The Mathematics in Finance Workshop and Conference Center at the Courant Institute (NYU) is pleased to announce a forthcoming conference on the Future of Risk Management.

Time: November 13, 2009, starting at 8:30 a.m. Venue: Courant Institute (NYU), 251 Mercer St, Room 109

Speakers and Panelists: Ken Abbott, Morgan Stanley Steve Allen, Courant Institute Richard Bookstaber Aaron Brown, AQR Christine Cumming, New York Fed Robert Engle, NYU Stern Business School Petter Kolm, Courant Institute William Morokoff, Standard & Poor's Brian Peters, New York Fed Lesley Rahl, Capital Market Risk Advisors Matthew Richardson, NYU Stern Business School Marc Saidenberg, New York Fed Anurag Saksena, Freddie Mac Til Schuermann, New York Fed

Program Highlights: •Lessons drawn from past failures regarding model use, risk measurement and control •The importance of macro risk management, systemic risk management, macro prudential supervision •The importance and impact of industry wide stress tests •Desirable and probable changes in Basel standards •What firms need for their own risk management vs. what will be imposed upon them •Lessons from and responses to key documents concerning the crisis, such as the Turner Review, the CRPMGIII recommendations for containing systemic risk, the Group of Thirty project on financial reform, recommendations from the Financial Stability Forum, the Institute of International Finance Committee on Market Best Practices recommendations •The role of the risk management function in compensation management

Information and Registration: For more information and registration please see http://www.cims.nyu.edu/~mathfcon/index.php/upcoming-events/nov13-2009

For any other questions or inquiries, send e-mail to mathfcon@cims.nyu.edu