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 Hongo
Kiguchi Building 4F,
Hongo 1-34-3,
Bunkyo-ku,
Tokyo 113-0033,
Japan
Tel: + 81-3-5805-6070
Fax: + 81-3-5805-6065 | | |
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Date: |  | September
19, 2001 |  | Location: |  | Nippon
Kaiun Club (Nagatacho)
Tokyo, Japan |  |
"
The
concept and scope of risks that risk managers must consider in order to avoid
maximum loss has broaden with the advancement of VaR. The focus has shifted
from mere statistical-mathematical calculations to the holistic treatment of
enterprise-wide risk with which a company can reduce or transfer risk and increase
its risk-adjusted return on capital. Driven by the increasingly complex financial
environment, risk practitioners must continually stay abreast of the constant
refinement and improvement of risk management techniques. The conference aims
to provide risk professionals in financial institutions with the standards that
represent best practice in the industry. Delegates will be acquiring and taking
back with them knowledge of the practices that other risk professionals have
successfully employed within their own institutions. Moreover, the conference
will be balanced with presentations from prominent researchers on the latest
theoretical developments. Don't miss the opportunity to attend the leading risk
management forum in Japan! |
Executive Speakers include:
 | Dresdner
Kleinwort Wasserstein:
Ansgar Herkert, Director, Risk Control |  | Goldman
Sachs (Japan) Ltd:
Naoki Kamiyama, CFA, Vice President, Quantitative Research, Investment Research
Dept. |  |
The Kamakura Corporation:
Dr. Donald R. van Deventer, President |  |
Morgan Stanley Japan Limited:
Yuji Morimoto, Vice President, Fixed Income Division |  |
MTB Investment Technology Institute Co., Ltd.:
Hidetoshi Nakagawa, Researcher |  |
NLI Research Institute:
Shuji Tanaka, Executive Research Fellow, Financial Research Group |
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Swiss Re Capital Markets (Japan) Ltd.:
Atsuhito Sakai, President |  |
UFJ Holdings, Inc.:
Kenji Fujii, Deputy General Manager, Risk Management Department |
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Topics include:
 | New
Trends in Firmwide Risk Management |  | Application
of Extreme Value Theory for Risk Management |  | Portfolio
Risk Management |  | The
New Basle Accord and its Potential Impact
|  | Effectively
Implementing Risk Management Systems |  | A
New Paradigm of Risk Management Model from a Mathematical Point of View |
 | Integration
of Credit Risk & Market Risk Toward Asset/Liability Management |
 | Integrated
Capital & Risk Managment: Concept and Applications |

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