Advancing the Field of Quantitative Finance
formerly the IAFE

Event: The Future of Risk Management
Date: November 13, 2009

Courant Institute, NYU

251 Mercer Street, Room 109

The International Association of Financial Engineers is pleased to endorse

The Mathematics in Finance Workshop and Conference Center at the Courant Institute (NYU) is pleased to announce a forthcoming

Conference on the Future of Risk Management

November 13, 2009

8:30 AM - 6:00 PM

Courant Institute, NYU

251 Mercer St, Room 109


IAFE Members only: Select the "group" option when registering to receive a discounted rate of $250.


Speakers and Panelists:

Ken Abbott, Morgan Stanley

Steve Allen, Courant Institute

Richard Bookstaber

Aaron Brown, AQR

Christine Cumming, New York Fed

Robert Engle, NYU Stern Business School

Petter Kolm, Courant Institute

William Morokoff, Standard & Poor's

Brian Peters, New York Fed

Lesley Rahl, Capital Market Risk Advisors

Matthew Richardson, NYU Stern Business School

Marc Saidenberg, New York Fed

Anurag Saksena, Freddie Mac

Til Schuermann, New York Fed


Program Highlights:

  • Lessons drawn from past failures regarding model use, risk measurement and control
  • The importance of macro risk management, systemic risk management, macro prudential supervision
  • The importance and impact of industry wide stress tests
  • Desirable and probable changes in Basel standards
  • What firms need for their own risk management vs. what will be imposed upon them
  • Lessons from and responses to key documents concerning the crisis, such as the Turner Review, the CRPMGIII recommendations for containing systemic risk, the Group of Thirty project on financial reform, recommendations from the Financial Stability Forum, the Institute of International Finance Committee on Market Best Practices recommendations
  • The role of the risk management function in compensation management