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]

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.

Centre for Financial Engineering, The Chinese University of Hong Kong


Centre for Financial Engineering,
4th Floor, Academic Building No. 1,
The Chinese University of Hong Kong,
Sha Tin, Hong Kong
Tel: +852 3943 9561