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Setting a Higher Standard in Risk Education International ERM Training Course: 國際全面風險管理研習班 國際風險管理師協會 Professional Risk Managers' International Association 全球性、非贏利、會員制組織 全球風險管理最高標準的制定者 全球風險管理最佳實踐的傳播者 全球頂級學術與培訓機構合作

International ERM training course by GCPRM

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International ERM training course

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  • 1. ProfessionalRiskManagersInternationalAssociation InternationalERMTrainingCourse: Setting a Higher Standard in Risk Education
  • 2. International ERM Training Course ( BASEL III Solvency II Dodd-Frank ) (TABF) (PRMIA) PRMIA : NATIXIS Corporate andInvestment Bank Michel Crouhy BOB MARK 2
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  • 4. (SOX) (18:40-19:30) ( ) 6/29 PRMIA Dr. BOB MARK Dr. MICHEL CROUHY PRMIA (18:40-19:30) ( (CRO) ) 7/13 PRMIA Dr. BOB MARK Dr. MICHEL CROUHY PRMIA 4
  • 5. (MGRM) (18:40-19:30) LTCM () 7/20 PRMIA / Dr. BOB MARK Dr. MICHEL CROUHY G-30 PRMIA - (18:40-19:30) ( ) 7/27 PRMIA Dr. BOB MARK Dr. MICHEL CROUHY PRMIA 5
  • 6. - (18:40-19:30) VaR ( VaR ) VaR PRMIA 8/3 Dr. BOB MARK Dr. MICHEL CROUHY (ALCO) PRMIA VaR - (18:40-19:30) ( ) 8/10 PRMIA Dr. BOB MARK VaR Dr. MICHEL CROUHY PRMIA 6
  • 7. - (18:40-19:30) ( ) 8/17 PRMIA Dr. BOB MARK RAROC Dr. MICHEL CROUHY PRMIA 7
  • 8. PRMIA BOB MARK:(Canadian Imperial Bank of Commerce )CIBC CEO of Black Diamond RiskDr. Robert M. Mark is the Chief Executive Officer of Black Diamond Risk which providescorporate governance, risk management consulting, risk software tools and transaction services.His prior positions include Senior Executive Vice-President, Chief Risk Officer, and CorporateTreasurer at the Canadian Imperial Bank of Commerce, Partner in charge of the Financial RiskManagement Consulting practice at Coopers & Lybrand, Managing Director in the Asia, Europe,and Capital Markets Group at Chemical Bank and Senior Officer at Marine Midland Bank/HongKong Shanghai Bank. Dr. Mark is currently the Vice Chairperson of the Board of theProfessional Risk Managers International Association (PRMIA)Dr. Mark graduated with a dissertation in options pricing, from New York Universitys GraduateSchool of Engineering and Science, graduating first in his class. He received an AdvancedProfessional Certificate in accounting from NYUs Stern Graduate School of Business, and is agraduate of the Harvard Business School Advanced Management Program. He is an AdjunctProfessor and co-author of Risk Management and The Essentials of Risk Management.Dr. Robert M. Mark (MichelCrouhyDan GalaiRobert Mark) 8
  • 9. Michel Crouhy:(Canadian Imperial Bank of Commerce )Head of Research and Development at NATIXIS Corporate and InvestmentBankJournal of DerivativesJournal of Banking and FinanceJournal of RiskDr. Michel Crouhy is Head of Research and Development at NATIXIS He has the bankwideoversight on all quantitative research and the development of new products and applicationssupporting the trading and structuring businesses. He is also responsible for implementing abankwide RAROC system. He is the founder and President of the IXS Foundation for QuantitativeFinance which finances academic research and world class events in the area of quantitativefinance.Formerly he was Senior Vice President, Business Analytic Solutions, in the Risk ManagementDivision, at CIBC (Canadian Imperial Bank of Commerce). He was responsible for thedevelopment of risk measurement methodologies and models for market, credit (corporate andretail), operational risk and economic capital attribution, as well as customer behavior analytics.His responsibilities also included the approval of all pricing, balance sheet, risk and capital relatedmodels. He was also in charge of the RAROC (Economic Capital Attribution) and OperationalRisk groups.He is a member of The Professional Risk Managers International Associations (PRMIA) BlueRibbon Panel, and of the International Association of Financial Engineers (IAFE).Prior to his career in the industry, Michel Crouhy was a Professor of Finance at the HEC Schoolof Management in Paris, where he was also the founder and director of the M.S. HEC inInternational Finance, the first M.S. program in Financial Engineering. He has been a visitingprofessor at the Wharton School and at UCLA. Dr. Crouhy holds a Ph.D from the WhartonSchool and is Doctoris Honoris Causa from the University of Montreal. He is the author andco-author of several books, the most recent ones being Risk Management (McGraw-Hill -2001), The Essentials of Risk Management (McGraw-Hill - 2006) and has publishedextensively in academic journals in the areas of banking, options, risk management andfinancial markets. He is also Associate Editor of the Journal of Derivatives, the Journal ofCredit Risk, Asia-Pacific Financial Markets, the Journal of Operational Riskand is on the editorial board of the Journal of Risk.Dr. Michel Crouhy (Michel CrouhyDan GalaiRobert Mark) 9
  • 10. (GCPRM) PRMIA www.GCPRM.COM 10 Email [email protected]