VII RiskLab-Madrid
Meeting on Financial Risks
Thursday,
February
28th, 2008
BBVA Auditorium, Paseo de la Castellana, 81, Madrid
|
| 09:00 |
Registration |
| 10:00 |
Presentation
of the Conference
Santiago
Carrillo Menéndez, Director, RiskLab-Madrid. |
| 10:15 |
Introductory Remarks
Juan
Carlos García Céspedes, Head of Risk
Methodologies, BBVA. |
| 10:30 |
The
Bank as Grim Reaper: Debt Composition
and Recoveries on Defaulted Debt
Michael
Gordy,
Senior Economist, Federal Reserve Board.
|
| 11:20 |
Coffee
break |
| 11:50 |
Markov
Models for
Seasonal Commodity Futures
Leif
Andersen,
Managing Director, Head of Quantitative Research, Bank of America.
|
| 12:30 |
Valuation and Risk of Structured
Credit Products and Bespoke CDOs: A Scenario Framework
Dan
Rosen,
President, R2 Financial Technologies and the Fields Institute, Toronto.
|
| 13:10 |
New
Risks in a Flat World: The Growing Importance of IPRs
Jeremy
Lack, Attorney-at-Law, IP Consultant & Mediator.
|
| 14:00 |
Lunch
break |
| Afternoon:
Hedge Funds Session |
| 16:00 |
Esquema
de Riesgos de los Hedge Funds: Comparación con los Riesgos
de la Banca de Inversiones
Jesús
Mourenza, Chief Operating Officer, Próxima Alfa.
|
| 17:00 |
Modeling
Hedge Funds
as a Credit Derivative
Luis
Seco,
Professor, University of Toronto.
|
| 18:00 |
Mesa redonda |
| 18:40 |
Spanish
wine |
Organizers:
Santiago Carrillo Menéndez and Antonio Sánchez
Calle (RiskLab-Madrid) and
Luis Seco (RiskLab-Toronto).
Sponsored
by: BBVA, IBM, Indra, KPMG, PWC, QRR, Sun.
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Sponsors:
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