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NEWSLETTER
ISSUE 30 | FEBRUARY 2017
SNAPSHOTS

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

The 5th NUS Workshop on Risk and Regulation took place on 5 and 6 of January 2017. This workshop, co-organized by the NUS Centre for Quantitative Finance (CQF) and the RMI, aims to provide a forum for researchers and practitioners to present and discuss on risk management and regulation. The workshop hosted eight invited speakers including Robert Anderson of University of California, Berkeley, Ioannis Kyriakou of Cass Business School at the City University of London, Ying Chen and Jussi Keppo of NUS, Rama Cont of Imperial College London, Xun Li of Hong Kong Polytechnic University, Eckhard Platen of University of Technology Sydney, Alexandre Popier of Université du Maineas, and Stefan Weber of Leibniz Universität Hannover.

The workshop also hosted 14 other speaker who gave contributed talks on various research areas in risk management and regulation. Some of the invited talks focused on topics such as principal component analysis (PCA) with model misspecification, opaque bank assets and optimal equity capital, preparing financial regulation for forthcoming crises among others.

Research Seminars
12, 17, & 19 January 2017

On 12, 17, and 19 January 2017 Mr. Ian Phang of NUS RMI conducted a three part lecture series on “Introduction to Asset Pricing in Private Equity (Part I, II, and III).” Given the increasing importance of private equity (PE) as an asset class and the high competition for quality investments, PE investments continue to attract capital due to its ability to generate returns.

Thus the series of three talks combined perspective from both academia and the industry and opened up one of the more complex areas of financial management; focusing on the asset pricing side of private equity which has implications for managers, regulators, and investors in that asset class. Part 1 on 12 January 2017 gave an overview of the structure and economics of PE funds. Whereas parts 2 and 3, on 17 and 19 January respectively, delved deeper into understanding the risk characteristics of PE (valuing deals and roles of leverage and exit routes), critically evaluating the valuation techniques employed in PE transactions, and examining how performance is benchmarked.

Ian is a seasoned investment management professional in investment advisory and asset management with 20 years of industry experience. Ian holds a Master of Science in Finance degree from the City University of New York with Distinction and is currently a PhD in Finance candidate at EDHEC Risk-Institute.

MFE Information Session
19 January 2017

On 19 January 2017, the Master of Science in Financial Engineering (MFE) Program hosted an on-campus program briefing session for its August 2017 admissions. The information session was attended by over 30 participants. RMI Associate Director, Ms. Ivy Wang, presented on the program’s curriculum, cohort demographics, as well as extensive career services offered to the MFE students. The information session came to a close with a Q&A session.

The MFE program was launched in 1999 and administered by RMI, the program offers a holistic curriculum that covers finance, mathematics, and computing with a practical orientation to solve real business problems. The admission for 2017 intake is open till 15 March. More information can be found here.

Long Service Award
February 2017

In February 2017, RMI presented the Long Service Award to its staff, Mr. Louis Tay, RMI’s Systems Analyst with the Credit Research Initiative. The award was to recognize his five years of continued service at the university. RMI’s Director Prof. Steven Kou presented the award to Mr. Tay at the annual RMI town hall meeting on 9 February 2017.

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Published quarterly by Risk Management Institute, NUS
Editor: Shivani Nakhare (rminsr@nus.edu.sg)