PRMIA Global Risk Conference | May 14-16, 2012 in New York City |General Session

SEMINARS

Seminars are 90 minute interactive educational workshops led by 2 or 3 industry leaders. Seminar sessions work within the 3 conference themes as well as a 4th theme of counterparty risk. All streams will share a review and debate session at the end of the day.

All pre-conference seminars are focused on global topics, technical skills, practical experience and the latest theory in selected risk management disciplines. The four seminar tracks are organized into three individual sessions, providing participants the option to participate in a variety of sessions.

Track # 1: Navigating the Dynamic Financial Landscape
Includes three individual seminars:

Navigating the Dynamic Financial Landscape: Regulatory Capital, Basel II and Basel III

Volatility in regulatory views is perpetually changing the business model under which banks operate. Find out how to adapt.

	Peter O. Davis Principal – Financial Services, Ernst & Young LLP
	Robert J. Wyle Senior Director, Product Management, Moody’s Analytics

Navigating the Dynamic Financial Landscape: Systemic Risk

Explore the interlinkages and transmission mechanisms within the financial system and explore how the macro environment impinges on the vitality of the financial institutions.

	John Hele Executive Vice President, Chief Financial Officer and Chief Risk Officer, Arch Capital Group Ltd
	William Mason Head of Risk, Central Bank of Ireland

Navigating the Dynamic Financial Landscape: OTC Clearing, Volcker Rule and Transaction Strategy

Learn where OTC trading is headed and see how the Volcker rule is evolving and impacting transaction strategies for major market players.

	Kim Olson Principal, Deloitte & Touche
	Larry Tabb Chief Executive Officer, Tabb Group
	John Wilson Former Managing Director & Global Head of OTC Clearing, The Royal Bank of Scotland

Track #2: Identifying Emerging Risk and Opportunities
Includes three individual seminars:

Identifying Emerging Risks & Opportunities: Outlook for Recovery

Consumer deleveraging and other impacts of the crisis still weigh down on the economy. Join Credit Suisse's experts in their quest for economic recovery.

	Christopher Mayer Paul Milstein Professor of Real Estate, Co-Director, Richman Center for Business, Law, and Public Policy, Columbia Business School
	Daniel Rodriguez Chief Risk Officer, Global Arbitrage Trading and the Americas Equity Division, Credit Suisse

Identifying Emerging Risks & Opportunities: Advances in Portfolio Risk Management

Go beyond the Black Litterman model and see how entropy pooling may optimize your results.

	Attilio Meucci Chief Risk Officer, Kepos Capital
	Steve Wiggins Senior Director, Credit Risk Specialist, Moody’s Analytics

Identifying Emerging Risks & Opportunities: Structural Issues in Predictive Analysis

Examine the micro and macro variables within bank forecasting models and find out what are the latest advances in modeling techniques.

	David M. Rowe, PhD Former PRMIA Board Member and Senior Advisor Kamakura Corporation
	Andrew Jennings Chief Analytics Officer and Head of FICO Labs, FICO
	Sergey Smirnov Higher School of Economics, Financial Engineering and Risk Management Lab, Chair of Risk Management and Insurance, Higher School of Economics, Moscow

Track #3: Managing Through Crises
Includes three individual seminars:

Managing Through Crises: Risk Capacity Versus Risk Appetite

Discover the right confidence level for loss capacity, why you should model liquidity at the same confidence level as capital and why should you perform reverse stress tests.

	Jonathan Howitt Former Chief Risk Officer, Evolution Group
	Walter Smiechewicz Chief Risk Officer, First Niagara Financial Group

Managing Through Crises: Implementing a Robust Risk Culture

Find out the key ingredients to implementing a healthy risk culture and how to create a self-reinforcing cycle of risk awareness.

	Bruce Fletcher Chief Risk Officer, HSBC Europe
	Nawal Roy Associate Principal, McKinsey & Company
	Navin Sharma Risk Management, Western Asset Management

Managing Through Crises: Risk Governance and Decision-Making

Crises may push governance and decision making to the boundaries of rationality. Learn how to avoid this crucial strategic mistake.

	Philip M. Halperin Chief Risk Officer, Alfa Bank Russia and Member of Supervisory Board of Alfa Bank Belarus and Alfa Bank Kazakhstan
	Clifford Rossi, PhD Executive-in-Residence and Tyser Teaching Fellow, Robert H. Smith School of Business, University of Maryland

Track #4: Counterparty Credit Risk, Credit Valuation Modeling, and Central Counterparties
Includes three individual seminars:

Counterparty Credit Risk, Credit Valuation Modeling, and Central Counterparties: Counterparty Exposures Modeling, Pricing and Hedging

PRMIA experts present the latest research on modeling, pricing and hedging Counterparty Credit Risk.

	Eduardo Canabarro Global Head of Quantitative Risk Groups, Morgan Stanley
	Michael Pykhtin Senior Economist, The Federal Reserve Board

Counterparty Credit Risk, Credit Valuation Modeling, and Central Counterparties: Computation, Stress-testing and Modeling Wrong-way Risk

Wrong way risk is a common pitfall in CVA calculations. Learn how to model and stress-test your CVA.

	Eduardo Canabarro Global Head of Quantitative Risk Groups, Morgan Stanley
	Dan Rosen President, R² Financial Technologies

Counterparty Credit Risk, Credit Valuation Modeling, and Central Counterparties: Economic and Regulatory CCR Capital and Global Counterparty Risk Mitigation

The ongoing financial crisis has highlighted the need to fine-tune the understanding and identification of Counterparty Credit Risk. Learn the regulatory perspective on CVA issues and how to mitigate your Counterparty exposure.

	Allan Grody President, Financial InterGroup
	David Saunders Associate Professor, University of Waterloo