2012 Chapter Meeting Presentations
December
Introduction of Credit Market and Customer
Management Through Case Studies December 26
- Taipei, Taiwan Chapter Author:
Richard Yi Lee, Member, Board of Directors, First Sino
Bank
Evolution of Portfolio Construction
Methodologies December 12 - Manama, Bahrain
Chapter Author: Prasad Ramani, CFA,
FRM, Head of Middle Office, Majid Al Futtaim Trust
A Value Investing Approach in Equity
Portfolio Management Against a Benchmark December 12 - Dallas, Texas Chapter Author: Vincenzo Boin, Portfolio
Manager
New Trends in Responsible Banking December 11 - Madrid, Spain Chapter Author: Jorge Medina Aznar, Executive Director,
DWS Investments, Spain Dr. Alberto
Moreno de Tejada, Associate Professor of Deontology and Business
Ethics at IE University
Liquidity Crisis Management December 4 - Kiev, Ukraine Chapter Author: Arpad Borock, Head of Market Risk,
UkrSibbank, BNP Paribas Group
November
Stress Testing Banks November 29 - Chicago, Illinois Chapter Author: Dr. Til Schuermann, Partner, Oliver Wyman
and Member, GARP Financial Risk Management (FRM)
Committee
Reflections on Stress Testing November 29 - Chicago, Illinois Chapter Author: Carl R. Tannenbaum, Senior Vice
President, Chief Economist, Northern Trust
Reputation Risk, Factors & Analysis
November 27 - Geneva, Switzerland
Chapter Author: Sorin Anghel,
Advisory Business Solutions Manager, SAS
Reputational Risk Management November 27 - Geneva, Switzerland Chapter
Author: Raul Manjarin, Managing Partner,
ECOFACT
Manage Your Risks in the Cloud! November 20 - Zurich, Switzerland Chapter
Author: Daniel Amsler, Business Consulting
Services, SAP (Schweiz) AG Hans-Peter Christ, Deputy Head of Process,
Federal Spatial Data Infrastructure (FSDI) Web Infrastructure,
Federal Office of Topography (Swisstopo, Bern)David Rosenthal, Counsel and co-Head, IT Law
Practice, Homburger AG, ZurichTom
Schmidt, IT Risk & Assurance Leader IT Security & ERP,
Financial Services, Ernst & Young, Zurich
New Liquidity Guidelines November 7 - Dubai, UAE Chapter Author: Dr. Sunil Kumar Khandelwal, GARP Chapter
co-Director and Head of Risk Management Middle East and Africa,
Wolters Kluwer FRSGlobal
October
The Financial Risks Associated with
Mortgage-Backed Securities October 25 -
Raleigh, North Carolina Chapter Author: Dr. Tao Pang, FRM, GARP Chapter
co-Director and Associate Professor, Department of Mathematics,
North Carolina State University
Transparency in Risk Management and Lessons
Learned / Leveraging the Cloud: Strategies for Start-up Hedge
Funds October 24 - Shanghai, China
Chapter Author: Larry Curtis, Head
of Market Risk, Rates and Credit Trading, Standard Chartered
Bank Dr. Lance Smith, co-Founder and
Chief Executive Officer, Imagine Software
Liquidity Transfer Pricing October 18 - Frankfurt, Germany Chapter Author: Dr. Robert E. Fiedler, Principal,
Liquidity Risk Corporation (LRC) Carsten Krah, Business Expert, Center of
Excellence for Risk Management in Financial Institutions,
SAS
Translating Business Strategy into Risk
Appetite October 17 - London Chapter
Author: Raphael Borrel, Head of Insurance
Services, Avantage, UK
The Evolution of Portfolio Construction
Methodologies October 16 - Dubai, UAE
Chapter Author: Prasad Ramani, CFA,
FRM, Head of Middle Office, Majid Al Futtaim Trust
Rogue Trading: Risk Management Controls and
Culture October 11 - Melbourne, Australia
Chapter Author: Mike van de Graaf,
FRM, GARP Chapter Director and General Manager Risk &
Performance Measurement, Treasury Corporation of Victoria
John Kidd, GARP Chapter Committee Member
and Partner, Financial Risk Management, Deloitte,
Melbourne
The Future of Residential Mortgage-Backed
Securities October 4 - New York
Chapter Author: Andy Davidson,
President, Andrew Davidson & Co., Inc
National Economic Conditions October 1 - Virginia State University Chapter
Author: Dr. Roy H. Webb, Senior Economist
and Policy Advisor, Federal Reserve Bank of Richmond,
Virginia
September
The Role an Independent Director Can Play in
Risk Management September 27 - Taipei,
Taiwan Chapter Author: Professor
Hong-Chang Chang, Independent Director, Fubon Financial Holding
Co., Ltd, Taiwan
Interest Rate Risk ManagementSeptember 5 - Shanghai, China Chapter Author: Dr. Zhang Guang Ping, Deputy Director
General, China Banking Regulatory Commission (CBRC), Shanghai
Bureau Victor Yan, GARP Editorial
Board Member and Chief Market Risk Officer, Standard Chartered Bank
(China) Limited
August
The Anti-Money Laundering Act of 2001August 22 - Manila, Philippines Chapter Author: Vicente S. Aquino, Executive Director,
Anti-Money Laundering Council Secretariat (AMLCS), Banko Sentral Ng
Pilipinas
July
Regulatory Expectations of a "Strong" Risk
Management RatingJuly 31 - Providence,
Rhode Island Chapter Author: Douglas
W. Roeder, Managing Director, Financial Services Advisory,
PricewaterhouseCoopers LLP
Integration of Credit and Market
RiskJuly 27 - Delhi, India
ChapterAuthor: Dr. Dayanand Pandey,
Vice Dean of Academics & Administration, Professor and
Executive Director, Centre for Applied Finance, Jindal Global
Business School (JGBS)
Global Economic Prospects in 2012 & 2013:
The Eurozone, Sovereign Risk and the LIBOR ScandalJuly 26 - Israel Chapter Author: David Kern, Chief Economist, British
Chambers of Commerce
Interest Rate Risk and the US
TreasuryJuly 19 - Denver, Colorado
Chapter Author: Winthrop Smith,
President and Founder, Win Analytics LLC
The Role of Risk Governance in Effective Risk
ManagementJuly 13 - Lagos, Nigeria
Chapter Author: Tunji Adesida, Chief
Credit Officer, UBA Group
June
Are the Current Low Power Prices in Texas
Sustainable? June 27 - Houston, Texas
Chapter Author: Davis W. Edwards,
ERP, FRM, Senior Manager, Energy Derivatives Pricing Center,
Deloitte & Touche LLP and GARP co-Director, Houston, Texas
Chapter
Funding Liquidity Risk: From Measurement to
Management June 22 - Taipei, Taiwan
Chapter Author: Dr. Wei Chen, FRM,
Analytical Solutions Manager, Risk Analytics, Financial Services
Department, Research and Design Division, SAS Institute Inc. and
GARP co-Director, Raleigh, North Carolina Chapter
The Future of Centralized Clearing of OTC
Derivatives in Australia June 21-
Melbourne, Australia Chapter Author:
John Feeney, Head of Credit Portfolio Positioning, National
Australia Bank
Current Challenges in the Energy Market
June 14 - Madrid, Spain Chapter Author: Rodrigo Villamizar-Alvargonzalez,
Professor, University of San Diego and San Diego State
University
A Pragmatic Approach to Preparing an ICAAP
June 13 - Dubai, UAE Chapter Author: Lola Ahmed, Head of Risk Management,
Invest Bank, UAE
A Practical Guide to Fair Value and Regulatory
CVA June 11 - Stockholm, Sweden
Chapter Author: Dr. Alexander Sokol,
Chief Executive Officer, CompatibL
An Innovative and Efficient Importance
Sampling Technique for Credit Risk Modeling June 8 - La Trobe University Chapter Author: Dr. Chuan-Hsiang (Sean) Han, Associate
Professor, Department of Quantitative Finance, National Tsing-Hua
University, Taiwan
Risk Management with Behavioral Factors
June 7 - Reims Management School Chapter
Author: Dr. Sebastien Lleo, CFA, FRM, GARP
University Chapter co-Director, and Professor of Finance, Reims
Management School
Collateral Agreements, Central Counterparties
and Their Unintended Consequences June 5 -
Zurich, Switzerland Chapter Author:
Bart Piron, Principal Consultant, SunGard
May
Recent Developments in Basel Banking
Reform May 30 - Tokyo, Japan Chapter
Author: Tomoki Tanemura, Deputy Head,
International Division, Financial System and Bank Examination
Department, Bank of Japan
Analyzing Private Companies: Tackling the
Challenges May 29 - Chicago, Illinois
Chapter Author: James H. Gellert,
Chairman and Chief Executive Officer, Rapid Ratings
Analyzing Private Companies: Tackling the
Challenges (Video) May 29 - Chicago,
Illinois Chapter Author: James H.
Gellert, Chairman and Chief Executive Officer, Rapid
Ratings
Forecasting Electricity Demand Distributions
Using a Semiparametric Additive Model May
24 - La Trobe University Chapter Author: Dr. Rob J. Hyndman, Professor of
Statistics, Department of Econometrics and Business Statistics,
Monash University, Australia
Private Equity Industry in Japan and Korea:
Implications for China May 19 - Tongji
University Chapter Author: Dr.
Daniel Roh, Visiting Research Scholar, International Institute for
Japanese Studies, Kyoto, Japan
Alphabet Soup: MFG, LSOC & GCP -
Counterparty Risk in the Wake of MF Global May 15 - Chicago, Illinois Chapter Author: John W. McPartland, Senior Policy
Advisor, Financial Markets Group, Federal Reserve Bank of
Chicago, Christopher Pesch,
Shareholder, Polsinelli Shughart
Global Trends in Commodity Risk
Management May 10 - Johannesburg, South
Africa Chapter Author: Nick
Calabrese, Head of Commodities Trading and Sales, Absa
Capital
Integrated Stress Testing May 9 - London, UK Chapter Author: Dr. Joerg Behrens, Managing Partner,
Fintegral Consulting Dr. Leif
Boegelein, Partner, Fintegral Consulting
Knowledge, Skills and Abilities Needed for
Effective Risk Management May 8 - San
Francisco, California Chapter Author: William H. May, Senior Vice President and
FRM Program Manager, Global Association of Risk Professionals
(GARP)
Counterparty Credit Risk Management in a
Changing Regulatory Environment May 3 -
Raleigh, North Carolina Chapter Author: Steve Buisson, FRM, SVP, Head of Market
Risk, BB&T
April
Risk Perceptions in the Insurance Industry-
The Changing Role of Internal Audit April
26 - Nairobi, Kenya Chapter Author:
Ira Kaviti, Regional Head, Internal Audit, Liberty
Africa
Capital Management in an Ever Changing
Regulatory Landscape April 25 - London, UK
Chapter Author: Stuart Drysdale,
Head of Capital Management, Royal Bank of Scotland Julien Haye,
Head of Capital Management Change, Royal Bank of
Scotland
Civil Service Retirement System Reform in
Taiwan - Viewpoint from Public Service Pension Fund Operation
April 24 - Taipei, Taiwan Chapter Author: Che-Shen Chang, Minister, Ministry of
Civil Service, Taiwan, Republic of China
Energy Efficiency in China: Opportunities and
Challenges April 23 - Denver, Colorado
Chapter Author: Dr. Gang Tan, PE,
LEED AP, Assistant Professor, University of Wyoming
Stress Testing Banks April 18 - New York Chapter Author: Dr. Til Schuermann, Partner, Oliver Wyman
and Member, GARP Financial Risk Management (FRM)
Committee
Stress Testing Banks (Paper) April 18 - New York Chapter Author: Dr. Til Schuermann, Partner, Oliver Wyman
and Member, GARP Financial Risk Management (FRM)
Committee
March
Liquidity Risk Management and Contingency
Funding Plans March 21 - Zurich,
Switzerland Chapter Author:
Sebastian Bodemer, FRM, Executive Consultant, Zanders Treasury
& Finance Solutions
Can Tail Risk Be Hedged? March 7 - San Francisco, California Chapter
Author: Dr. Lisa Goldberg, Executive
Director, Applied Research, MSCI
Bubbles and Crashes from an Austrian Economics
Perspective March 6 - Stockholm, Sweden
Chapter Author: Klaus Bernpaintner,
Senior Fellow, Ludwig von Mises Institute, Sweden
February
Risk
Management in Asset Management: Challenges in 2012 February 23 - Frankfurt, Germany Chapter
Author: Peggy Steffen, Vice President, BVI
Bundesverband Investment and Asset Management, Frankfurt
Rethinking the problem of risk measurement on
the trading book perimeter February 22 -
London, UK Chapter Author: Peter
Dobranszky, Head of Risk Methodology Independent Review, BNP
Paribas
Business Continuity and Risk Management
February 22 - Nairobi, Kenya Chapter
Author: Ken Kaberia, Principal Business
Continuity Planning Officer, Safaricom
Knowledge, Skills
and Abilities Needed for Effective Risk Management February 15 - European Business School Chapter
February 13 - Reims Management School
Chapter
Author: William H. May, Senior Vice
President and FRM Program Manager, Global Association of Risk
Professionals (GARP)
Current Economic and Financial Conditions
February 6 - Virginia State University
Chapter Author: Dr. Roy Webb, Senior
Economist and Research Advisor, Federal Reserve Bank of Richmond,
Virginia
January
Analytics in AML January 18 - Toronto, Ontario Chapter Author: Jim Arndts, Head, Anti-Money Laundering
Financial Intelligence Unit, Royal Bank of Canada
Analytics 101January
18 - Toronto, Ontario Chapter Author: Faisel Saeed, Senior Manager, Enterprise
Anti-Money Laundering, BMO Bank of Montreal
Anti-Money Laundering Laws, Programs and
TrainingJanuary 18 - Toronto, Ontario
Chapter Author: Dennis Hunt, Vice
President, Enterprise Risk Management, State Street
Analytical Detection & Regulatory
Expectation for AML January 18 - Toronto,
Ontario Chapter Author: Basil Thom,
Director, Financial Intelligence Unit, Anti-Money Laundering Unit,
Scotiabank
To view 2011 Chapter
Meeting Presentations, click here.
Analyzing Private Companies: Tackling the
Challenges