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Tentative Agenda
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April 10, 2008 Conference Agenda
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| 8:30 - 9:00 |
Registration & Coffee
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| 9:00 - 9:05 |
Welcoming Remarks
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| 9:05 - 9:15 |
Crisis Begets Regulatory Reform
Stephen Thieke, Board of Directors, RiskMetrics Group
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| 9:15 - 10:15 |
Keynote Address
Emerging Hedge Fund Standards: A Transatlantic Perspective
Darcy Bradbury, Senior Vice President, D.E. Shaw & Co.; L.P., Director of External Affairs, D.E. Shaw Group
Bradley P. Ziff, Partner, Oliver Wyman
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| 10:15 - 10:40 |
Break
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| 10:40 - 11:30 |
Breakout 1
Track 1
Risk Management of Merger Arbitrage Portfolios
Christopher Young, Director of M&A Research, RiskMetrics Group
Stéphane Daul, Senior Researcher, Risk Management Division, RiskMetrics Group
Track 2
Structured Credit Solutions
Robert Stamicar, Head of Risk Management Research Americas,
RiskMetrics Group
Marianela Hoz de Vila, Senior Account Manager, Risk Management Division, RiskMetrics Group
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| 11:30 - 12:20 |
Breakout 2
Track 1
Panel Session 1 - Prime Brokers
Moderator:
Gregg Berman, Co-head of Risk Management Division, RiskMetrics Group
Panelisits:
Hemant Bhuskute, Senior Risk Manager, UBS
Jake Jacoby, Head of Prime Finance, Bank of America
Severino Renna, Global Head of Risk Management, Citigroup Prime Finance
Track 2
Volatility (and more) of Volatility
Gilles Zumbach, Senior Researcher, Risk Management Division,
RiskMetrics Group
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| 12:30 - 1:30 |
Lunch
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| 1:30 - 2:20 |
Breakout 3
Track 1
Measuring the Risk of the Subprime ABS
Will Gajate, Analytics Development, RiskMetrics Group
Phil Jacob, Coordinator Analytics and Data, Risk Management Division, RiskMetrics Group
Track 2
Accounting Risk: Early Warning Signs
Marc Siegel, Global Head of Research, ISS Governance Services, RiskMetrics Group
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| 2:20 - 3:00 |
Breakout 4
Track 1
New Credit Derivatives: ABX and LCDS
Luis O'Shea, Senior Researcher, Risk Management Division, RiskMetrics Group
Track 2
Risk Under Volatile Scenarios
Gavin Watson, Head of Institutional Business Strategy, Risk Management Division,
RiskMetrics Group
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| 3:00 - 3:30 |
Break
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| 3:30 - 4:20 |
Breakout 5
Track 1
Panel Session 2 - Hedge Funds
Moderator:
Jorge Mina, Co-head of Risk Management Division, RiskMetrics Group
Panelists:
Michael Miller, Head of Quantitative Risk Management, Liquid Markets Division, Fortress Investment Group
Subu Venkataraman, Managing Director and Chief Risk Officer, HighBridge Capital
Timothy Wilson, Chief Risk Officer, Caxton Associates LLC Track 2
Equity Factors: Now What?
Pete Benson, Founding Member, RiskMetrics Group
Aylon Brandwein, Senior Risk Advisor, RiskMetrics Group
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| 4:20 - 5:10 |
Breakout 6
Track 1
Integrating Market and Credit Risk: The Once Holy Grail
Christopher Finger, Global Head of Risk Management Research, RiskMetrics Group
Track 2
Statistical Model of Hedge Fund Returns
Stéphane Daul, Senior Researcher, Risk Management Division, RiskMetrics Group
Pete Benson, Founding Member, RiskMetrics Group
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| 5:10 - 5:30 |
Closing Session
Ethan Berman, CEO, RiskMetrics Group
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| 5:30 |
Closing Reception
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