Advancing the Field of Quantitative Finance
formerly the IAFE

Events

Event: Is Subprime the "Canary in the Mine?"
Date: August 8th
Time: 5:30 Registration, 6:00 Program, 7:30 Reception
Location:
Merrill Lynch
4 World Financial Center
250 Vesey Street
3rd Floor-Conference Room A

Description: The International Association of Financial Engineers Presents:

Is Subprime the "Canary in the Mine"?

In Cooperation with PRMIA

Panelists:

Richard Bookstaber
Author, A Demon of Our Own Design

Allan Malz
Head of Risk Management, Clinton Group

Francis Owusu
Director, Merrill Lynch

Henny Sender
Senior Special Writer, Wall Street Journal

Moderator:

Leslie Rahl
President, Capital Market Risk Advisors & IAFE Board Member

Hosted and Sponsored by:
Merrill Lynch

  • How often should we expect "once in a lifetime" crises?
  • How can the stress testing of "assumptions" help?
  • The importance and complexity of marking to market
  • Is the subprime mess a "demon of our own design?"
  • Is this financial engineering alchemy?