Risklab-Madrid

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Máster Executive en Gestión de Riesgos Financieros

 

UAM

 


VII RiskLab-Madrid Meeting on Financial Risks

Thursday, February 28th, 2008
BBVA Auditorium, Paseo de la Castellana, 81, Madrid

09:00 Registration
10:00 Presentation of the Conference
Santiago Carrillo Menéndez, Director, RiskLab-Madrid.
10:15 Introductory Remarks
Juan Carlos García Céspedes, Head of Risk Methodologies, BBVA.
10:30 The Bank as Grim Reaper: Debt Composition and Recoveries on Defaulted Debt
Michael Gordy, Senior Economist, Federal Reserve Board.
11:20 Coffee break
11:50 Markov Models for Seasonal Commodity Futures
Leif Andersen, Managing Director, Head of Quantitative Research, Bank of America.
12:30 Valuation and Risk of Structured Credit Products and Bespoke CDOs: A Scenario Framework
Dan Rosen, President, R2 Financial Technologies and the Fields Institute, Toronto.
13:10 New Risks in a Flat World: The Growing Importance of IPRs
Jeremy Lack, Attorney-at-Law, IP Consultant & Mediator.
14:00 Lunch break
Afternoon: Hedge Funds Session
16:00 Esquema de Riesgos de los Hedge Funds: Comparación con los Riesgos de la Banca de Inversiones
Jesús Mourenza, Chief Operating Officer, Próxima Alfa.
17:00 Modeling Hedge Funds as a Credit Derivative
Luis Seco, Professor, University of Toronto.
18:00 Mesa redonda
18:40 Spanish wine

Organizers: Santiago Carrillo Menéndez and Antonio Sánchez Calle (RiskLab-Madrid) and Luis Seco (RiskLab-Toronto).


Sponsored by: BBVA, IBM, Indra, KPMG, PWC, QRR, Sun.


Sponsors:


BBVA


IBM


Indra


KPMG


PWC


QRR


Sun