Nov. 13, 2009

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Friday, November 13, 2009

8:30 a.m.-8:45 a.m. Registration and Coffee
8:45 a.m.-9:00 a.m. Opening and Welcome, Petter Kolm, Courant Institute
Morning Session (9 a.m.-12:30 p.m.)

9:00 a.m.-9:30 a.m.   The Future of Risk Management: The  Role of Regulators and Firm Risk Managers,
Steve Allen, Courant Institute

9:30 a.m.-10:00 a.m.   Industry Risk Management Lessons from the Senior Supervisors Group,
Brian Peters, New York Fed

10:00 a.m.-10:30 a.m.   The Future of Risk Management - A Conversation,
Anurag Saksena, Freddie Mac

10:30 a.m.-11:00 a.m.  Morning Break

11:00 a.m.-11:45 a.m.   Ten Unpleasant Truths about the Next Financial Disaster,
Aaron Brown, AQR Capital Management

11:45 a.m.-12:30 p.m.   Understanding and Modeling Systemic Risk: Do We Have the Tools We Need?,
John Liechty, Smeal College of Business at Penn State University and National Institute of Finance

Lunch (12:30 p.m.-1:30 p.m.)

Afternoon Session (1:30-5:30 p.m.)

1:30 p.m.-2:15 p.m.   Capital Requirements, Acceptable Risks and Profits,
Dilip Madan, University of Maryland

2:15 p.m.-3:00 p.m.   Measuring Systemic Risk,
Matthew Richardson, NYU Stern Business School

3:00 p.m.-3:30 p.m.   Afternoon Break

3:30 p.m.-4:15 p.m.   Lessons Learned from the Crisis,
Leslie Rahl, Capital Market Risk Advisors (CMRA)

4:15 p.m.-5:15 p.m.   Panel   
Ken Abbott (moderator), Morgan Stanley
Robert Engle, NYU Stern Business School   
Marc Saidenberg, New York Fed   
Til Schuermann, New York Fed   

5:15 p.m.-5:30 p.m.   Closing Remarks,
Petter Kolm, Courant Institute