Sixteenth Annual Risk Management Conference Unveils Novel Insights in Evolving Risk Landscape 
By Zhang Jiawei, MFE Alumni

The Sixteenth Annual Risk Management Conference, a premier event orchestrated by the NUS Risk Management Institute (RMI), unfolded at Conrad Centennial Singapore on 31 July 2023. This exclusive congregation of distinguished academics, industry luminaries, and thought leaders from the spheres of risk management and finance convened to unravel the latest paradigms and pioneering methodologies in risk evaluation and strategic management. This pivotal conference spanned a comprehensive day-long itinerary, characterized by a diverse array of illuminating sessions, keynote addresses, and illuminating panel discussions.

RMI Co-Hosts the Seventh Installment of the PKU-NUS Annual International Conference on Quantitative Finance and Economics

On 20 & 21 May 2023, the Seventh PKU-NUS International Conference on Quantitative Finance and Economics was held at Peking University HSBC Business School. The conference was jointly organized by Peking University HSBC Business School, National University of Singapore’s Risk Management Institute, and Peking University Key Laboratory of Mathematical Economics and Quantitative Finance of the Ministry of Education. Nearly 200 scholars attended the meeting onsite or online to discuss the latest academic research results in quantitative finance and economics.

DIALOGUES WITH DISTINGUISHED VISITORS

Nobel Laureate Professor Thomas J. Sargent Visited NUS Risk Management Institute (RMI)
By Liu Zhe Xin, MFE Student

Professor Thomas J. Sargent, a renowned American Economist, Nobel Laureate in Economics and a Professor of Economics at New York University, visited RMI for a week-long academic visit starting on Monday, 6 March 2023. On the noon of Friday, 10 March 2023, at the invitation of RMI, Professor Sargent had a lively discussion with some MFE students over lunch. Following the lunch Prof. Sargent gave a lecture in I3 seminar room on "Computational Tools and Methods in Quantitative Economics".

Renowned Professor Darrell Duffie Visits NUS RMI, Engages in Informative Lunch Talk with MFE Students
By Zhang Jiawei, MFE Alumni

Professor Darrell Duffie, Adams Distinguished Professor of Management and Professor of Finance at the Graduate School of Business, and Professor by courtesy, Department of Economics, Stanford University, paid a visit to the Risk Management Institute at the National University of Singapore on 25 May 2023. During his visit, Professor Duffie engaged in a stimulating lunchtime discussion with eight students from NUS MFE program, covering a wide range of topics from the job market to payment methods and financial risk management. The lunch talk provided an exceptional opportunity for MFE students to engage in a thought-provoking lunch discussion with Professor Duffie, who is widely acclaimed for his influential book “Dynamic Asset Pricing”.

Nobel Laureate in Economics, Professor Lars P. Hansen Visited NUS Risk Management Institute
By Lu Tingzhu, MFE Student

On Monday, 31 July 2023, Professor Lars P. Hansen, the distinguished economist and Nobel Laureate in Economics from the University of Chicago, was invited by the NUS Risk Management Institute (RMI) to participate in the Sixteenth Annual Risk Management Conference. At 2:30 PM on Friday, under the invitation of the NUS Risk Management Institute, Professor Lars Hansen engaged in a dialogue session held in the administrative seminar room of I3, discussing the topic "Uncertainty Spillovers in Markets and Policies."

RESEARCH UPDATES

Industry Projects

Under the leadership of our Deputy Director for Industry Prof. Chen Kan, RMI has continued to make advances in the industry projects, which aim at developing models and tools for industrial applications, establish industry research program for training students on the use of analytic tools and methods for quantitative risk management, as well as establish industry collaborations. In 2023, the projects team worked on publishing some research papers in relevant journals and training students.

MASTER OF SCIENCE IN FINANCIAL ENGINEERING (MFE)

MFE Updates

On 12 January 2024 RMI hosted its annual on campus information session for the MFE Program’s August 2024 admission exercise. For the admission exercise of AY2023 cohort, RMI also conducted a few virtual information sessions in both English and Mandarin throughout 2023.

EXECUTIVE EDUCATION

Training Programs Updates

In 2023, RMI organized several training programs, including certification programs and customized programs. From December 2022 to May 2023 RMI welcomed its first annual cohort for its Financial Risk Manager (FRM®) Certification Training Program – Part I & II. This program helps prepare professionals from the financial industry for the rigorous examinations to obtain the FRM® certification. RMI has successfully conducted this Program bi-annually since 2013 and prepared over 400 participants for the examination that takes place twice a year in May and November. The certification is globally recognized and administered by the Global Association of Risk Professionals (GARP).

EVENTS