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Máster Executive en Gestión de Riesgos Financieros

 

 


IX RiskLab-Madrid Meeting on Financial Risks

Post Crisis Risk Management

Thursday, May 12th, 2011
BBVA Auditorium, Paseo de la Castellana, 81, Madrid

09:00 Registration
09:30 Presentation of the Conference
Santiago Carrillo Menéndez, Director, RiskLab-Madrid.
09:35 Introductory Remarks
Félix López Gamboa, R&PM, Global Market Risk Unit, Managing Director, BBVA.
09:50 Credit Models and the Crisis: The Importance of Systemic Risk and Extreme Scenarios in Valuation
Damiano Brigo, Gilbart Chair of Financial Mathematics at King's College, London.
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10:45 Risk Measures for Large Portfolios
Marcus Burger, Director of Risk Controlling, EnBW Trading GmbH.
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11:40 Coffee break
12:10 Interest Rates after the Credit Crunch - Markets and Models Evolution
Marco Bianchetti, Market Risk Management, Derivatives Pricing, Intesa San Paolo Bank.
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13:05 The Post-Lehman Global Political Economy
Jonathan Hausman, Vice President, Alternative Investments and Emerging Markets, Ontario Teachers' Pension Plan.
14:00 Lunch break
15:30 Beyond the Single-Loss Approximation in Operational Risk
Alberto Suárez, Computer Science Department, Universidad Autónoma de Madrid, and QRR.
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16:25 CVA, Basel III and Wrong Way Risk
Dan Rosen, CEO R2 Financial Technologies and adjunct Professor of Mathematical Finance, University of Toronto.
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17:20 Mesa redonda: Riesgo país

Participantes:
Álvaro Saavedra, Especialista en Riesgos, IBM
Ángel Sánchez Aristi, Responsable de Client Coverage, BBVA
Arturo Panades Bonacasa, Director de Análisis Riesgo Soberano, Banco Santander, y profesor de riesgo país, Máster Finanzas CIFF
Moderador:
Luis Seco, CEO Sigma II y RiskLab Toronto

18:30 Spanish wine

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


Sponsored by: BBVA, IBM, Oracle, QRR, SAP.


Golden Sponsors:


BBVA


IBM


QRR


Silver Sponsors:


Oracle


SAP




Online registration is closed. You can still register at the venue of the meeting.