I went along to a a Prmia event last night “2010 – Risk Year in Review“. The event started with a somewhat overwhelming brain dump of economic and credit statistics from John Lonski, Chief Capital Markets Economist at Moody’s Analytics. In summary he seems very bullish about corporate credit spreads tightening given the way in which corporate profit growth is surging ahead of debt growth.…
Panel moderated by Ricardo Rebanato of RBS on “Determining The New Blueprint For Financial Engineering“. It seems like Ricardo has been busy following up on his talk from last year (see post) with the release of his book on scenarios (no I am not on commission for this but thought it may be interesting to take a look at!).…
Very interesting presentation by David Spiegelhalter of Cambridge University on “Perceptions of Risk – Communicating Risks and Deeper Uncertainties In Words, Numbers & Pictures“. David is the Winton Professor for the Public Understanding of Risk, Department of Mathematics at Cambridge University and is involved with the website understandinguncertainty.org.…
Hugo Banziger of Deutsche Bank gave a presentation entitled "Reshaping The New Agenda for Risk Management".
Hugo started by saying by outlining the ways in which regulation is changing the markets. Whilst positive overall on the benefits of regulation, he expressed surprise at the regulation on OTC derivatives which he say as helpful in managing risk, and not the cause of the crisis.…
I started the day with a presentation by Paul Embrechts (see previous RiskMinds post here) entitled “Financial Engineering And The Financial Crisis: Warnings, Guilt and Lessons Hopefully Learned“.
Paul first pointed out that if ever there was a bubble, it was a “bubble” of books on the crisis and its causes.…
I am over in Geneva at the moment (taking a break from the harsh English winter?..) for the RiskMinds 2010 event. Despite its slightly pretentious title (I leave it to you to assess how appropriate the name seemed in 2008…) it is one of the best attended risk management events where risk managers discuss what is going on and what is new to risk management.…
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