Speaker : Paul Embrechts (ETH Zurich)
Date : November 19, 2011 (Saturday)
Venue : Lecture Theater D, Academic Concourse, Hong Kong University of Science and Technology
Lecture : 3:45pm – 4:45pm
Drinks Reception : 4:45pm – 5:30pm
Inquiry : hkqf_help@[NO-SPAM]se.cuhk.edu.hk
ABSTRACT: The Financial Crisis: some remarks on volume and product complexity. Financial Regulation: Quo Vadis? The three dimensions of Quantitative Risk Management (QRM). Some relevant tools from QRM: Examples. The role of Financial Engineering and Mathematics going forward . “Warnings!” and “Lessons Hopefully learned?”. Some general RM guidelines. Some comments on current issues.
BIOGRAPHY: Paul Embrechts is Professor of Mathematics at the ETH
Zurich specialising in actuarial mathematics and quantitative risk
management. Previous academic positions include the Universities of
Leuven, Limburg and London (Imperial College). Dr. Embrechts has an
Honorary Doctorate from the University of Waterloo and Heriot-Watt
University, Edinburgh. He is an Elected Fellow of the Institute of
Mathematical Statistics, Actuary-SAA, Honorary Fellow of the Institute
and the Faculty of Actuaries, Corresponding Member of the Italian
Institute of Actuaries, Member Honoris Causa of the Belgian Institute of
Actuaries and is on the editorial board of numerous scientific
journals. He belongs to various national and international research and
academic advisory committees. Dr. Embrechts consults on issues in
quantitative risk management for financial institutions, insurance
companies and international regulatory authorities.
