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NEWSLETTER
ISSUE 30 | FEBRUARY 2017
FEATURE

Prof. Li Haitao Discusses Sovereign Credit Default Swap (CDS) Spread with Credit Rating

On 27 January 2017, Prof. Li Haitao, Dean’s Distinguished Chair Professor of Finance and Associate Dean for the MBA Program at Cheung Kong Graduate School of Business (CKGSB), held a seminar titled “Sovereign CDS Spread with Credit Rating.”

Targeting an audience consisting of financial professionals, academics, as well as students, the talk focused on the nature of sovereign credit risk through a rating-based continuous-time model for sovereign CDS spreads. This is Prof. Li’s collaboration with Dr. Li Tao of City University of Hong Kong and Associate Professor Yang Xuewei of Nanjing University.

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EVENT BRIEFINGS

UBS’s Tommy Leung Talks to MFE Students about the Investment Banking Industry

On 20 January 2017, RMI hosted a talk by Mr. Tommy Leung, Managing Director and Head of APAC Credit Sales at UBS Investment Bank, for its Master of Science in Financial Engineering (MFE) students. The topic of this seminar was “Straight from the Gut – Lessons Learned from Two Decades in the Investment Banking Industry.”

Mr. Leung began the talk by sharing with the students his career path from a University of Chicago student to a UBS investment banker. He pointed out that a university degree although integral to one’s career, is “no longer a golden ticket to success in Singapore.” To make your career a holistic one it is important to consider several factors and develop various skills to compliment one’s education.

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IN FOCUS

MFE Alumni Interview

Starting with this issue of the newsletter, RMI is excited to introduce the new “In Focus” section, which will alternately feature alumni interviews, industry perspectives, opinion pieces, etc. with each of its quarterly issue.

This issue we asked Mr. Shaji Chandrasenan, a graduate from the first cohort of the Master of Science in Financial Engineering (MFE) Program offered by RMI in 2001, some questions relating to his experience with the MFE, career advice in financial services industry, and more.

Shaji is currently the Principal Risk Manager at the World Bank Group’s International Finance Corporation. Prior to that he was the Director of Financial Risk Supervision Division at the Monetary Authority of Singapore (MAS) for 14 years. A certified FRM® and PRM™, Shaji was also awarded the Distinguished Fellow for Risk management by the Institute of Banking and Finance in 2009.

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NEW FACES @ RMI

New Staff

Hitomi Nakatani, who has recently obtained her Bachelor of Science in Marketing and Psychology from University of Keele, joined RMI as a Research Analyst on 14 November 2016. Outside of academia, she is a keen traveler and has travelled extensively around the UK and Asia. Hitomi is also an avid reader and likes to engage in various voluntary activities.

Visitors

A/P Cai Ning visited RMI from 9 to 15 January 2017 and is currently an Associate Professor at Department of Industrial Engineering & Logistics Management (IELM) at Hong Kong University of Science and Technology. He received his PhD from the Department of Industrial Engineering and Operations Research (IEOR) at Columbia University in 2008. His research interest includes financial engineering, risk management, applied probability and stochastic modeling.

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SNAPSHOTS

5th NUS Workshop on Risk & Regulation
5 & 6 January 2017

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Research Seminars
12, 17, & 19 January 2017

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MFE Information Session
19 January 2017

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Long Service Award
February 2017

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EVENTS

6 March to 24 April 2017
NUS RMI Specialist Diploma in Credit Risk Management – Corporate Banking
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20 & 21 March 2017
NUS RMI IFRS9 for Loan Impairment Workshop
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3 May to 3 June 2017
NUS RMI Specialist Diploma in Operational Risk Management
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4 & 5 May 2017
NUS RMI Workshop on Derivatives and Risk Management - Bridging Theory and Practice
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20 & 21 May 2017
Second PKU-NUS Annual International Conference on Quantitative Finance and Economics
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23 - 24 & 26 - 27 May 2017
Second Paris-Asia Conference in Quantitative Finance
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6 July 2017
Eleventh Annual Risk Management Conference
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Published quarterly by Risk Management Institute, NUS
Editor: Shivani Nakhare (rminsr@nus.edu.sg)