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  Issue 13 | Archive กก November 2012

RMI Launches Double Master’s Degree with Peking University

NUS RMI has recently launched a Double Master’s Degree Program with Peking University’s HSBC Business School (PHBS), marking the regional expansion of its Master’s of Science in Financial Engineering (MFE) program that has been offered since 1999.

Both parties agreed to enter into a collaborative undertaking of a Double Master’s Degree Program (DDP) pairing the MFE offered by RMI with either the Master’s of Economics (MEcon) or Master’s of Management (MMgmt) offered by PHBS.

“We are very glad to partner with PHBS and we believe this is a strategic milestone not just for our MFE degree, but also to open a series of potential collaborations on various aspects between the two organizations”, commented Prof. Duan Jin-Chuan, RMI’s Director.


RMI Runs the NUS-Santander Doctorate Workshop

A total of 62 participants attended a week-long workshop held from 16 to 20 July 2012 at RMI. The workshop, entitled “NUS-Santander Doctorate Workshop in Advanced Financial Risk Management,” opened the series of workshops between RMI and Banco Santander, Spain’s biggest bank.

Under the gift agreement signed in September 2011, Banco Santander, as a sponsor, will make an annual donation to RMI to cover the costs of running the Doctorate Workshop for three years. The series of doctorate workshops in advanced financial risk management aim to offer cutting-edge knowledge on selected research topics of interest in risk management to doctoral students, academic researchers and quantitative analysts working in industry.


Financing Firms in India

A paper by Franklin Allen (University of Pennsylvania), Rajesh Chakrabarti (Indian School of Business), Sankar De (Indian School of Business), Jun ”QJ” Qian (Boston College) and Meijun Qian (National University of Singapore)

In a forthcoming paper to be published in the Journal of Financial Intermediation titled “Financing Firms in India”, RMI affiliated researcher Dr. Meijun Qian, in collaboration with her co-authors, examined the relationships between the legal and business environments in India, coupled with its impact on the growth of Indian businesses and their financing channels.


New Staff

Ms. Karen Toh joined RMI as a Management Assistant Officer on 19 September 2012. Karen has more than 15 years of experience working in Accounts. Her last job was with Vicom Inspection Centre as an Accounts officer. Karen obtained her diploma certificate in 2012 balancing her ACCA (CAT) studies with work and family commitments. In her free time, she enjoys cycling with her family in the park.

Mr. Dexter Tan joined RMI as a Research Analyst of the Credit Research Initiative’s Market Monitoring Team on 15 October 2012. Dexter earned his Bachelor’s Degree in Engineering with a Minor in Technopreneurship from NUS in 2005, after which he took on various analyst roles in a number of organizations.

Ms. Suan Ng joined RMI as a Senior Manager on 16 October 2012. Most recently, Suan worked as a Club Liaison and Event Manager at INSEAD where she was responsible for the management of student life services for the MBA program including club activities, MBA partner activities, immigration matters and welfare. Suan herself is a graduate of NUS with a Bachelor in Business Administration with a concentration in finance. She enjoys watching musicals and travelling.



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RMI Research Seminar

August – September 2012

On 10 August, Princeton University’s Prof. Fan Jianqing discussed his paper on the correlation between asset returns and their volatility at RMI Research Seminar titled “Leverage Effect Puzzle”. He argued that a natural estimate of such a parameter is to use correlation between the daily returns and the changes of daily volatility estimated by high-frequency data.


RMI Pedagogical Research Lectures

August – September 2012

At the Pedagogical Research Lecture held from 16 to 17 August, Prof. Fan Jianqing of Princeton University talked about “Econometrics of Large Portfolios”. The proposed methods were convincingly illustrated by simulation studies and several empirical applications. During his tutorial, he covered the problems associated with large portfolios, namely, (a) Risk Assessment for Large Portfolios, (b) Testing CAPM using Large Number of Assets, and (c) False Discoveries in Mutual Fund Performance.




Master of Science in Financial Engineering 2013 Admission
14 November 2012 - 15 March 2013

Workshop in Basel III and Liquidity Management
28 - 29 November 2012

Financial Risk Manager (FRM®) Certification Training Program 2013
4 January - 11 May 2013

Financial Industry Competency Standards (FICS) January 2013 Intake
January - June 2013

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Published quarterly by Risk Management Institute, NUS
Editor: Ivy Wang (rmiwy@nus.edu.sg)