12a jornada de riesgos financieros

More information and registration: http://www.risklab.es/es/jornadas/2017/jornada.html

8:30 Registration 9:00 Juan Carlos Estepa,CROBankia:

Introductory remarks. 9:30 Edward Altman,ProfessorEmeritusofFinance

atNYU,SternBusinessSchool:“The Evolution and Applications of the Altman Z-Score Family of Models and Their Relevance to Current Conditions and Outlook in Global Credit Markets”.

10:20 Massimo Morini,HeadOfInterestRateandCreditModels&CoordinatorOfModelResearch, BANCAIMIandProfessoratBocconiUniversity:“How Regulations and Fintech are changing Pricing and Risk Management”.

11:10 Cof fee Break 11:30 Bertrand Hassani,GlobalHeadofResearchand

Innovation,RiskMethodologyatGrupoSantander:“No risk management without appropriate measurement! How regulations and models bias our perception”.

12:20 DanRosen,CEO,d1g1tWealthManagement, DirectoroftheCenterForFinancialInsdustries, FieldsInstitute:“Integrating Economic Scenarios with Market and Credit Risk Simulation Analytics for Stress Testing”.

13:10 Francisco Vázquez-Grande,SeniorEconomistof theFederalReserve: “Macro and Financial Risks: A Look at Policy Uncertainty”.

14:00 Lunch break 16:00 Pedro Serrano,AssociateProfessorofFinance,

UniversidadCarlosIII“Sovereign debt ownership and uncertainty”.

16:45 Esteban Sánchez,SociodirectordeláreadeServicioFinancierosdeAFI“Conectando riesgo y estrategia corporativa”.

17:30 Mesa redonda: “Populismos, facebook y riesgo-país”.Moderador:Luis Seco,directorMMFdelaUniversidadde

TorontoyCEOdeSigmaAnalysis.Participantes:Josep Nadal,AccentureManagingDirector,Mana-

gementConsulting,RiskManagement.Ángel Sánchez Aristi,DirectordeEstrategiadela

FundaciónFIFED.José Manuel Amor,socioDirectordeláreade

AnálisisEconómicoyMercadosdeAfi 18:30 Spanish wine

Organizers: Santiago Carrillo Menéndez(RiskLab-Madrid) Antonio Sánchez Calle(RiskLab-Madrid) Luis Seco(RiskLab-Toronto).

Program:

12a jornada de riesgos financierosJueves, 25 de mayo de 2017 Auditorio de Bankia, Paseo de la Castellana 189, Madrid (Torre Bankia)

D. Santiago Carrillo Menéndez, Director de RiskLab-Madridtiene el gusto de invitarle a la 12a Jornada de Riesgos Financierosque tendrá lugar el jueves, 25 de mayo de 2017 a partir de las 08:30 horas en el Auditorio del Bankia, Paseo de la Castellana 189, Madrid (Torre Bankia)

Silver sponsors:

Golden sponsors:

Platinum sponsor: