2008 Sino-English Financial Forum Asset and Risk Management for Fund Industry May 17, 2008

Time: 2008/5/17-2008/5/18
Venue: Renmin University of China
Price: 6000/10000
MSN: [email protected]
Tel: 86-10-64177845

Booking now:
http://www.piao.com.cn/en%5Fpiao/ticket_1786.html

For other tickets:
http://www.piao.com.cn/en%5Fpiao/allticket.asp

Sponsored by School of Finance Renmin University of China
Speakers: Professor Michael Dempster, Professor Gautam Mitra, Dr. DandiBartolomeo, Dr. Elena Medova, Professor Guo Qingwang, Professor ZhaoXijun, Professor Ren Huaixiu

Objected Participator
Investmentmanagers, risk management personnel, financial analysts, financialresearchers dedicated in the organizes like banks, securitiescompanies, futures companies, fund companies, asset managementcompanies, risk investment companies; and all the other persons thatinterested in the modern asset and risk management theories andpractise.

Registration Fee (Covers two days)
Standard seat: RMB6000 per person ;
VIP seat: RMB10000 per person
VIP will enjoy services as following:
1. Seated in the rostrum at the opening ceremony
2. Served by designated person during the whole process of the forum
3. A separate exchange with the government leaders, university leaders and English experts present
4. A chance to make a speak and an introduction about the company he devotes to

Speakers
Professor Michael Dempster
Educated at Toronto, Carnegie Mellon and Oxfordand is currently Professor of Management Studies (Finance andManagement Science) and Director of the Centre for Financial Researchat the Judge Business School in the University of Cambridge.From 1974-81 he was Chairman of Oxford Systems Associates Limited andfrom 1974-79 Managing Director. Currently he is a principal ofCambridge Systems Associates Limited.

Professor Gautam Mitra
ProfessorGautam Mitra is an internationally renowned research scientist in thefield of operational research in general and computational optimizationand modelling in particular. He has developed a world-class researchgroup in his area of specialization, with researchers from Europe, the UK and the USA. He has published three books and over 100 refereed research articles.
He was Head of the Department of Mathematical Science at Brunel Universitybetween August 1990 and July 2001 and is currently director of theCentre for the Analysis of Risk and Optimization ModellingApplications: CARISMA. Professor Mitra is also a Director of UNICOMConsultants (trading as OptiRisk Systems Ltd).
Many of the research results are exploited through this company.

Dr. Dan diBartolomeo
Mr. diBartolomeo is President and founder of Northfield Information Services, Inc. Northfielddevelops quantitative models of financial markets. These models areused by the money management industry to identify, measure and controlrisk at both the portfolio level and firm wide. Headquartered in Boston, the firm has additional offices in London, Moscow, Toronto, Tokyo and Chicago.The firm’s clients include nearly three hundred financial institutionsin twenty countries. Dan is a Visiting Professor at the CARISMAresearch center of Brunel University in London. He is vice-chairman of the board of trustees of Woodbury College, Montpelier, VTand continues his several years of service as a judge in the MoscowitzPrize competition, given for excellence in academic research onsocially responsible investing.

Elena Medova
Elena Medova is Senior Research Associate of the Centre for Financial Research at the Judge Business School, University of Cambridgeand a Director of Cambridge Systems Associates Limited. She is involvedin a number of projects at the Centre for Financial Research withinterests focused on stochastic system optimization and financial riskmanagement. Her research topics include the modeling of operationalrisk; credit risk and market risk integration; economic and regulatorycapital allocation; stochastic optimization techniques and systems forlong-term asset allocation.

Guo Qingwang
Deputy Dean, School of Finance. Renmin University of China;. Director, China Financial Policy, Research Center.

Zhao Xijun
Finance professor at Renmin University of China

Ren Huaixiu
Deputy Dean, School of Finance. Renmin University of China

Speaking sessions (Sunday and Saturday Morning)

Topics
Speaker
Content
1
Portfolio Management, Modelling and Framework
Gautam Mitra


* Overview of Portfolio Management Theories and Practise (From Classic to Post-Modern)
* Models for Asset Allocation (Stocks, Fixed-Income, etc)
* Risk Measure and Risk Management
* Portfolio Balancing

2
Asset and Liability Management
Elena Medova



* Asset / Liability Management
* Various applications of ALM (with case study)
* Models and Systems for ALM

3
Financial Product Design
Michael Dempster



* Motivation of Financial Product Design
* Review of US/Europe Fund Industry
* Gurantee Model
* Other Investment and Risk Issues (Tracking, pricing etc)

4
Trading in Highly Volatile Market
Dan diBartoromeo


* Overview of world financial market
* Management Challenges under highly volatile markets
* Optimal Trading Strategy

Each session lasts 1.5 hours.

Workshop sessions

1. Operational Risk in Funds (for Managers)
-DR

·
Risks and Management Issues in Investment Companies

·
Managers’ role in Funds

·
Risk Governance and Internal Process Control

2. Asset and Liability Management with case studies(For Analysts) –MD

·
Asset and Liability Management in Banks, Pension Funds, etc

·
Method of ALM

Schedule
5-17
8:30-9:00
Opening Ceremony
9:00-10:30
Speech by Professor Michael Dempster
10:30-10:40
Break
10:40-12:10
Speech by Dr. Elena Medova
12:10-14:00
Lunch Time
14:00-16:00
Workshop sessions Directed by Dan diBartoromeo

5-18
9:00-10:30
Speech by Dan diBartoromeo
10:30-10:40
Break
10:40-12:10
Speech by Gautam Mitra
12:10-14:00
Workshop Sessions Directed by Michael Dempster，Elena Medova
16:00-17:00
Closing Ceremony

Individual Preferential price: Registers before April 28 will enjoy 15% off.
Group Preferential price
Iffive persons of the same organize sign up for standard seats at thesame time, then 20% discount will be given, and one of them will beturned to be VIP

Official Website: http://www.piao.com.cn/en%5Fpiao/ticket_1786.html