Event: 2006 Annual Conference -- Financial Markets: Innovation or Revolution?
Date: May 24
Time:8AM Registration; Program runs from 9AM - 5:30PM
383 Madison Ave.
New York City
Phelim Boyle, Scientific director of the Institute for Quantitative Finance and Insurance at the University of Waterloo and 2005 IAFE/SunGard Financial Engineer of the Year
Emanuel Derman, Director, MS Financial Engineering Program, Columbia University and Head of Risk, Prisma Capital Partners
Charles Fishkin, Director – Office of Risk Assessment, Securities Exchange Commission
Richard Lindsey, President, Bear Stearns Securities and IAFE Chairman
Andrew Weisman, Managing Director, Merrill Lynch
David Rowe, EVP for Risk Management, SunGard-Adaptiv
Stephen Figlewski, Professor of Finance, Stern School of Business - New York University
Carrie McCabe, CEO, Financial Risk Management
Mike Bingle, Managing Director, Silver Lake Partners
Roy Henriksson, CIO, Advanced Portfolio Management
Tracy McHale Stuart, Partner and CEO, Corbin Capital Partners
The slides for each session are available under their timeslots.
IAFE Annual General Membership Meeting
Coffee & Light Breakfast
Where is All the Risk?
Risk Panel Slides
Kindly sponsored by Moody's KMV
Are Alternatives Still an Alternative?
The widespread acceptance of alternatives into institutional portfolios has transformed traditional asset allocation and portfolio management. We explore many important and permanent changes that have already occurred. We then look ahead to forecast the future innovations that could bring today's alternatives into tomorrow's mainstream.
Kindly sponsored by eFinancialCareers.com
Keynote Speech: Structured Products – Perfect Solution or Source of Confusion?
There is a bewildering array of structured investment products now available for the retail investor. These contracts often include a rich variety of embedded option features. Generally they combine downside protection in bear markets with the potential for upside appreciation in bull markets. Some have argued that these products expand the investors array of choices while others contend that the profusion of product types only serves to confuse the consumer. These vehicles include the broad range of equity indexed annuities sold by life insurance companies and the wide variety of structured products sold by banks. This talk will survey some of the features of the current structured product landscape. We will discuss how the design of these instruments can be tailored to investor’s preferences and explore the possibilities of developing an optimal design.
Dr. Phelim Boyle's Slides
Kindly sponsored by University of California, Berkeley – Masters Financial Engineering
Where Can We Find Stability?
As derivative instruments, markets, and trading strategies continue to proliferate, each innovation brings along with it an assortment of new risks. Few are fully understood and some may be entirely unknown so far. Policymakers, regulators, and various market participants are questioning where to find stability.
Wine & Cheese Reception
Free for Members