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Máster Executive en Gestión de Riesgos Financieros

 

 


XII RiskLab-Madrid Meeting on Financial Risks

Thursday, May 25th, 2017
Bankia Auditorium, Paseo de la Castellana, 189, Madrid

08:30 Registration
09:00 Introductory Remarks
Juan Carlos Estepa, CRO, Bankia.
09:30 The Evolution and Applications of the Altman Z-Score Family of Models and Their Relevance to Current Conditions and Outlook in Global Credit Markets
Edward Altman, Professor Emeritus of Finance at NYU, Stern Business School.
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10:20 How Regulations and Fintech are changing Pricing and Risk Management
Massimo Morini, Head Of Interest Rate and Credit Models & Coordinator of Model Research, BANCA IMI and Professor, Bocconi University.
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11:10 Coffee break
11:30 No risk management without appropriate measurement! How regulations and models bias our perception
Bertrand Hassani, Global Head of Research and Innovation, Risk Methodology, Grupo Santander.
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12:20 Integrating Economic Scenarios with Market and Credit Risk Simulation Analytics for Stress Testing
Dan Rosen, CEO, d1g1t Wealth Management, Director of the Center For Financial Industries, Fields Institute.
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13:10 Macro and Financial Risks: A Look at Policy Uncertainty
Francisco Vázquez-Grande, Senior Economist, Federal Reserve.
14:00 Lunch break
16:00 Sovereign debt ownership and uncertainty
Pedro Serrano, Associate Professor of Finance, Universidad Carlos III.
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16:45 Conectando riesgo y estrategia corporativa
Esteban Sánchez, Socio Director del área de Servicio Financieros, Afi.
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17:30 Mesa redonda: Populismos, facebook y riesgo-país.

Participantes:
Josep Nadal, Managing Director, Management Consulting, Risk Management, Accenture.
Ángel Sánchez Aristi, Director de Estrategia, Fundación FIFED.
José Manuel Amor, Socio Director del área de Análisis Económico y Mercados, Afi.

Moderador:
Luis Seco, Director MMF, Universidad de Toronto y CEO, Sigma Analysis.
18:30 Spanish wine

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


Sponsored by: Accenture, Bankia. QRR, Afi, SAP.


Platinum Sponsor:


Accenture


Golden Sponsors:


Bankia


QRR


Silver Sponsors:


Afi


SAP