Math Finance Seminar Series

Two sides of the same coin: why corporate risk managers and trading risk managers calculate risk differently

Guest Speaker: Dr. Paul Romanelli, Head of Corporate Risk Model Development (CRMD), Wells Fargo Bank

Friday, October 4th @ 4:30
Center City Building Lecture Hall 

Networking to follow in Atrium

 


PAST SEMINARS

A simple and robust approach for ES Estimation in risk management

Guest Speaker: Dr. Tao Pang, Associate Professor & Director of Financial Mathematics Program, Department of Mathematics, North Carolina State University


Theoretical Problems in Credit Portfolio Modeling

Guest Speaker: Professor David X. Li, Professor of Finance, Faculty Co-director of Master of Finance at Shanghai Advanced Institute of Finance (SAIF), Associate Director of Chinese Academy of Financial Research (CAFR) at Shanghai Jiaotong University.


MARKET RISK STRESS TESTING: CONCEPTS AND ISSUES

Guest Speaker: Dr. Keith A. Heyen, Managing Director, Market Risk Analytics Credit & Market Risk Management, Wells Fargo & Co.


Machine Learning for financial modeling

Guest Speaker: Agus Sudjianto, Executive Vice President Head of Model Risk at Wells Fargo & Company


WHAT IS FINTECH?

Guest Speaker: Dr. Yimin Yang, Senior Director at Protiviti, Inc.


Risk Adjusted Pricing for Bank Loans Under Market Interest Rate

Guest Speaker: Dr. Yimin Yang, Senior Director at Protiviti, Inc.


Resume Book & Career Development for M.S. Mathematical Finance Students

Guest Speaker: Ms. Robin Boswell, Dirctor of Graduate Student Career Development

Financial Planning and Management Reporting - Establishing Financial Plans and Measuring Progress

Guest Speaker: Patrick Sullivan, Director Corporate Financial Planning & Analysis (CFP & A)


Global Association of Risk Professionals (GARP)

Guest Speaker: Dr.Lisa PontiVice President - Institutional Outreach The America, Global Association of Risk Professionals (GARP)


Financial and Economic Analysis for Investing in Renewable Energy and Energy Markets

Guest Speaker: David March, Co-Founder and Managing Partner of Entropy Investment Management


Term Auction Facility: The Fed's First Response to the Financial Crisis and Its Effects on LIBOR

Guest Speaker: Dr. Zhenyu Wang


Advances in Fair Lending Modeling

Guest Speaker: Dr. Maia Berkane, Wells Fargo


Counterparty Credit Risk: Measurement and Management

Guest Speaker: Catherine Li, SVP, Bank of America


Model Risk Management in the Current Environment

Guest Speaker: Tony Yang, Director in Financial Risk Management, KPMG LLP, Advisory Service


Introduction to CVA/DVA/FVA

Guest SpeakerJohn Carpenter, Director in Corporate Treasury, Bank of America

Click here to view the presentation.


Quantitative Strategies in the Hedge Fund Industry

Guest Speaker: Lee Slonimsky, Managing Member at Ocean Capital Partners LLC

Click here to view the presentation.


Quantitative Risk Management:  VaR and Others

Guest Speaker: Dr. Roy DeMeo, Wells Fargo

Click here to view the presentation.


Portfolio Alpha from Unique Relative Strength Rotation

Guest Speaker: Mathew Verdouw, Global CEO/Founder of Market Analyst Software

Click here to view the presentation.


Incorporating Macro-economic Shocks in Regulatory Capital Stress Testing

Guest Speaker: Dr. Steven Zhu, Bank of America


Math Finance Application in Corporate Investments Technology

Guest Speaker: Bryan Porter, Director, Global Funding & Investments Technology

Click here to view the presentation.


Credit Portfolio Management:  Old Challenges and New Opportunities

Guest Speaker: Randy Miller Head of Enterprise Credit Portfolio Analytics, Global Portfolio Strategies at Bank of America

Click here to view the presentation.


Value-at-Risk:  Market Risk Modeling

Guest Speaker: Han Zhang, Director, Head of Risk Analytics at Wells Fargo Bank

Click here to view the presentation.