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Supersized for 2007
It was great to see everyone at Risk USA 2007 back in November last year – the biggest yet. And this proves that Risk USA is fast becoming the ‘measure of the market’ when it comes to new developments in the derivatives industry.
Given the favourable and supportive feedback from delegates, speakers and sponsors alike, this event is becoming a big influence on the latest developments, innovations and challenges in the derivatives and risk management worlds.
There was a whole host of exciting NEW keynote and plenary sessions which provided the delegates with the opportunity to take part in discursive panel debates, whilst offering the chance to listen to practical case studies and learn about NEW academic research.
When it comes to risk management and derivatives trading… it was all
here!
• Jonathan Kinlay, Chief Executive Officer, Proteom
Capital Management talked about the new innovation in
alternative investments. Vineer Bhansali, Executive Vice President &
Portfolio Manager at PIMCO discussed the quantitative replication of market
benchmarks with derivatives
• Joseph Masri, Head of Investment & Risk Management at Barclays Global Investors explained the challenges surrounding risk budgeting and multi-strategy portfolio construction and assess strategic allocations within the alternative investments universe with Steven Bloom, Senior Managing Director at Silver Creek Capital Management
• Zamir Iqbal, Principal Financial Officer at The World Bank talked about how to manage and mitigate model risk. Quantitative approaches to tail weight sensitivity and model risk were highlighted by Aaron Brown, Executive Director & Head of Credit Risk Architecture at Morgan Stanley
• Stream 3 hosted quantitative risk management and derivatives modeling masterclasses, which included optimal stress testing techniques assessed by Navin Sharma, Vice President & Director of Risk Management at Oppenheimer Funds
• Jonathan Ambos, Director, Head of Transaction Processing from Deutsche Asset Management provided his insights on the rise of OTC Derivatives and its effect on processing and Daniel Dismukes, Vice President at JPMorgan Investment Management explained the implications of the rise of hidden assets
Here is what made the news...
