The First WISE-WATSON-WYATT WORKSHOP
--- Risk Management
Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
Watson-Wyatt Worldwide
Venue: D110 Economic Building
Date: December 14, 2009
Workshop Schedule
9:00am-9:30am: Welcome and Opening Remarks
Session Chair: Professor Yongmiao Hong, Cornell University
Welcome Addresses: Yongmiao Hong (Cornell ) and Michael Orszag
(Watson-Wyatt)
9:30am-10:00am: Morning Session
Session Chair: Yongmiao Hong, Cornell University
Speaker 1: Michael Orszag (Watson-Wyatt), Risk 2020: The Future of Risk Management (Part I)
- Lessons from the Financial Crisis about Risk Management
10:00am-10:20am: Coffee Break
10:20am-11:20am: Michael Orszag (Watson-Wyatt), Risk 2020: The Future of Risk Management (Part II and III)
- Key Drivers of Development of Risk Management in the Next Decade
+ Global Ageing
+ Environment
+ Human Capital
- How Risk Management in 2020 will look differently than today
11:20am-11:50am:
Speaker 2: Gang Shyy (Fubon Financial Holding) “CDO Market Failure and Risk
Management”
Noon – 2:00pm: Lunch
2:00pm-2:30pm: Award Ceremony and Photo-Taken
2:30pm-4:00pm: Afternoon Session I
Speaker 3: Sung Yong Park and Jianye Zhai (WISE) “Asset Allocation Using Copula-Based Multivariate GARCH Models with Value-at-Risk Constraints”
Speaker 4: Yufei Yuan (WISE) “Global Financial Structure and Climate Change”
Speaker 5: 胡聪慧 (北京大学光华管理学院) “合成CDO定价的风险整合模型-----基于美国金融危机的思考”
4:00m-4:30pm: Coffee Break
4:30pm-5:50pm: Afternoon Session II
Round-Table Discussion on “Future in Risk Management”
Discussion Panel: Guojin Chen, Yongmiao Hong, Hong Bum Jang,
Yongil Jeon, Michael Orszag
5:50pm-8:00pm: Dinner
