McGill Finance

The next instalment of the Tremblant Risk Management Conference is under way. The dates have been set to March 8-11th 2012. A call for papers will be out this fall. The conference will, as in the past, be organized by Peter Christoffersen (now Rotman) and myself. It will yet again be held at the Fairmont Tremblant. Confirmed sponsors so far include the Desmarais Global Finance Research centre, IFM2 and the National Bank of Canada. More news on this follow.

Every other year, when our regular Risk Management conference is not held, we organize a small informal workshop at the Fairmont Tremblant. This year was no exception, although different in that we ended up having more papers presented than usual. In fact we ended up with a total of 16 papers over four days. It was organized jointly by Christian Dorion at HEC, Peter Christoffersen at Rotman and myself. The program can be found here and some photos here.

Gave a talk on risk premia in credit and derivatives markets and took part in a panel discussion on credit risk management in general. The event was organized by PRMIA’s Montreal chapter.

Pictures from the sessions and from the slopes are available here.

The conference took place this past weekend. It was very well received. Photos coming soon.

March 12-14 2010, Peter Christoffersen and I organize a conference on Risk Management at the Mont Tremblant Fairmont Hotel. The program is available here. This year’s event is sponsored by the Desautels Global Finance Centre, IFM2, Gottex Fund Management, Cirano, National Bank, Caisse de Dépôt and CIREQ.

This is the third installment. The previous conferences can be viewed here: 2006, 2008. And here are some photos from the 2008 presentations.

Question from the audience.

Alex David (Calgary) presents "Systemic Risk as Renegotiation Breakdown: The Role of Structured Investment Products".

Alan Bester (Chicago Booth) presents a paper entitled “The Success Probability and Synergies of a Tender Offer via Stock and Option Prices”.