Cass Business School and the Capco Institute are pleased to cordially invite you to attend the second annual conference of the Cass-Capco Institute Paper Series on Risk. The event will be held at the Cass Business School in London (106 Bunhill Row, London EC1Y 8TZ) on the 6th of April, 2009.

If you wish to attend this event please send an email to editor@capco.com

The organizers would like to request that you kindly share this announcement with as many colleagues/contacts as possible. We appreciate your help in making sure that this event is successful.

Kindly note that precedence is given to academics and financial executives

Agenda

8:20 - 8:30 - Chairman’s welcome speech – Rudi Bogni, Chairman, Board of Editors, Journal of Financial Transformation, and Former Chairman, UBS Private Bank

8:30 - 8:40 - Welcome Speech - Richard Gillingwater, Dean, Cass Business School

8:40 - 8:50 - Welcome Speech - Rob Heyvaert, Founder and CEO, Capco

8:50 - 9:50 - Cost of Fraud
Chairman – Eilis Ferran, Professor of Company and Securities Law, Co-Director, Centre for Corporate and Commercial Law (3CL), Law Faculty, University of Cambridge
Presenter - David Hand, Professor of Statistics, and Head of the Statistics Section, Department of Mathematics, Imperial College, and President, The Royal Statistical Society
Panelists - Chizu Nakajima, Director, Centre for Financial Regulation and Crime, Cass Business School

9:55 - 10:55 - Future of financial innovation
Chairman – Andrew Hilton, Director, Center for the Study of Financial Innovation (CSFI)
Presenter - John Whalley, William G. Davies Professor of International Trade and Co-Director, Centre for the Study of International Economic Relations, Department of Economics, University of Western Ontario, and Coordinator, Global Economy Group, CESifo
Panelists – Riccardo Rebonato, Global Head of Market Risk and of Quantitative Analytics, RBS, Visiting Lecturer, OCIAM, Oxford University, and Adjunct Professor, Tanaka Business School, Imperial College

10:55 - 11:25 Coffee Break

11:25 - 12:25 - Misjudgments of risk
Chairman – Shahin Shojai, Global Head of Strategic Research, Capco, Director, Capco Institute, Editor, Journal of Financial Transformation, and Director, Cass-Capco Institute Paper Series on Risk
Presenter - D. Sykes Wilford, W. Frank Hipp Distinguished Chair in Business Administration, The Citadel, and President, SPS Holdings
Panelists - Andrew Aziz, Executive Vice President – Risk Solutions, Algorithmics
David Clark, Member, Board of Editors, Journal of Financial Transformation, and former senior advisor, FSA

12:25 - 1:25 - Buffet Lunch

1:25 - 2:25 - Risk and liquidity in structured credit markets
Chairman - John Taysom, Member, Board of Editors, Journal of Financial Transformation, and Director, Tideway Systems
Presenter - Alistair Milne, Reader in Banking, Member of the Centre for Banking Studies, Cass Business School, and Co-Director , Cass-Capco Institute Paper Series on Risk
Panelists – Ian Bell, European Head of Structured Finance Ratings, Standard & Poor's
Rick Watson, Managing Director and Head, European Securitisation Forum

2:30 - 3:30 - Operational risk
Chairman – Mitchel Lenson, Member, Board of Editors, Journal of Financial Transformation, Partner, Olivant, and Former Group Head of IT and Operations, Deutsche Bank
Presenter - ManMohan Sodhi, Professor in Operations Management, Subject Leader Operations Management & Quantitative Methods, Cass Business School, and Co-Director, Cass-Capco Institute Paper Series on Risk
Panelists – Martin Slumbers, MD, Global CIO of Investment Banking Operations, Deutsche Bank AG
Derek Taylor, Managing Principal, Capco

3:30 - 4:00 - Coffee Break

4:00 - 5:00 - Economic risk
Chairman – Norbert Walter, Member, Board of Editors, Journal of Financial Transformation, Managing Director, Deutsche Bank Research / Economics, and Group Chief Economist, Deutsche Bank Group
Presenter - Michael R. Wickens, Professor of Economics, University of York and Cardiff Business School
Panelists – Francesco Caselli, Professor of Economics, London School of Economics & Political Science

5:00 - 5:45 - Keynote Address
                    Thomas C. Wilson, Chief Risk Officer, Allianz SE

5:45 – 6:00 - Chairman’s closing remarks

6:00 – 7:30 – Cocktail reception