Risk's 6th annual US derivatives and risk management congress
Boston, 13-14 June 2000
Thomas
Fischer, Member of the Board of Managing Directors, Group Risk
Officer, Deutsche Bank 
Maureen
Miskovic, Head of Risk Management, Lehman Brothers 
Emanuel
Derman, Managing Director, Firmwide Risk Management, Goldman
Sachs Delegates at Risk conferences come from widely diverse worlds, including investment banking, insurance, energy, fund management and corporate treasuries, and so look at risk management from a variety of perspectives. To cater to our diverse audience we have designed concurrent sessions that examine derivatives and risk management techniques and strategies from their theoretical underpinning to their practical application.
Delegates who attend Risk 2000 can acquaint themselves with cutting-edge mathematical finance techniques, hear the latest thinking from regulators and recognise opportunities in rapidly developing new markets. The conference includes in-depth coverage on topical issues ranging from:
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credit risk portfolio measurement and management
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credit risk mitigation through structured products
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advanced risk management techniques and strategies
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integration of market risk, risk capital and balance sheet
management
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forecasting and modelling techniques for volatility and
correlation
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new developments in credit risk modelling
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interest rate modelling
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risk measurement & management for investment managers
and plan sponsors.
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Keynote addresses by Myron Scholes and Jeffrey Skilling. RISK is delighted to welcome Myron Scholes, Nobel prize winner and revered academic to present a keynote speech to delegates. Scholes, once partner at Long Term Capital Management and author of the seminal Black - Scholes option pricing model, will present his views on recent market developments and likely shape of the industry in the new millenium. Jeffrey K. Skilling is President and Chief Operating Officer of Enron, one of the world’s largest integrated energy companies. Jeff also sits on the company’s Board of Directors.
Leading
academic speakers
John
Hull, Professor of Finance, University of Toronto will present his
latest work on the implementation of the LIBOR market model and its
extensions.
Stephen
Ross, Professor of Finance and Economics, Massachusetts Institute
of Technology will present a paper looking at three famous financial
failures.
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Networking
opportunities
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Congress
dinner
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Choice of three separately bookable training seminars Take the opportunity to examine the underlying theory and latest derivative and risk management techniques from leading industry specialists 12
June 2000
15
June 2000
Fourth stream dedicated to risk management for investment managers and plan sponsors, led by Askari 13 & 14 June 2000 Building on the success of last year’s collaboration with Askari, Risk has again developed this exclusive forum for investment managers and institutional investors to discuss the latest risk management strategies and applications. Featuring the foremost practitioners from the investment community, participants will have the opportunity to identify different approaches and solutions to key industry issues. “The
innovative introduction of an investment management stream will
be an important spur to the industry to develop a collaborative
view on the critical issues of estimation, reporting and control
of risk as encountered by investors and managers.” “The fourth stream (for institutional investors and plan sponsors) was a huge success, and I urge you to build on that success for next year’s conference.” Harris Lirtzman, THE CITY OF NEW YORK OFFICE OF THE COMPTROLLER – Risk99 Boston |
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