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Oliver Wyman Financial Risk Management Roundtable Series
The FIC sponsors an annual Risk Roundtable series that focuses each year on emerging issues in risk measurement and management. Co-sponsored with Oliver Wyman & Co. this series brings together leading academics and practitioners who specialize in risk management.
Each year the conference focuses on the risks associated with current market developments and industry trends and looks at innovative financial engineering techniques to manage emerging risks. Various topics have been addressed, including crisis management, market contagion, risk-adjusted performance measurement, global financial risk, and the risks associated with industry consolidation and convergence.
Topics such as the following have been explored:
- The legal implications of measuring and managing global financial risk
- Modeling the probabilities of a "Crash"
- Use of scaling to convert from short- to long-horizon volatility
- Risk transfer mechanisms
- Containing market contagion and crisis management
- Issues in liquidity risk and its management
- Measuring and managing market risk
- Mechanisms for adequate risk-adjusted performance management
- The risks, returns and regulatory implications of consolidation and conglomeration in the financial services sector
- Risk management practices and tools across industries
- Creating value in the life insurance industry
- Innovation and risk management in real estate markets
- Model governance and model validation
- Liquidity risk management in crisis conditions
- Managing credit risk after the sub-prime lending crisis
Proceedings from past roundtables may be found below:
- "Realizing Liquidity Risk: Liquidity Risk Management in Crisis Conditions"
May 15-16, 2008,
Philadelphia
- "Model Governance and Model Validation"
May 31 and June 1, 2007
- Innovation and Risk Management in Real Estate Markets
June 1-2, 2006
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Financial Risk Management in Practice:
The Known, the Unknown and the Unknowable
January 5-7, 2005,
Philadelphia
Creating Value in the Life Insurance Industry
June 3-4, 2004, Philadelphia
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Measuring and Managing the Value of Financial Institutions: Integrating External and Internal Valuations
May 13-14, 2003
Assessing and Managing Operational Risk
April 18-19, 2002
Consolidation, Conglomeration and Convergence
April 19-20, 2001
The Quantification and Trading of Credit Risk
May 4-5, 2000
- "The Measurement and Management of Global Financial Risk"
April 29-30, 1999
Risk Measurement and Management: A Financial Engineering Roundtable
March 6, 1998
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