4th Tremblant Risk Management Conference

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.

PRMIA Basel III and Liquidity event

PRMIA hosted an event on Basel III and Liquidity on May 11th at the Ernst and Young offices. It was very well attended with numbers approaching 200 in Montreal and Quebec city. Presentations are available online on the event page.

Tremblant workshop

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.

PRMIA Credit risk event

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.

G20 – Radio Canada

I provided commentary on issues like financial transaction taxes, short sale restrictions and the like. Links to audio snippets can be found here (in French).

Canadian Banks

I commented on the results for Canadian Banks on Radio Canada RDI Economie (video in French).

SIFR

I visited the Swedish Institute for Financial Research (SIFR) for a month during April / May as the Olof Stenhammar visiting professor. During my stay, I presented “The cost of financial distress and the timing of default” at the institute and gave a talk on structured credit and risk premia at Nasdaq – OMX in Stockholm.

Credit Panel

I spoke at a panel on Canadian credit markets.

Photos from Tremblant Conference

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

2010 McGill / IFM2 Risk Management Conference March 11-14, Mont-Tremblant

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

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I will post on finance-related events and research in which I am involved. More details about myself - papers, cv and so on can be found on the "About me" page. Forasizo Inc. is my corporation.