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Máster Executive en Gestión de Riesgos Financieros

 

 


X RiskLab-Madrid Meeting on Financial Risks

Thursday, May 24th, 2012
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
Manuel Castro, Director of Global Risk Management, BBVA.
09:50 Systemic Risk and Sentiment
Giovanni Barone-Adesi, Professor of Finance, The Swiss Finance Institute at the University of Lugano.
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10:45 Coupled Diffusions and Systemic Risk
Jean Pierre Fouque, Professor, Statistics & Applied Probability, Director, Center for Research in Financial Mathematics and Statistics University of California.
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11:40 Coffee break
12:10 Conscious balance sheet management
Suresh Sankaran, Principal Operations Officer, International Finance Corporation.
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13:05 Re-Thinking Valuations: Illiquid Markets, Counterparty Credit Risk and Model Risk
Dan Rosen, CEO R2 Financial Technologies and adjunct Professor of Mathematical Finance, University of Toronto.
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14:00 Lunch break
16:00 Un caso práctico de ALM
Victor Morillo Gilfoil, Director de Riesgos de Balance, ISBAN Grupo Santander.
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16:45 Compatibility between pricing models and risk measures: Theoretical approach and empirical evidence
Alejandro Balbás, Professor of Finance. University Carlos III of Madrid and Spanish Academy of Sciences.
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17:30 Mesa redonda: La industria bancaria en el siglo XXI

Participantes:
Ángel Sánchez Aristi, Responsable de Client Coverage, BBVA.
Dídac Artés, Consultor.
Victor Morillo Gilfoil, Director de Riesgos de Balance, ISBAN Grupo Santander.

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: QRR, BBVA, SAP, SunGard, MathWorks.


Platinum Sponsor:


QRR


Golden Sponsors:


BBVA


SAP


SunGard


Silver Sponsor:


MathWorks




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