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)
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Golden sponsors:
Platinum sponsor: