Meeting 2015-05-27


Meeting Agenda

Could recurrence analysis provide insights to understanding the European sovereign debt crisis?
Presented by Peter Martey Addo, Centre d’ Economie de la Sorbonne

Asset-Liability Modeling in National Pension Plans
Presented by Bob Anderson and Jeff Bohn, State Street Global Exchange

SECURQUAL: An Instrument for Evaluating the Effectiveness of Information Security Programs
Presented by Graham Gal, University of Massachusetts Amherst

Derivative Pricing under Bilateral Counterparty Risk
Presented by Samim Ghamami, UC Berkeley

Fixing Sovereign Debt Restructurings
Presented by Martin Guzman, Columbia University

Fixing Sovereign Debt Restructurings
Paper by Martin Guzman and Joseph E. Stiglitz, Columbia University

Panel on Culture as a Risk Factor: The Culture of Greed
Presented by Joe Langsam, University of Maryland

Panel on Culture as a Risk Factor: The Gordon Gekko Effect: The Role of Culture in the Financial Industry
Presented by Andrew Lo, MIT

Does unusual news forecast market stress?
Presented by Harry Mamaysky, Columbia University

Financial Firms as Going Concerns: What it Takes to Transition from Static Stress Tests to Dynamic Analysis
Presented by Allan Mendelowitz, ACTUS and Willi Brammertz, ACTUS

Gauging Form PF: Data tolerances in regulatory reporting on hedge fund risk exposures
Presented by Phillip Monin, Office of Financial Research

Grey Swans: Fifty Shades of Grey Plausible Stress Testing
Presented by Gary Nan Tie, Mu Risk LLC

Grey Swans: Fifty Shades of Grey Plausible Stress Testing
Paper by Gary Nan Tie, Mu Risk LLC

The Systemic Risk of Benchmarking
Presented by Gustavo Schwenkler, Boston University

Securitization Networks and Endogenous Financial Norms in U.S. Mortgage Markets
Presented by Nancy Wallace, UC Berkeley