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| PROGRAM / AGENDA |
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Thursday , December 04, 2008
Current Issues: Derivatives, Liquidity, and Counterparty Risk
- Dealing with the fallout from Lehman Brothers bankruptcy and related counterparty risk
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Analysis of Operations and Valuations of Derivatives in Risk Management
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Efforts by exchanges, regulators and industry groups to mitigate counterparty risk
Beyond The Bottom Line - The Value of Market & Operational Risk Due Diligence
- Building a Proper Set of Expectations for the Investor
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Strategy-based Operational Risk Management
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Assessing the Need for Segregation of Duties
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The Evolution of the Due Diligence Process
Breakout Roundtable Discussions
- Continuing discussion with Willa Bruckner, Alston & Bird.
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Continuing discussion with Joel Schwab, Channel Capital.
Analyzing Fund Strategy & Return Forecasting in the Selection Process
- Peter Carey, Senior Investment Officer, NY State Common Retirement Fund - Absolute Return
Breakout Roundtable Discussions
- Continuing discussion with Dr. Sharon Brown-Hruska, NERA
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Continuing discussion with Sam Weiser, Sellers Capital
The Changing Face of Risk Management & the Due Diligence Process
- Alison Gregory, Head of Enterprise Risk Management, GlobeOp Financial Services
Breakout Roundtable Discussions
- Continuing discussion with Alison Gregory, GlobeOp
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Continuing discussion with Joel Schwab, Channel Capital and Sam Weiser, Sellers Capital
Valuation Methodology & Mark-to-Market Requirements
- Dr. Cindy Ma, Managing Director, Houlihan Lokey
Using Risk Management Tools to Benefit the Investor
- Incorporating Risk & Reporting Tools
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Monitoring the Risk Management of Hedge Funds & Funds of Funds
Fund Selection & Portfolio Construction
- Assessing Risk Efficiently
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Using Factor VaR to Evaluate Funds at Risk
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The Benefits of Stringent Backtesting
Breakout Roundtable Discussions
- Continuing discussion with Aleksey Matiychenko, Risk-AI
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Continuing discussion with Raphael Douady, RiskData
Aligning Investor & Hedge Fund Risk - Is Your Risk Model Working?
- Anna Chefter, Chief Risk Officer, Fortress Investment Group
Breakout Roundtable Discussions
- Continuing discussion with Adam Winik, Investor Analytics
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Continuing discussion with Raphael Douady, RiskData, including discussion on identifying and recourse to quantitative red flags
Rationalizing Short Term Needs vs. Long Term Goals
- Michael Dubin, President, The LongChamp Group/Silvercrest
Breakout Roundtable Discussions
- Continuing discussion with Michael Poisson, Investor Analytics
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Continuing discussion with Raphael Douady, RiskData
The Value of Risk Management in a Volatile Environment
- Adam Winik, Investor Analytics
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