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NEWSLETTER
ISSUE 32 | August 2017
FEATURE

RMI Hosts its Eleventh Annual Risk Management Conference

On 6 July 2017, RMI hosted its Eleventh Annual Risk Management Conference at the Conrad Centennial Singapore. More than 160 participants were in attendance to hear discussions on topics including risk management analytic framework, changes in regulation, geopolitics, and technology, credit risks and balance sheet management, and escrowing trader’s bonuses among others.

RMI’s Director and Class of ’62 Professor of Mathematics, Prof. Steven Kou, opened the conference and welcomed all the speakers and guests. The one-day conference featured two plenary talks, a couple of policy forum panels, as well as scientific program presentations and their discussions. The day’s events were kick-started by a plenary talk by Dr. David Li, Investment Senior Vice President and Head of Enterprise Risk Methodology & Analytics, Prudential Financial Company. Dr. Li gave an in-depth talk about "Firm-Wide Risk Management Analytic Framework and Implementation."

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EVENT BRIEFINGS

RMI Hosts the Second PKU-NUS Annual International Conference on Quantitative Finance and Economics

RMI collaborated with the HSBC Business School and Key Laboratory of Mathematical Economics and Quantitative Finance, both from Peking University, to host the Second Annual International Conference on Quantitative Finance and Economics. The conference took place on 20 & 21 May 2017 at RMI’s Suzhou office, located in the NUS Suzhou Research Institute (NUSRI).

RMI Organizes the Second Paris-Asia Conference in Quantitative Finance

The Second Paris-Asia Conference in Quantitative Finance was held on 23 – 24 May and 26 – 27 May 2017 over two parts, attracting a total of over 300 attendees. This was the second international conference hosted by NUS RMI in Suzhou in the month of May.

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IN FOCUS

MFE Alumni Interview

For this issue from the NUS of the newsletter we asked Mr. Max Wong, who graduated from the NUS Master of Science in Financial Engineering (MFE) Program in 2004, some questions relating to his experience with the MFE, career advice in financial services industry, and more.

Max Wong is a risk professional with 20 years of experience in financial services and author-researcher in the domain of financial risk management and Basel 3 reform. He was an 'open outcry' trader at Simex during the Asian currency crisis (1997) and a quant risk manager during the global credit crisis (2008). He is currently Senior Vice President & Head, Risk Systems and Model Validation at the Singapore Exchange. Max Wong is a subject matter expert in risk modeling and Basel 3 development. He is the author of two books and various journal articles on risks; recently looking at innovative ways to model risk more effectively during crises.

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NEW FACES @ RMI

New Staff

Liu Yaxin joined RMI as a Research Analyst on 12 July 2017. Yaxin graduated from Nanyang Technological University (NTU) with a Bachelor of Science in Mathematics and Economics in 2017. She is interested in financial economics, and wants to explore topics related to credit risk management. In her spare time, she likes watching movies and traveling.

Visitors

Dr. Kannoo Ravindran visited RMI as a Lecturer for the Master of Science in Financial Engineering (MFE) program and the Double Degree Program (DDP) from 11 May to 30 July 2017. Dr. Ravindran selectively consults financial institutions (e.g. banks, insurance companies, pension funds etc.) globally on all aspects of derivatives trading, modeling, and risk-management (inclusive of pricing/development/hedging of guarantees embedded in insurance and investment products). In addition to this, he also lectures around the world on these topics and runs a private equity fund arbitraging mispriced assets, purchasing distressed, and isoteric assets.

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SNAPSHOTS

NUS RMI Enterprise Wide Risk Management Workshop
3 & 4 July 2017

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MFE Graduation and Luncheon
9 July 2017

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Research Seminar
11 July 2017

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EVENTS

30 August 2017
A Theory of Fintech
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19 & 20 September 2017
1st Singapore-Munich Conference on Innovations in Insurance, Risk, and Asset Management and 6th NUS Workshop on Risk and Regulation
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20 & 21 September 2017
NUS RMI Workshop on Practical Applications of Options Risk Management Strategies
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5 October to 4 November 2017
NUS RMI Specialist Diploma in Operational Risk Management
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6 & 7 November 2017
NUS RMI IFRS9 for Loan Impairment Workshop
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Published quarterly by Risk Management Institute, NUS
Editor: Shivani Nakhare (rminsr@nus.edu.sg)