolm (Courant Institute, NYU), John Liechty (Penn State University), Dilip Madan (University of Maryland), William Morokoff (Standard & Poor's), Brian Peters (New York Fed), Leslie Rahl (Capital Market Risk Advisors), Matthew Richardson (NYU Stern Business School), Marc Saidenberg (New York Fed), Anurag Saksena (Freddie Mac), and Til Schuermann (New York Fed).
Presentations are held from 8:30 a.m. to 6 p.m. at the Courant Institute, Room 109, 251 Mercer St., New York, New York. Continental breakfast, light lunch, and afternoon refreshments are provided.
- 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