| Nov 30, 2009 NIDA Business School |
Dec 1, 2009 Pullman Hotel |
Dec 2, 2009 Pullman Hotel |
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| 8:30-9:00am | Workshop Registration | 8:30-9:00 am | Conference Registration | 8:30-9:30am | “Fund Management for Defined
Contribution and Defined Benefit
Pension Schemes” Con Keating BrigtonRock Group |
| 9:00-5:00pm | Asset and Liability Management Workshop Gautam Mitra Director, CARISMA, Brunel University, London UK Director, OPTIRISK SYSTEMS, UK Leela Mitra CARISMA, Brunel University, and Katharina Schwaiger CARISMA, Brunel University, (see program detail in workshop flyer) |
9:00-9:30 am | Welcome and Keynote address by President of NIDA and the Dean of NIDA Business School | ||
| 9:30-10:30am | "Modern Portfolio Theory: Recent Developments and New Directions"
Gautam Mitra Director, CARISMA, Brunel University, London UK Director OPTIRISK SYSTEM, UK |
9:30-10:30am | “Coherent Risk Measures and Liquidity Risk” Carlo Acerbi Former Head of Financial Engineering, ABAXBANK, Italy |
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| 10:30-11:00am | Coffee Break | 10:30-11:00am | Coffee Break | ||
| 11:00-12:00am | "Greed, Leverage,and Potential Losses: A Prospect Theory Perspective" Xunyu Zhou Nomura Professor of Mathematical Finance Director, Nomura Centre for Mathematical Finance,Mathematical Institute, Oxford University, UK |
11:00-12:00pm | “Extreme Value Theory Application in Haircut Calculation” Narumon Saardchom, PhD Associate Dean NIDA Business School |
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| 12:00-1:00pm | Network Luncheon | ||||
| 12:00-1:00pm | Network Luncheon | 1:00-2:00pm | “Do Lead Banks Exploit Syndicate
Participants? Evidence from Ex Post Risk” Kamphol Panyakometh, PhD, CFA, FRM Director of MSc in Financial Investment and Risk Management (FIRM), NIDA Business School |
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| 1:00-2:00 pm | "A Liability-Relative Drawdown Approach of Pension Asset Liability Management" |
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| 2:00-3:00 pm | "A New Way to Leverage Kolmogorov-Smirnov Test Statistic for Comparing Credit Scoring Models" Arthur Dryver,PhD Director of International MBA Program, NIDA Business School |
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| 3:00-3:30 pm | Coffee Break | 2:00-3:00pm | “A Bias Reduction Technique for Monte
Carlo Method in Pricing American Style Options” Anukal Chiralaksanakul, PhD, FRM Director of Center of Business Innovation, NIDA Business School |
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| 3:30-4:30 pm | “Parameterization of Algorithmic Trading Methods” Dan Di Bartolomeo CEO, Northfield Information Services, USA |
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| 6:00-8:00 pm | Dinner Talk “Survive the Crisis” Distinguished Prof Dr Thanong Bidaya Former Minister of Finance, THAILAND | 3:00-3:30pm | Coffee Break | ||
| 3:30-4:30pm | Concurrent Session | ||||
| 4:30-5:00 pm | Concluding Remarks by ISTAR and CARISMA Directors | ||||
| Download Program Schedule | |||||
November 30 through December 2, 2009 at
The Pullman Hotel, Bangkok, THAILAND