Fourteenth Annual Risk Management Conference
Fourteenth Annual Risk Management Conference
This international conference will provide a platform for policy makers, regulators, industry executives, and researchers from academia and industry to enhance their risk management techniques, explore the latest investment strategies and manage the fundamental regulatory changes in the financial sector. The conference will feature a policy forum where the focus of talks will be on policy initiatives, regulatory changes and industry developments. The second part of the conference is a scientific program where researchers will present on recent theoretical developments, analytical techniques and empirical findings in the field of risk management. A pre-conference workshop on Credit Portfolio Management will be organized in collaboration with the International Association of Credit Portfolio Managers.
Agenda
| For the Pre-conference Workshop Agenda Click: |
| For the Fourteenth Annual Risk Management Conference Agenda Click: |
Keynote Speaker
Darrell Duffie
Adams Distinguished Professor of Management and Professor of Finance
Graduate School of Business, Stanford University
Prof. Darrell Duffie
Adams Distinguished Professor of Management and Professor of Finance
Graduate School of Business, Stanford University
Darrell Duffie is the Adams Distinguished Professor of Management and Professor of Finance at Stanford University’s Graduate School of Business. He is also Professor (by courtesy) in the Department of Economics, Senior Fellow of the Stanford Institute for Economic Policy Institute, and Senior Fellow (by courtesy) of the Hoover Institution at Stanford University.
Duffie is a Fellow of the Econometric Society, a Research Associate of the National Bureau of Economic Research, and a Fellow of the American Academy of Arts and Sciences. He was the 2009 president of the American Finance Association. From 2008 to 2018, Duffie was a member of the board of directors of Moody’s Corporation. He currently serves as an independent member of the shareholder board of Dimensional Funds. From 2013-2017, Duffie chaired the Financial Stability Board’s Market Participants Group on Reference Rate Reform. He served as project advisor to the G30 Working Group on Digital Currencies. With Dr. Elizabeth Economy, he co-directs the Hoover Institution Working Group on China’s Digital Currency and Electronic Payment System. Duffie chairs the International Advisory Panel of Risk Management Institute, National University of Singapore, and is a Senior Fellow of the Asian Bureau of Finance and Economics Research.
Duffie’s research focus is the design and regulation of financial markets. His books include How Big Banks Fail (Princeton University Press, 2010), Measuring Corporate Default Risk (Oxford University Press, 2011), Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets, (Princeton University Press, 2012), and Fragmenting Markets, Post-Crisis Bank Regulations and Financial Market Liquidity (de Gruyter, forthcoming).
Plenary Speakers
Zhiguo He
Fuji Bank and Heller Professor of Finance and Jeuck Faculty Fellow
Booth School of Business, University of Chicago
Prof. Zhiguo He
Fuji Bank and Heller Professor of Finance and Jeuck Faculty Fellow
Booth School of Business, University of Chicago
Zhiguo He is a Chinese financial economist serving as the Fuji Bank and Heller Professor of Finance at the University of Chicago Booth School of Business, where he has taught since 2008. He serves as the Director of Becker Friedman Institute China and Co-Director of the Fama-Miller Center. He is also a research associate at the National Bureau of Economic Research, member of the academy committee at the Luohan Academy, and special-term Alibaba Foundation Professor of Finance at Tsinghua University. He earned his Ph.D. from the Kellogg School of Management at Northwestern University.
Dacheng Xiu
Professor of Econometrics and Statistics
Booth School of Business, University of Chicago
Prof. Dacheng Xiu
Professor of Econometrics and Statistics,
Booth School of Business, University of Chicago
Dacheng Xiu is Professor of Econometrics and Statistics at the University of Chicago Booth School of Business. His current research focuses on developing machine learning solutions to big-data problems in empirical finance. Xiu’s work has appeared in the Journal of Finance, Review of Financial Studies, Econometrica, Journal of Political Economy, the Journal of the American Statistical Association, and the Annals of Statistics. He is a Co-Editor for the Journal of Financial Econometrics, an Associate Editor for the Review of Financial Studies, Journal of Econometrics, Management Science, Journal of Business & Economic Statistics, etc. He has received several recognitions for his research, including the Fellow of the Society for Financial Econometrics, Fellow of the Journal of Econometrics, the AQR Insight Award, and the Swiss Finance Institute Outstanding Paper Award. Xiu earned his PhD and MA in applied mathematics from Princeton University.
Xunyu Zhou
Liu Family Professor of Financial Engineering and Director, Nie Center for Intelligent Asset Management
Columbia University
Prof. Xunyu Zhou
Liu Family Professor of Financial Engineering and
Director, Nie Center for Intelligent Asset Management Columbia University
Xunyu Zhou is the Liu Family Professor of Financial Engineering and the Director of Nie Center for Intelligent Asset Management at Columbia University. He was the Nomura Professor of Mathematical Finance at University of Oxford and Choh-Ming Li Professor of Financial Engineering at the Chinese University of Hong Kong before joining Columbia in 2016.
His research covers stochastic control, dynamic portfolio selection, asset pricing, behavioral finance, and time inconsistency. Currently his research focuses on continuous-time reinforcement learning and applications to optimization broadly and to wealth management specifically. He is a recipient of the Wolfson Research Award from The Royal Society, the Outstanding Paper Prize from SIAM, the Alexander von Humboldt Research Fellowship, and the Croucher Senior Research Fellowship. He was a Humboldt Distinguished Lecturer at Humboldt University and an Archimedes Lecturer at Columbia. He is both an IEEE Fellow and a SIAM Fellow.
Xunyu Zhou received his PhD in Operations Research and Control Theory from Fudan University in 1989.
Invited Speakers
Ron Anderson
Professor of Finance, London School of Economics
Prof. Ron Anderson
Professor of Finance, London School of Economics
Ron Anderson is a Professor of Finance at the London School of Economics and a member of the Financial Markets Group at LSE. He is a fellow at the CEPR in the financial economics program and a principal investigator in the Systemic Risk Centre an ESRC research centre. As Deutsche Bank Professor of Finance from 2002 to 2012 he was responsible for the organization of LSE’s MSc Risk and Finance.
He has broad interests in the field of financial economics. In recent years much of his theoretical work has centred upon dynamic corporate finance “Corporate Liquidity and Capital Structure” Review of Financial Studies (with A. Carverhill) 2012, “Financing and Corporate Growth under Repeated Moral Hazard, Journal of Financial Intermediation (with K. Nyborg, 2011)), Agency, Firm Growth and Managerial Turnover (with C. Bustmante S. Guibaud and M. Zervos), Journal of Finance (2018), and “Cash Holding and Control-oriented Finance”, (with Malika Hamadi), Journal of Corporate Finance. (2016).
Ron has an active interest in financial institutions. In this field he carried out a study of finance in ex-communist countries (R. Anderson and C.Kegels Transition Banking: The Financial Development of Central and Eastern Europe. Oxford University Press 1998). Since 2016 he has worked on Chinese debt capital market with a particular focus on the relation of credit risk to enterprise reform and local public finance.
Kan Chen
Deputy Director (Industry), NUS RMI and Professor (Practice Track), NUS RMI and Department of Mathematics
Prof. Kan Chen
Deputy Director (Industry), NUS RMI and Professor (Practice Track), NUS RMI and Department of Mathematics
Prof. Chen Kan is Deputy Director for Industry at RMI and Professor (practice track) with RMI and the Department of Mathematics.
He was a Portfolio Manager at Capstone (2015- 2018) and World Quant (2013-2015), trading systematic equity strategies. Before that he was an Executive Director at JP Morgan’s global equity prop trading desk. While at JP Morgan, he managed the quantitative principal strategy (QPS) group running multiple strategies in global markets. He moved to CreditEase (Beijing) in 2018, managing CreditEase's capital market FoF business as well as developing quantitative strategies for trading Chinese equity markets.
Before moving to the financial industry, he was assistant/(tenured) associate professor in NUS in 1992-2006, teaching computational science and physics. He also held administrative positions in NUS as Acting Head/Deputy Head of the Department of Computational Science and Deputy Director of the Institute for Mathematical Sciences. He got his BSc in Physics from University of Science and Technology of China in 1983 and his PhD in Physics from Ohio State University in 1988. He has published papers in top journals such as Nature and Physical Review Letters.
Vincent Choo
Chief Risk Officer, Group Risk Management, Oversea-Chinese Banking Corporation
Mr. Vincent Choo
Chief Risk Officer, Group Risk Management, Oversea-Chinese Banking Corporation
Mr Vincent Choo Nyen Fui was appointed Head of Group Risk Management on 1 August 2014. As Chief Risk Officer, he covers the full spectrum of risk, including Credit, Technology and Information Security, Liquidity, Market and Operational risk management. He reports jointly to both Group CEO and the Board Risk Management Committee of OCBC Bank. Mr Choo joined OCBC Bank from Deutsche Bank AG where his last appointment was Managing Director and Chief Risk Officer for Asia Pacific. In his 20 years at Deutsche Bank AG, he served in a number of senior roles including Head of Market Risk Management for Asia Pacific, with additional responsibilities for Traded Credit Products, and Head of New Product Approval for Asia. He holds Master of Arts in Economics from University of Akron.
Christine Chow
Executive Director, Global Head of Strategic Governance Advisory & ESG Integration, IHS Markit
Dr. Christine Chow
Executive Director, Global Head of Strategic Governance Advisory & ESG Integration, IHS Markit
Christine is responsible for IHS Markit’s Strategic Governance Advisory and ESG Integration. She has 24 years’ experience in investment management, research & consulting, with a focus on ESG, technology and sustainability. Before joining IHS Markit, she was Global Technology lead and Head of Federated Hermes Stewardship in Asia and global emerging markets.
Her PhD thesis on responsible investment was short-listed for a United Nations award in Sweden for industry relevance and academic excellence. She is a Board Member of the International Corporate Governance Network (ICGN), an organization led by investors responsible for assets under management in excess of $US 54 trillion. She was appointed an honorary adviser to the Financial Reporting Council (FRC) Hong Kong in April 2021.
She was a Member of Court and Investment Committee of the London School of Economics (LSE) (2015-2021), a member in the Data Governance Task Force of the UK All Party Parliamentary Group (APPG) on Artificial Intelligence (2018 – 2021) and an Adjunct Professor in Finance at the Hong Kong University of Science and Technology (2014 - 2016).
She was named as one of the top 30 Inspirational Women in the City of London. In 2020, she won the Finance Monthly Women in Finance Award as the Investment Management Leader of the Year (Asia).
Christine is a graduate of the London School of Economics and the University of Melbourne. She completed an executive education course on financial engineering at Stanford University. She was an Adjunct Professor in Finance at the Hong Kong University of Science and Technology (2014–2016).
Peter Giger
Group Chief Risk Officer, Zurich Insurance Group Ltd
Mr. Peter Giger
Group Chief Risk Officer, Zurich Insurance Group Ltd
Peter Giger has extensive experience in insurance and reinsurance, including in areas of finance, risk, strategy, underwriting and regulatory management. Prior to being appointed as Zurich’s Group Chief Risk Officer and member of the Executive Committee, effective October 1, 2019, he served for four years from 2014 to 2018 as the head of the Swiss Financial Market Supervisory Authority FINMA’s insurance division. During that time he also served as FINMA’s deputy CEO and a member of its executive team. While at FINMA he represented Switzerland in international organizations, instituted standard operating procedures and guidelines, and was instrumental in consolidating Swiss Solvency Test modeling. From 2002 to 2014 he held executive leadership roles at Zurich, including CFO General Insurance from 2010 to 2014. Prior to that he headed Structured Finance at Swiss Re from 1999 to 2002. Mr. Giger began his career at Zurich, holding a series of management positions between 1992 and 1999.
Peter Giger became a member of the Swiss Federal Institute of Technology (ETH) Risk Center’s advisory board in February 2020. He has been a member of the CRO Forum since October 2019.
Mr. Giger has a doctorate in business administration from the University of Zurich, and a master’s degree in business administration, specializing in IT, from the University of St. Gallen.
Wesley Kong
General Manager, Capital Market Division, Sino-Ocean Capital
Dr. Wesley Kong
General Manager, Capital Market Division, Sino-Ocean Capital
Wesley Kong, was appointed as a Deputy General Manager of the Sino-Ocean Capital, a leading Real-Estate fund management company and an outstanding alternative-asset management company in China, and has been the General Manager of Capital Market Division of the Company since April 2021.
Dr. Kong has nearly 20 years of global capital market experience specializing in equity market, fixed income, global marco trading and structured products, etc. Prior to join Sino-Ocean Capital, he has hold position in Haitong International Securities, Penghua Fund, Bear Stearns. Dr. Kong holds a Doctorate Degree in Finance from Pennsylvania State University, a Bachelor Degree in International Economics from Peking University.
Robert Mainprize
Managing Director, Risk Management, Temasek
Mr. Robert Mainprize
Managing Director, Risk Management, Temasek
Robert (Bob) Charles Mainprize joined Temasek in January 2017 and is currently Managing Director, Risk Management.
Bob was most recently Chief Risk Officer, Asia Pacific of Barclays Bank PLC, a role he assumed in 2000. He was a member of the Group Credit Committee, Asia Pacific Executive Committee and Chairperson of the Asia Pacific Underwriting and Distressed Asset Trading approval committees. Prior to his appointment in Singapore, Bob was the Global Head of Sovereign and Financial Institution and Contingent Risk Management for Barclays in London.
Bob worked for the Barclays Group in the Americas and Europe, as well as in Tokyo and Singapore. He held a number of senior management positions in the banking, trading and risk management areas of Barclays.
Bob is a Distinguished Fellow of The Institute of Banking and Finance (Singapore). He graduated with Honours from the University of Exeter (England) with a Bachelor’s degree in Economics and Politics and has also been awarded a Banking Diploma by The Chartered Institute of Bankers (England and Wales).
Lutfey Siddiqi
Adjunct Professor, NUS RMI
Mr. Lutfey Siddiqi
Adjunct Professor, NUS RMI
Lutfey Siddiqi is an Adjunct Professor at RMI, having been a part-time member of the faculty since the inception of the institute. Until May 2016, he was a Managing Director and member of the global executive committee for FX, Rates and Credit at UBS Investment Bank with responsibility for emerging markets. In addition, he was a member of the UBS Group Sustainability Council, the Investment Bank Innovation Board, and a designated ‘opinion leader’ contributing to cross-divisional whitepapers and media outreach.
Lutfey is a member of the Global Agenda Council on Financing and Capital at the World Economic Forum (WEF), focusing on inclusive finance, FinTech, and capital markets in emerging economies. A former board member of CFA Singapore, Lutfey has an MSc (Econ) from the London School of Economics. He was honoured as a Young Global Leader in 2012 by the WEF where he contributes regularly as a program panelist and an author.
Teck Long Tan
Chief Risk Officer, The Development Bank of Singapore Limited
Mr. Teck Long Tan
Chief Risk Officer, The Development Bank of Singapore Limited
Tan Teck Long is appointed Chief Risk Officer of DBS Group since July 2018. Prior to this, he was the Group Head responsible for the bank’s corporate banking and financial institutions franchise globally. Teck Long has more than 25 years banking experience spanning corporate banking, investment banking and risk management. Between 2011 to 2015, Teck Long was the Head of Institutional Banking Group (China) based in Shanghai.
Teck Long is a CFA charter holder as well as a Fellow Chartered Accountant of Singapore. Teck Long serves as the Supervisor of the Board of DBS Bank (China) Limited. He is also a member of the Management Board of the Risk Management Institute at the National University of Singapore.
David Turkington
Senior Managing Director, Head of Portfolio and Risk Research, State Street Associates
Mr. David Turkington
Senior Managing Director, Head of Portfolio and Risk Research, State Street Associates
David Turkington is Senior Managing Director and Head of Portfolio and Risk Research at State Street Associates. His team is responsible for research and advisory spanning asset allocation, risk management and quantitative investment strategy. Mr. Turkington is a frequent presenter at industry conferences, has published research articles in a range of journals, and led the development of State Street’s systemic risk and turbulence indicators. He is also co-author of the book A Practitioner’s Guide to Asset Allocation. His research has received the 2013 Peter L. Bernstein Award, four Bernstein-Fabozzi/Jacobs-Levy Outstanding Article Awards, and the 2010 Graham and Dodd Scroll Award. Mr. Turkington graduated summa cum laude from Tufts University with a BA in mathematics and quantitative economics, and he holds the CFA designation.
Organizing Committee:
- Kan CHEN (National University of Singapore)
- Yi-Chun CHEN (National University of Singapore)
- Min DAI (National University of Singapore)
- Yeneng SUN (National University of Singapore)
In Partnership with
Supported By
For other enquiries, please contact:
Pre-conference Workshop
Ms. Jaslin Chong at rmicsh@nus.edu.sg or 6516 8497
Fourteenth Annual Risk Management Conference
Ms. Shivani Nakhare at rminsr@nus.edu.sg or 6601 1065