Advancing the Field of Quantitative Finance
formerly the IAFE


Event: Is Subprime the "Canary in the Mine?"
Date: August 8th
Time: 5:30 Registration, 6:00 Program, 7:30 Reception
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


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


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?