2010 Chapter Meeting Presentations
November
European Business School, Regent's College GARP Chapter Meeting
Presentation
Speculations on the Role of the Risk Manager Post-Crisis
Dr. Barry Schachter, former Director of Quantitative Resources,
Moore Capital
Frankfurt, Germany GARP Chapter Meeting Presentation
Dynamic Early Risk Detection - Key to Business Success
Julia-Victoria Duck, Specialist, Rating/Financial Analysis
Systems, Group Credit Risk Control, Bayern LB and Oliver Rambock,
Business Development Manager and Senior Consultant, Preyer
University of International Business and Economics (UIBE) GARP
Chapter Meeting Presentation
Basel III - Design and Potential Impact
December 2010
Author: Dr. Howard Haughton, Managing Director, Holistic Risk
Solutions Limited
Title: Credit Risk
Management through CreditRisk+
Author: William W. Martin, Chief Risk Officer, Commonfund and
Chairman, GARP Board of Trustees
Title:
Endowment Risk Management - Managing Risk Holistically to Create
Intergenerational Equity
Author: Peter Went, PhD, CFA, Senior Researcher and Banking Risk
Program Manager, Research Center, Global Association of Risk
Professionals (GARP)
Title: Basel III
Accord - Where Do We Go From Here
November 2010
Author: Dr. Barry Schachter, former Director of Quantitative
Resources, Moore Capital
Title: Speculations
on the Role of the Risk Manager Post-Crisis
Author: Julia-Victoria Duck, Specialist, Rating/Financial
Analysis Systems, Group Credit Risk Control, Bayern LB and Oliver
Rambock, Business Development Manager and Senior Consultant,
Preyer
Title: Dynamic
Early Risk Detection - Key to Business Success
Author: Dr. Philip Goeth, Managing Partner and Global Financial
Services Industry (GFSI) Leader, Asia-Pacific, Deloitte Touche
Tohmatsu
Title: Basel III - Design
and Potential Impact
October 2010
Author: Dr. Wilfried Lei, General Manager, Risk Management
Department and Head, Center for Investment and Risk Analytics,
Industrial and Commercial Bank of China (ICBC), Macau
Title: Risk Management
After the Financial Crisis
Author: Dr. Ren-Raw Chen, Professor of Finance, Fordham
University, USA
Title: Post Crisis
Risk Management
Author: Ravi Varadachari, FRM, Global Head, RiskTech
Title: Seven Lessons from
the Financial Crisis
Author: Lars Söderlind, Senior Advisor, Market and
Liquidity Risk, Swedish Financial Supervisory Authority (FSA)
Title: New Regulations
Regarding Liquidity Risks
September 2010
Author: David Buckham, Founder and Chief Executive Officer,
Monocle Solutions
Title: Solvency II
Principles Create a New Benchmark
Author: Dr. Anurag Gupta, Associate Professor of Banking
and Finance, Case Western Reserve University
Title: Global
Risk Issues and Talent Needs in a Post Crisis World
Author: Mark Woodward, Director, Corporate Development ,
ICE Clear Europe
Title:
ICE Presentation to the Global Association of Risk
Professionals
Author: Henry Derwent, President & Chief Executive
Officer, International Emission Trading Association (IETA)
Title: Emissions
Trading Today - Europe and the World
Author: Nelson Da Silva, Emissions Trader, LITASCO SA
Title: Co2 Trading
Author: Lluis Sust, Director and Head of Capital Markets,
Caixa d'Enginyers
Title: Increasing
Transparency in Structured Products
Author: Philippe Carrel, Executive Vice President, Risk
and Trade Management, Thomson Reuters
Title:
Risk Intelligence: The 21stCentury Frontier of Market
Efficiency
Author: Professor Haiyun Zhang, FRM, Director, Financial
Markets Institute, University of International Business and
Economics
Title: CDS and Credit Risk
Mitigation in China
August 2010
Author: Dr. Shahid Hasan Siddiqui, Chairman and Chief Executive,
Research Institute of Islamic Banking and Finance
Title:
Economic Crisis and The Banking Sector: The Case of
Pakistan
July 2010
Author: Mr. Shun Kobayashi, Deputy Director,
International Affairs, Bank of Japan
Title: Calibrating the Level of
Capital
Author: Dr. Barry Schachter, Director of
Quantitative Resources, Moore Capital
Title:
The New Risk Management Framework After the 2008 Financial
Crisis
June 2010
Author: Dr. Raphael Douady, Head of
Research, Riskdata
Title: Poly-models and the new
Stres Var
May 2010
Author: Ramon Trias Capella, founder and Chief Executive
Officer, AIS
Title:
Risk Dynamics into the Future. Stress Testing A practical approach
for strategic business planning
Author: Venkat Mullur, FRM, Senior Director, Industry Solutions,
TIBCO
Title: Stress
Testing: New Approaches for a New Paradigm
Author: Ravi Varadachari, Global Head, RiskTech
Title: Stress
Testing - Lessons Learned
Author: Ahsan Ali, CFA FRM
Title: The FRM Exam:
What To Do?
April 2010
Author: Dr. Christophe Pérignon
Title:
The Pernicious Effects of Contaminated Data in Risk
Management
Author: Pascal Gilbart
Title: Liquidity and
Model Risk
March 2010
Zurich, Switzerland GARP Chapter Meeting
Presentation
Author: Brigitte Christ, Head of Risk and Control & Claudia
Limardo, Head of Risk and Control Methodology, Zurich Financial
Services
Title:
From Operational Risk and Control to Risk-Based Capital: An
Integral Approach
Author: Roy Barnes, Head of Middle East Operations,
FRSGlobal
Title: Recent
Lessons in Risk Management
Author: Feroz Noorani, Executive Vice President, Chief Risk
Officer and Group Head of Risk Management, Al Hilal Bank
Title: Recent
Lessons in Risk Management
Author: Tanveer Bhatti, Chief Risk Officer, Emirates NBD Private
Banking
Title: Risks
in Transactions with Clients
Author: Dr. Harvey Stein, Managing Director, Counterparty and
Credit Risk, Bloomberg LP
Title: Counterparty Valuation
Adjustments
February 2010
Author: Mark Raaberg, ALM Product Manager, PolyPaths
Title: Federal Home Loan
Banks
Author: David Buckham, founder and Chief Executive Officer,
Monocle Solutions
Title:
Integration of Risk Factors in a Liquidity-at-Risk
Framework
Author: Sankarshan Basu
Title: Credit
Risk Measurement Mechanisms and Their Impact
Author: Erkan Kalayci, FRM
Title: Investment
Opportunities in the Global Carbon Markets
Author: Bas Tammens, Zanders, Treasury and Finance Solutions
Title: How
Likely is a Stress Test Scenario
Author: Job Stigter, ALM Risk Management, PGGM
Title: Integrated Risk
Management at PGGM
Author: Wessel Douma, Manager, Risk Integration, ING Group
Title: Risk
Integration Within ING
January 2010
Author: Tomas Hazleton, Senior Vice President, ALLIANCE
BERNSTEIN
Title: The
Future of Corporate Governance in the Banking Industry
Author: Andrew Sheen, Manager, UK Financial Services
Authority
Title: The
Future of Corporate Governance in the Banking Industry
Author: Rob Hardy, Vice President, JP Morgan Asset
Management
Title: Who Watches the
Watchmen?
Author: Dr. Alessandra Mongiardino, Risk Management Specialist,
VP-SCO
Title: Risk
Governance at Large Banks
Author: Dr. Marc Ryser & Alessandro Lana
Title: Investment
Suitability and Product Classification
Author: Alejandro García, FRM, Senior Analyst, Financial Markets
Department, Bank of Canada and GARP Regional Director, Ottawa,
Ontario Chapter
Title: The
FRM Program: Becoming a Certified Financial Manager
To View 2009 Chapter
Meeting Presentations, click here.