2011 Chapter Meeting Presentations
December
Gold as an Alternative InvestmentDecember 25 - Bangkok, Thailand Chapter Author: Kamolthun Pornphaisarnvichit, Manager of
Research Department, GT Wealth Management Co., Ltd. and Jitti
Tangsithpakdi, Chairman of Board of Directors, GT Wealth Management
Co., Ltd. and GT Gold Bullion Co., Ltd., and President, Gold
Traders Association
Analytical Detection and Regulatory
Expectation for Anti-Money LaunderingDecember 19 - Toronto, Ontario Chapter Author: Des Alvares, CMA, GARP co-Director,
Toronto, Ontario Chapter
How to Implement a Strong Risk Culture in
Financial InstitutionsDecember 19 -
Washington, DC Chapter Author:
Aurele Houngbedji, PhD, FRM, Senior Risk Management Officer,
International Finance Corporation (IFC)
Regulation and Risk - Taking at Banks:
Incentives and OutcomesDecember 16 -
University of South Carolina Chapter Author: Lamont Black, Economist, Board of
Governors of the Federal Reserve System, Washington DC
Credit Lending and Risk ManagementDecember 15 - University of Macau Chapter
Author: Albert Ip, Independent
Non-Executive Director and Audit Committee Chairman, Eagle Asset
Management (the Asset Manager of Champion REIT, HK) and Independent
Non-Executive Director and Audit Committee Member, Hopewell Highway
Infrastructure, HK
Introduction to Solvency IIDecember 14 - Strathmore University Chapter
Author: Annet Evara, CPA, FRM, Solvency II
Work-Stream Manager, Own Risk and Solvency Assessment (ORSA),
Central Bank of Ireland
New
Regulation for Liquidity RiskDecember 1 -
Raleigh, North Carolina Chapter Author: Dr. Jimmy Skoglund, Principal risk
Product Manager, SAS Institute, Inc.
November
Post-Financial Crisis Development and New
Expectations in Regulatory CapitalNovember
14 - PACE University Chapter Author:
Michael Jacobs, PhD, CFA, Senior Financial Economist, Risk Analysis
Division / Credit Risk Modeling Group, Office of the Comptroller of
the Currency
Regimes, Risk Factors and Asset
AllocationNovember 3 - Dallas, Texas
Chapter Author: Will Kinlaw, CFA,
Managing Director, Head of the Portfolio and Risk Management Group
(PRMG), State Street Global Markets
Estimating Implied Correlation Parameters for
Energy Valuations Involving Spread OptionsNovember 1 - Houston, Texas Chapter Author: Davis W. Edwards, ERP, Senior Manager,
Energy Derivatives Pricing Center, Deloitte & Touche LLP and
GARP co-Director, Houston, Texas Chapter
October
Value Investing and Risk ManagementOctober 27 - Dallas, Texas Chapter Author: Adib Motiwala, Founder and Portfolio
Manager, Motiwala Capital LLC
The New Market Risk Framework: Approaching the
DeadlineOctober 26 - European Business
School, Regent's College Chapter Author: Adolfo Montoro, FRM, Vice President and
Head of Traded Market Risk Economic Capital Methodology
Bayesian Semiparametric GARCH Models with an
Application to VaR EstimationOctober 26 -
La Trobe University ChapterAuthor:
Dr. Xibin Zhang, Department of Econometrics and Business
Statistics, Monash University
Replicating Hedge Fund Return
ComponentsOctober 20 - Denver,
Colorado ChapterAuthor: Jeremy
Frank, Portfolio Manager, 361 Capital LLC
Replicating Hedge Fund Return Components
(Whitepaper)October 20 - Denver, Colorado
ChapterAuthor: Jeremy Frank,
Portfolio Manager, 361 Capital LLC
Metamathematical FinanceOctober 19 - San Francisco, California
ChapterAuthor: Richard Libby, PhD,
Founding Director, Perihelion Capital Advisors, LLC
Counterparty Credit Exposure and Counterparty
Valuation Adjustment (CVA)October 12 -
London ChapterAuthor: Dr. Giovanni
Cesari, Managing Director and Global Head of CVA Quant Team, UBS
Investment Bank
Risk Awareness in the Ukrainian Banking
SectorOctober 6 - Kiev, Ukraine
ChapterAuthors: Vyacheslav Koval,
Member, Management Board, Piraeus Bank ICB and GARP co-Director,
Kiev, Ukraine Chapter, and Vladimir Kartavtsev, Chief Executive
Officer, Extra Consulting Ltd and GARP co-Director, Kiev, Ukraine
Chapter
September
How Operational Risk in Mortgage-Backed
Securities Almost Destroyed the World's Financial MarketsSeptember 29 - Washington DC ChapterAuthor: Douglas Robertson, PhD, Senior Financial
Economist, Policy Analysis Division, Office of the Comptroller of
the Currency (OCC)
Learning from the Financial CrisisSeptember 24 - Tongji University Author: Joe Sabatini, Managing Director and Head
of the Corporate Operational Risk Team, JP Morgan Chase
Assessing Risks in Systemically Important
Financial Institutions: The US PerspectiveSeptember 22 - Paris, France ChapterAuthor: Peter Went, PhD, CFA, Senior Researcher,
Global Association of Risk Professionals
How Effective is Hedge Fund Risk
Management?September 22 - Chicago, Illinois
ChapterAuthor: Dr. Joseph Gerakos,
Associate Professor of Accounting, Booth School of Business
Services, University of Chicago
How Effective is Hedge Fund Risk Management?
(Video) September 22 - Chicago, Illinois
ChapterAuthor: Dr. Joseph Gerakos,
Associate Professor of Accounting, Booth School of Business
Services, University of Chicago
GARP Overview and FRM / ERP Recognition
CeremonySeptember 20 - Sao Paolo,
Brazil ChapterAuthor: Craig Collins,
Senior Vice President and Head of Global Business Development,
Global Association of Risk Professionals (GARP)
Operational Risk Management for Asset
ManagersSeptember 20 - Zurich, Switzerland
Chapter MeetingAuthor: Dr. Claus
Huber, CEFA, CFA, FRM, Managing Director, Rodex Risk Advisers and
Dr. Daniel Imfeld, Managing Director, RFM Dr. Imfeld
Operational Risk Management for Asset
Managers (Whitepaper)September 20 - Zurich,
Switzerland Chapter MeetingAuthor:
Dr. Claus Huber, CEFA, CFA, FRM, Managing Director, Rodex Risk
Advisers and Dr. Daniel Imfeld, Managing Director, RFM Dr.
Imfeld
Becoming a Financial Risk ManagerSeptember 9 - University of South Carolina
ChapterAuthor: William H. May,
Senior Vice President and FRM Program Manager, Global Association
of Risk Professionals (GARP)
Becoming a Financial Risk ManagerSeptember 8 - Raleigh, North Carolina
ChapterAuthor: William H. May,
Senior Vice President and FRM Program Manager, Global Association
of Risk Professionals (GARP)
Economic Capital in the Insurance
IndustrySeptember 7 - London
ChapterAuthor: Rachid Bouchaib, Head
of Economic Capital and Asset Liability Management (ALM), HSBC
Group Insurance
Becoming a Financial Risk ManagerSeptember 6 - Virginia State UniversityAuthor: William H. May, Senior Vice President and
FRM Program Manager, Global Association of Risk Professionals
(GARP)
August
Liquidity Quantification August 18 - New York Author: Dr. Ren-Raw Chen,
Professor of Finance, Fordham University, New York
July
Measurement and Management of Financial Risk:
A Case Study Approach July 29 - Strathmore
University, Kenya Author: Leonard Chumo, CFA, FRM, Risk
Analytics, Central Bank of Ireland
June
Risk Management and Accounting Regulation
June 15 - Taipei, Taiwan Author: Dr.
Chi-Chun Liu, Commissioner, Financial Supervisory Commission,
Taiwan ROC
The Impact of Derivatives Reform in the
United States and European Union June 14 -
Geneva Author: Monika Mars, Director, PricewaterhouseCoopers
AG, Switzerland
The Basel III Accord, Counterparty Risk
Management and Credit Valuation Adjustment June 13 - National Chung Hsing University,
Taiwan Author: Steven Ching, Vice President, Risk Management
Department, China Development Industrial Bank, Taiwan
A 360 Degree View on Operational Risk
June 9 - Zurich Author: Frank
Heinzelmann, Senior Solution Specialist, Risk Practice, SAS
Institute
Country Risk in Turbulent Times June 1 - London Author: Christine Shields,
Head of Country Risk Research, Global Research, Standard Chartered
Bank
May
A Risk-Driven Paradigm for Cash
Management May 26 - Newport Beach,
California Author: Pj de Marigny, FRM, Head of Portfolio and
Risk Management Alternative Strategies, Renovatio Asset Management
and GARP co-Director, Newport Beach, California Chapter
What Drives Interest Rates
Volatility?May 25 - London Author:
Piotr Karasinski, Senior Advisor, European Bank for Reconstruction
and Development
The Dodd Frank Act: Job Security for Risk
ProfessionalsMay 19 - Raleigh, North
Carolina Author: Jonathan Leonardelli, FRM, Consultant,
Financial Risk Group
Managing Counterparty Credit Risk through
Credit Valuation Adjustment (CVA)May 19 -
New York Author: Karin Bergeron, Director, CVA Trading,
Scotia Capital
Basel III and Funding Liquidity Risk
Management for Emerging Markets May 18 -
Lagos, Nigeria Author: Ephraim Goldin, Chairman and Chief
Executive Officer, G-Stat, Israel
"Do It Yourself" Valuation Tips for
Complex Energy OptionsMay 18 -
Houston, Texas Author: John Wengler, Co-founder and Partner,
Risk Cultures Inc. and Member, GARP Energy Oversight
Committee
Risk Management in Market CrisesMay 5 - EADA Business School University,
Barcelona Author: Dr. Lokhi Banerji, Independent Mutual Fund
Director
Creating a Culture of Risk AwarenessMay 4 - Zurich Author: Dr. Christopher
Donohue, Managing Director, Global Association of Risk
Professionals
The Role of Scenarios in Business Strategy
Development May 4 - London Author:
Richard Walsh, Director, SAMI Consulting
Creating a Culture of Risk AwarenessMay 3 - Barcelona Author: Dr. Christopher
Donohue, Managing Director, Global Association of Risk
Professionals
April
Basel IIIAmsterdam Author: Bas Rooijmans, Examining
Officer, Banking Supervision, Dutch Central Bank
Basel IIIAmsterdam Author: Eelco Schnezler, Director,
Financial Risk Management, Deloitte
Basel IIIAmsterdam Author: Onno Steins, Risk Management
Advisor, Netherlands Bankers' Association
Recent Risk Management Lesson from Derivative
Warrants Bangkok, Thailand Author:
Kawee Numpacharoen, Vice President, Derivatives Business, Bualaung
Securities
Risk Management in Practice: Art,
Science, Culture Raleigh, North
Carolina Author: Dr. Wei Chen, FRM, Analytical Solutions
Manager, Risk Analytics, SAS Institute Inc.
Liquidity Risk Management Athens Author: Brandon Davies, Senior
Independent Non-Executive Director (SINED), Gatehouse Bank
Plc
Managing Portfolio Risk in Natural Disasters:
A Playbook for "Black Swan" Events Hofstra
University, New York Author: Kenneth R. Solow, CFP, founding
Partner and Chief Investment Officer, Pinnacle Advisory Group,
Inc.
Public Pension Plan Risk Management University of South Carolina, South Carolina
Author: Douglas W. Lybrand, CFA, CTP, FRM, Director of Risk
Management, South Carolina Retirement System Investment
Commission
March
The Anatomy of Operational Risk
Management Nairobi, Kenya Author:
Charles M. Ringera, CPA, Head of Operational Risk and Compliance,
KCB Group Ltd
Regulating Wall Street: The DoddâFrank Act
and the New Architecture of Global Finance New York Author: Dr. Viral Acharya, Professor
of Finance, New York University's Stern School of Business
Market Risk Shanghai Author: Victor Yan, Chief Market Risk
Officer, Standard Chartered Bank (China) Limited
Chicago GARP Chapter Meeting and 2010 FRM
Recognition Ceremony Chicago
Authors: Michelle McCarthy, Managing Director, Director of Risk
Management, Nuveen Investments and Board of Trustees Member and
Chicago, Illinois Chapter co-Director, Global Association of Risk
Professionals (GARP); John Wengler, Chief Risk Officer, BlueStar
Energy Services
Regulatory Capital Reform under Basel
IIILondon Author: C. Mark
Nicolaides, Partner, Latham & Watkins LLP
February
Risk Management in InsuranceUniversity of South Carolina, South Carolina
Author: Jason R. Thacker, Business Programming Consultant, Colonial
Life
Project Management Offices in Africa: The
People-Centric ApproachJohannesburg
Author: David Harrowsmith, Founding Member and Head of Sales and
Marketing, Southpaw Solutions
Does Systemic Risk in the Financial Sector
Predict Future Economic Downturns? PACE
University, New York Author: Linda Allen, PhD, William F.
Aldinger Chair in Banking and Finance, Zicklin School of Business,
Baruch College, City University of New York (CUNY)
Basel III Accord: Main Points PACE University, New York Author: Peter Went,
PhD, CFA, Senior Researcher, Research Center, Global Association of
Risk Professionals (GARP)
Basel III and its Implications on Emerging
Markets German-Jordanian University's Talal
Abu-Ghazaleh Graduate School of Business, Jordan Author:
Arafat Al Fayoumi, Assistant Executive Manager, Banks Supervision
Department, Central Bank of Jordan
Basel III Accord: Where do we go from
here? Washington D.C. Author: Peter
Went, PhD, CFA, Senior Researcher and Banking Risk Program Manager,
Research Center, Global Association of Risk Professionals
(GARP)
January
The Basel Capital Framework: From Basel I to
Basel III Strathmore University,
Kenya Author: Leonard Chumo, CFA, FRM, Principal, Banking
Analytics, Bermuda Monetary Authority (BMA)
Speculations on the Role of the Risk Manager
Post-CrisisNew York Author: Dr.
Barry Schachter, former Director of Quantitative Resources, Moore
Capital
Basel III Accord: Where do we go from
here?Manama, Bahrain Author: Peter
Went, PhD, CFA, Senior Researcher and Banking Risk Program Manager,
Research Center, Global Association of Risk Professionals
(GARP)
To view 2010 Chapter
Meeting Presentations, click here.