May

Macroeconomic Stress Testing of Bank Capital May 17 - Melbourne, Australia Chapter Author: Dr. Bernd Engelmann, Director, Quantsolutions

Stress Testing Bank Capital May 17 - Melbourne, Australia Chapter Mike van de Graaf, FRM, General Manager Risk & Performance Measurement, Treasury Corporation of Victoria and GARP Regional co-Director, Melbourne

April

Loss Given Default as a Function of the Default Rate April 25 - Chicago, Illinois Chapter Author: Dr. Jon Frye, Senior Economist, Federal Reserve Bank of Chicago

The Devil in the Details: Operational Risk in Financial Services April 25 - San Francisco, California Chapter Author: Konrad Alt, Managing Director, Promontory Financial Group, San Francisco

German Buy-Side Legal and Operational Requirements Meeting New Clearing CCPS and Non-centrally Cleared Derivatives Challenges April 25 - Frankfurt, Germany Chapter Author: Felix Ertl, Vice President, Legal, BVI Bundesverband Investment und Asset Management e.V.

Credit Risk and Economic Downturns: Stress Testing April 24- Sydney, Australia Chapter Author: Dr. Harald Scheule, GARP Chapter Director and Associate Professor, Finance Discipline, University of Technology, Sydney

Macroeconomic Stress Testing April 24- Sydney, Australia Chapter Author: Dr. Bernd Engelmann, Director, Quantsolutions

New Challenges in Counterparty and Market Risk: Modeling and Regulatory Impacts April 17 - Barcelona, Spain Chapter Author: Oscar Torras, Financial, Bank and Sovereign Risk Director, Banc Sabadell

Testing for Co-Jumps in High Frequency Financial Data April 10 - La Trobe University Chapter Author: Heather M. Anderson, Maureen Brunt Chair in Economics & Econometrics, Department of Econometrics and Business Statistics, Monash University

Testing for Co-Jumps in High Frequency Financial Data (Paper) April 10 - La Trobe University Chapter Author: Professor Heather M. Anderson, Maureen Brunt Chair in Economics & Econometrics, Department of Econometrics and Business Statistics, Monash University

The Convergence Of Insurance and Capital Markets April 3 - Denver, Colorado Chapter Author: Dr. John Daley, Senior Instructor and Assistant Director, Finance, Risk Management and Insurance Program, University of Colorado, Denver

March

National Economic Conditions March 25 - Virginia State University Chapter Author: Dr. Roy H. Webb, Senior Economist and Policy Advisor, Federal Reserve Bank of Richmond, Virginia

ALM Overview - Dimensions of Financial Risk Management for a Depository March 20 - Raleigh, North Carolina Chapter Author: Sander Casino, Senior Vice President of Finance, Local Government Federal Credit Union

ALM, FTP and Liquidity: Emerging Trends in APAC Region March 13 - Melbourne, Australia Chapter Author: Zaffar Habib, Senior Director, Advisory Services, APAC Enterprise Risk Solutions (ERS), Moody's Analytics

Housing Finance Reform: 2013 and Beyond March 5- Washington DC Chapter Author: Dr. Clifford Rossi, Tyser Teaching Fellow and Executive-in-Residence, Robert H. Smith School of Business, University of Maryland

February

Re-Assessing the Risks of Money Market Funds February 28 - Frankfurt, Germany Chapter Author: Kai D. Leifert, Senior Vice President, Northern Trust and Member, GARP Financial Risk Manager (FRM) Committee

Liquidity Risk Management: Practitioner's Challenges in the UAE February 27- Dubai, UAE Chapter Authors: Dr. Yousef Padganeh, Head of Market and Operational Risk, Commercial Bank International, UAE and Subramanian Sitaram, Manager, Market Risk & Treasury Middle Office, Commercial Bank International, UAE

OTC Derivatives Central Clearing - Market Dynamics and Risk Management from a CCP perspective February 26 - Zurich, Switzerland Chapter Author: Heiko Cassens, Director, SwapClear

Mitigating Social Media Risks February 22 - Karachi, Pakistan Chapter Author: Syed Taqui Abbas Rizvi, Chief Executive Officer, Brainchild Communications Pakistan (Private) Limited

Implications of the Sustained Low Yield Environment February 21 - Chicago Chapter Author: David Marshall, Associate Director of Research, Dir ector of the Financial Markets Group, and Senior Vice President, Federal Reserve Bank of Chicago

Consistent Risk Management with Multipurpose Pricing Infrastructures February 5 - Zurich, Switzerland Chapter Author: Dr. Daniel Egloff, Partner, InCube Advisory and Managing Director, QuantAlea

January

Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Dynamic Hedge Ratio using Multivariate GARCH Model January 19 - Delhi, India Chapter Author: Dr. Brajesh Kumar, Professor, Jindal Global Business School

Prioritizing Counterparty Risk Management January 10 - New York Chapter Author: James H. Gellert, Chairman and Chief Executive Officer, Rapid Ratings

To view 2012 Chapter Meeting Presentations, click here.