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Chapter Meeting Presentations for 2009
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| | | December 2009 | |
| London, UK GARP Chapter Meeting Presentation |
| | Author: Dr. Damiano Brigo, Managing Director and Global Head of the Quantitative Innovation Team, Fitch Solutions |
| | Title: Unilateral and Bilateral Counterparty Risk Valuation Across Asset Classes with Stochastic Dynamical Models |
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| Zurich, Switzerland GARP Chapter Meeting Presentation |
| | Author: Dr. Michael Auer, Partner, Accenture |
| | Title: Managing Risk for High Performance in Extraordinary Times |
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| Caribbean GARP Chapter Meeting Presentation |
| | Author: Helen Gregson, Staff Actuary, The Actuarial Profession, Oxford |
| | Title: Risk Management – An Actuarial Spin on Managing Employee Health Risks |
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| Caribbean GARP Chapter Meeting Presentation |
| | Author: Mr. Christopher David Daykin, CB, FIA, FSA |
| | Title: Risk Management in Social Security and Pension Funds |
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| Barcelona, Spain GARP Chapter Meeting Presentation |
| | Author: Roman Weissmann, FRM, Director of Risk for Subsidiaries & Affiliates, Global Risk Management, “la Caixa” |
| | Title: Risk Management: Myths, Realities and the Plausible Future |
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| | | November 2009 | |
| London, UK GARP Chapter Meeting Presentation |
| | Author: Author: Elisabeth Bertalanffy-Fournier, Manager, Prudential Policy – Liquidity Policy Delivery, Financial Services Authority (FSA) |
| | Title: Strengthening Liquidity Standards |
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| London, UK GARP Chapter Meeting Presentation |
| | Author: Dr. Mario Onorato, Senior Director, Balance Sheet & Capital Management, Algorithmics and Honorary Lecturer, Cass Business School, London |
| | Title: Measurement and Management of Funding Liquidity Risk |
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| London, UK GARP Chapter Meeting Presentation |
| | Author: Algorithmics |
| | Title: Strengthening Liquidity Risk Survey Result Highlights |
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| Southern New England Regional Chapter Meeting GARP Chapter Meeting Presentation |
| | Author: Venkat Mullur, FRM, Senior Director, Industry Solutions |
| | Title: Multi-Factor Risk Modeling and Analysis |
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| Dallas, Texas GARP Chapter Meeting Presentation |
| | Author: John Birge, University of Chicago Booth School of Business |
| | Title: OR’s Role in Risk Management in the Aftermath of the Financial Crisis |
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| London GARP Chapter Meeting Presentation |
| | Author: Alessandro Vitelli, Director, IDEAcarbon Strategic and IDEAcarbon Markets |
| | Title: Carbon Risk |
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| London GARP Chapter Meeting Presentation |
| | Author: Dr. Steve X. Leppard, Executive Director, Structuring, Global Commodity Group, JP Morgan |
| | Title: Risk Modeling in Commodity Transactions |
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| London GARP Chapter Meeting Presentation |
| | Author: Lee Campbell, Director, Strategy & Operations, Temenos UK |
| | Title: Using Technology to Bring Credit to the Front Office |
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| London GARP Chapter Meeting Presentation |
| | Author: Roger Wingate, Head of Group Risk Control, Masefield Ltd. |
| | Title: Some Examples of Basis Risk in Crude and Biodiesel Trading |
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| London GARP Chapter Meeting Presentation |
| | Author: Hervé Geny, Global Head of Risk, ICAP |
| | Title: Risk Management: From the Probably Impossible to the Plausible Improbable? |
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| San Francisco, California GARP Chapter Meeting Presentation |
| | Author: Dr. Richard Libby, Chief Credit Officer, BGI |
| | Title: Navigating Counterparty Risk During the Credit Crisis |
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| Fordham GARP Chapter Meeting Presentation |
| | Author: Viral Acharya, PhD, Professor of Finance, NYU Stern School of Business |
| | Title: Measuring Systemic Risk |
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| | | October 2009 | |
| New York GARP Chapter Meeting Presentation |
| | Author: Steven B. Adler, CIPP, Director, IBM Data Governance Solutions |
| | Title: Regulatory Information Architecture |
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| Karachi, Pakistan GARP Chapter Meeting Presentation |
| | Author: Mujeeb Beig, EVP & Head of Research and Development |
| | Title: Product-wise Risk Management for Islamic Banking Products |
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| Amsterdam, The Netherlands GARP Chapter Meeting Presentation |
| | Author: Theo Kocken, founder and CEO, Cardano |
| | Title: Models versus Judgment |
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| Amsterdam, The Netherlands GARP Chapter Meeting Presentation |
| | Author: Guido Baltussen, Quantitative Researcher, Robeco |
| | Title: Behavioral Finance and Risk Management |
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| London GARP Chapter Meeting Presentation |
| | Author: Carlo Acerbi, Senior Expert, Risk Practice, McKinsey & Company |
| | Title: A consistent formalism for managing Liquidity Risk |
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| | | September 2009 | |
| New York GARP Chapter Meeting Presentation |
| | Author: Peter Cai, Executive Director, Portfolio Risk Management, Morgan Stanley |
| | Title: CIC, SAFE, SWF, etc. |
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| New York GARP Chapter Meeting Presentation |
| | Author: Raymond Li, Senior Managing Director, Head of Quantitative Risk, TIAA-CREF |
| | Title: Performance of FXI Based on EVA |
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| New York GARP Chapter Meeting Presentation |
| | Author: Kai-Ching Li, Managing Director, Duff & Phelps, LLC |
| | Title: Financial Crisis |
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| New York GARP Chapter Meeting Presentation |
| | Author: Steven H. Zhu, Senior Vice President and Head of Credit Analytics and Methodology, Bank of America |
| | Title: Challenges and Opportunities for Chinese Financial Institutions |
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| New York GARP Chapter Meeting Presentation |
| | Author: Dr. Andrew Kalotay, President & Dr. Deane Yang, Head of Research, Andrew Kalotay Associates |
| | Title: Mortgage Prepayment Models and Risk Perception |
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| | | July 2009 | |
| Pakistan GARP Chapter Meeting Presentation |
| | Author: Javed Husain Siddiqui, Head of Risk Management & SVP, Soneri Bank Limited |
| | Title: Analytics of Noxious Financial Engineering and Potential Impact of Incremental Default Risk Capital Charge Regime |
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| London GARP Chapter Meeting Presentation |
| | Author: Chris Finger, Global Head of Risk Management Research, RiskMetrics |
| | Title: Lessons in Risk Modeling: What Works and What’s Missing |
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| | | June 2009 | |
| Zurich, Switzerland GARP Chapter Meeting Presentation |
| | Author: Olivier Jaeggi, Managing Partner, ECOFACT AG |
| | Title: Reputational Risk Management: From Standarization To Implementation |
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| Amsterdam, The Netherlands GARP Chapter Meeting Presentation |
| | Author: Wim Mijs |
| | Title: CRD - Amendments and the EU Decisionmaking Process |
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| Amsterdam, The Netherlands GARP Chapter Meeting Presentation |
| | Author: Maarten Gelderman, Head Quantitative Risk Management, Dutch Central Bank (DNB) |
| | Title: Supervisory Responses to the Credit Crisis |
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| Amsterdam, The Netherlands GARP Chapter Meeting Presentation |
| | Author: Idzard van Eeghen, Group Head of Integrated Risk Management, ABN AMRO Bank |
| | Title: Regulatory Change and the Risk Manager’s Agenda |
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| Pakistan GARP Chapter Meeting Presentation |
| | Author: Professor Khawaja Amjad Saeed, Principal, Hailey College of Banking and Finance |
| | Title: Macro Economic Crisis and the Fiscal Policy for Response – A Case of Pakistan |
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| London GARP Chapter Meeting Presentation |
| | Author: Philippe Carrel, Executive Vice President, Risk and Trade Management, Thomson Reuters |
| | Title: Building on the Ruins of Basle: Making Risk Management A Corporate Culture |
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| London GARP Chapter Meeting Presentation |
| | Author: Philippe Carrel, Executive Vice President, Risk and Trade Management, Thomson Reuters |
| | Title: Building on the Ruins of Basle - Supplemental |
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| | | May 2009 | |
| New York GARP Chapter Meeting Presentation |
| | Author: Edward J. Kane, James F. Cleary Professor of Finance, Boston College |
| | Title: The Financial Crisis: Causes, Wrong Turns and Ways Forward |
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| | | April 2009 | |
| Vienna, Austria GARP Chapter Meeting Presentation |
| | Author: Robert Gerö, Andreas Bichl, Bernhard Greifeneder |
| | Title: Portfolio Protection Models |
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| New York GARP Chapter Meeting Presentation |
| | Author: Philippe Carrel, Executive Vice President, Risk and Trade Management, Thomson Reuters |
| | Title: Building on the Ruins of Basle: How to Turn Risk Management into a Corporate Culture |
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| New York GARP Chapter Meeting Presentation |
| | Author: Philippe Carrel, Executive Vice President, Risk and Trade Management, Thomson Reuters |
| | Title: Building on the Ruins of Basle - Supplemental |
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| Zurich, Switzerland GARP Chapter Meeting Presentation |
| | Author: Dr. Willi Brammertz, Adjunct Lecturer, University of Zurich, Faculty of Economics |
| | Title: The Missing Links of Finance |
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| | | March 2009 | |
| Karachi, Pakistan GARP Chapter Meeting Presentation |
| | Author: Hamza Ali Malik, Director, Monetary Policy Department, State Bank of Pakistan |
| | Title: Conducting Monetary Policy in a Challenging Environment |
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| Amsterdam, The Netherlands GARP Chapter Meeting Presentation |
| | Author: Ronald Koppen, Partner, Deloitte Financial Services |
| | Title: Credit Crisis – Risk Management and Valuation Issues |
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| | | February 2009 | |
| Caribbean GARP Chapter Meeting Presentation |
| | Author: S. Michael McLaughlin, FSA, CERA |
| | Title: Emerging ERM Practices |
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| New York GARP Chapter Meeting Presentation |
| | Author: Yildiray Yildirim, Andreas Christopoulos, Robert Jarrow |
| | Title: Commercial Mortgage Backed Securities(CMBS) and Market Efficiency with respect to Costly Information |
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| Zurich GARP Chapter Meeting Presentation |
| | Author: Byron Baldwin, Senior Vice President, Eurex |
| | Title: Eliminating Counterparty Risk in OTC Derivatives |
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| Karachi, Pakistan GARP Chapter Meeting Presentation |
| | Author: Annetta Cortez, Director, Economic Capital, RegCap Private Limited |
| | Title: Driving Value from Risk Adjusted Performance Measures |
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| | | January 2009 | |
| Mumbai, India GARP Chapter Meeting Presentation |
| | Author: Pravin Shirname, Head Market Risk HDFC Bank |
| | Title: The Subprime Crisis : A Review of the Causes and Lessons for Risk Management |
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