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  Issue 18 | Archive February 2014

RMI Research Seminars
12 November 2013

On 12 November 2013, Josef Korte, a PhD student in Economics and Finance at the House of Finance of Germany¡¯s Goethe University gave a talk entitled ¡°Zero Risk Contagion ¨C Banks' Sovereign Exposure and Sovereign Risk Spillovers¡±. In his research, he and his co-authors identified banks' exposure to non-domestic sovereign debt as a transmission channel for sovereign risk spillovers. They constructed a new measure that quantifies each bank's sovereign subsidy derived from its investment in foreign sovereign debt. The research results emphasized the role of capital in the banking system to mitigate contagion in the Eurozone.



CVI Coverage Expansion
3 December 2013

From 3 December 2013, the Corporate Vulnerability Index (CVI), a set of indicators produced by RMI¡¯s Credit Research Initiative that gauge economic and financial environments in a new dimension, started to include indices for Malaysia, Philippines, Thailand and Vietnam. This added to its coverage across three geographic categories and a special portfolio of the S&P 500 Index (SPP).

The CVIs are best viewed as stress indicators that reflect heightened credit risks in the corporate sector from three different angles. Given that the CVIs are stress indicators, a possibility exists for the development of derivative instruments (futures, swaps, options) based on CVIs that can be used for crisis hedging.



MFE Program Briefing
16 January 2014

On 16 January 2014, the Master of Science in Financial Engineering program (MFE) hosted an on-campus program briefing session for its August 2014 cohort admission exercise. A group of over 70 participants attended the session. The MFE Program Director, Prof. Andrew Lim gave a presentation on the program’s curriculum and who the program would benefit. Following his talk, two MFE alumni Ms. Jane Fu from the CMC Markets and Mr. Soh Pei Song of the Octagon Capital shared with the participants their learning experiences and the way in which the program has helped them progress in their careers. A lively Q&A session was held afterwards, when various issues from the interested audience were addressed.

The event was also made available for off-site participation via WebEx recording in both live and playback formats.



Eighth Annual Risk Management Conference Sponsorship

RMI will be hosting its Eighth Annual Risk Management Conference from 10 to 11 July 2014. The overall theme of the conference is “Risk Management Amidst Global Rebalancing.” As monetary policy amongst global central banks set to diverge in 2014, risk managers and the broader financial industry face a period of economic and operational rebalancing.

The conference provides an annual platform for close to 300 policy makers, regulators, industry practitioners and researchers to enhance their risk management techniques, explore the latest investment strategies and manage the fundamental regulatory changes in the financial sector. RMI welcomes sponsorship for the conference as it offers sponsors an opportunity to raise their profiles and promote risk awareness in their corporate practices. More information and the benefits about the sponsorship can be found at http://rmi.nus.edu.sg/rmc

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