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

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