2018中国国际风险论坛即将来袭!

日期:2018-12-04阅读:4542

The 2018 China International Risk Forum is held on December 14-15, 2018 at Zhejiang University in Hangzhou, China.

The forum has an industry panel discussion, 2 industry sessions, and 13 concurrent academic sessions. The topics of industry panel discussion and industry sessions focus on Fintech and digital technologies. All the sessions are held at YuQuan Campus of the Zhejiang University.


会议时间:

2018年12月15日(星期六)

上午8:00—下午17:30


会议地点:

浙江大学玉泉校区邵逸夫科学馆


主办单位:

浙江大学经济学院

浙江大学工程师学院互联网金融分院


协办单位:

浙江大学资产管理研究中心


The 2018 CIRF is generously supported by the Pacific-Basin Finance Journal (PBFJ), the China Finance Review International (CFRI) of Shanghai Jiao Tong University, University of Kentucky, the Global Association of Risk Professionals (GARP), and the Nanyang Business School Forum on Risk Management and Insurance. 


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主讲嘉宾介绍:


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Deborah Lucas (Dr.)

Sloan Professor of Finance at the MIT Sloan School of Management

Director of the MIT Golub Center for Finance and Policy


Dr. Lucas is the Sloan Professor of Finance at the MIT Sloan School of Management and Director of the MIT Golub Center for Finance and Policy. Her current research focuses on developing and applying financial economics to evaluating governments’ real and financial investment activities and their risks. She is also widely published in the fields of asset pricing and corporate finance.

Lucas is a Research Associate at the National Bureau of Economic Research, a term professor at the PBC School of Finance at Tsinghua University and a member of the Shadow Open Market Committee. She serves on advisory boards for the New York Fed, the Urban Institute, and the Census Bureau, on the editorial board of the Annual Review of Financial Economics, and as an associate editor and for the American Economic Journal Policy. She is a board member of the Chicago Mercantile Exchange, and consultant for the OECD.

Previous appointments include chief economist, and subsequently assistant and associate director at the U.S. Congressional Budget Office, member Social Security Technical Advisory Panel, senior staff economist for U.S. Council of Economic Advisers, Professor at the Kellogg School of Management at Northwestern University and co-editor of the JMCB. An expert on federal credit programs, she has testified before the U.S. Congress on Fannie Mae and Freddie Mac, student loans, and strategically important financial institutions.

Debbie received her BA, MA, and a PhD in economics from the University of Chicago.


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SGhon Rhee (Dr.)

K. J. Luke Distinguished Professor of International Banking and Finance

University of Hawaii      

Founding Editor of Pacific-Basin Finance Journal


Dr. Rhee is holding the K. J. Luke Distinguished Professor of International Banking and Finance at the University of Hawaii. He is the managing editor of the Pacific-Basin Finance Journal, a premier academic journal focusing on Asia-Pacific capital markets and financial systems.

Professor Rhee’s main research interests are asset pricing and corporate finance topics in Asian financial markets. His research has been published in numerous academic journals, including: Journal of Finance, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Journal of Accounting and Economics, Journal of Banking and Finance, Journal of Empirical Finance, Financial Management, Journal of Risk and Insurance, etc. He has published over 90 academic papers and edited or authored 18 books on Asian financial markets.

He has served as the president of the Asian Finance Association for a two-year period, 2014-2016. He was the founding president of the Pacific-Basin Financial Management Society, an academic association created to promote academic research on the region’s financial and capital markets. He served as the chairman of the Asian Shadow Financial Regulatory Committee (ASFRC) in 2004-2007, which is charged to identify and analyze developing trends and ongoing events in Asia that may affect the efficiency and safe operation of financial markets and the financial services industry.

Ghon received his BA from Seoul National University Law School, MBA from Rutgers University, and Ph.D. from The Ohio State University.


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Wei (Kevin) Chen (Mr.)

Chief Executive Officer

ZhongAn Technology


Mr. Wei (Kevin) Chen is CEO of ZhongAn Information Technology Service Co., Ltd (ZhongAn Technology), where he is responsible for the overall management of the Company and oversees day-to-day operations at the Company. He is the Deputy Director of the Financial Blockchain Application Committee of China’s FinTech Innovation Alliance.

Kevin has over fifteen years of managerial experience in information technology in the field of insurance. Before joining ZhongAn Technology, Kevin took a managing position in ZhongAn Insurance, Soochow Life Insurance, and Anbang Insurance Group. Kevin has proposed a series of theories centering on the idea of “Financial Innovation Empowered by Technology.” Driving remarkable development in terms of the application of InsurTech and blockchain in the financial sector. Over the past few years, Kevin has been a highly sought-after keynote speaker at major international and domestic summits.

Kevin received his B.S. in computer science and MBA from Fudan University.


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Roger D. Huang (Dr.)

Kenneth R. Meyer Chair in Global Investment Management

Professor, Department of Finance

Mendoza College of Business, University of Notre Dame


Dr. Roger D. Huang is the Kenneth R. Meyer Professor of Global Investment Management.  He has taught global finance in the Executive MBA program and multinational financial management in the MBA program. His areas of research expertise are international financial management and financial market microstructure.

Dr. Huang joined the Notre Dame faculty in 2000 after previously teaching and conducting research at Vanderbilt University, the University of Florida, MIT and Purdue University. He was voted the best teacher in the Executive MBA program four times, as well as the best teacher in the MBA program; he also has received the Teaching Excellence Award on three occasions.

He has written extensively on the subjects of world financial markets and trading. Dr. Huang previously served on the board of Bon Secours Health System Inc., as well as the Nasdaq Review Council, and has received numerous fellowships and grants.

Roger holds a B.S. in Industrial Management from Purdue, as well as master and doctorate degrees in finance from the Wharton School at the University of Pennsylvania.


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Ting Li (Ms., CFA, FRM)

Chief Executive Officer

Yunfeng Financial Group


Ms. Ting Li is the CEO of Yunfeng Financial Group where she is in charge of the group’s overall business strategy and execution. She has more than 18 years of experience in the financial industry. Prior to the Yunfeng Financial Group, Ms. Li had worked for State Street Global Advisors for 14 years, where she held different roles across risk management, investment, product and market development. Most recently, she was the Head of Asia ex Japan.

Earlier in her career, Ms. Li worked for China Construction Bank and Korea Exchange Bank in China. Ms. Li is a Certified Financial Risk Manager and a member of the Professional Risk Managers' International Association and Global Association of Risk Professionals. She has earned the Chartered Financial Analyst (CFA) designation, and is a member of both the Hong Kong Society of Financial Analysts and the CFA Institute.

Ting received her bachelor's degree in finance from Nankai University in China and her Master of Science in finance from the Carroll Graduate School of Management at Boston College.


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Tianyu (Daniel) Lu (Dr., FRM)

Chief Executive Officer

Zhijun Technology


Tianyu (Daniel) Lu is the CEO of Zhijun Technology, a FinTech company specialized in investment research and investment management. Tianyu (Daniel).

Dr. Lu was vice president and director of risk analytics China team for State Street Enterprise Risk Management. His responsibility includes developing, implementing and monitoring of quantitative risk models to measure, monitor and control the credit risks for BAU and stress scenarios; calculating the risk parameters for regulatory capital (RWA), and credit reserves complying with Basel III, IFRS9/CECL, CCAR(U.S. stress test), ECB Stress test and other regulatory requirements. Beyond risk management, he is also a member of State Street (Zhejiang) executive committee, and advising on research of Chinese mutual fund market and project on housing fund withdraw and investment. Prior to relocation from State Street Boston to Hangzhou, Daniel had been in charge of market risk modeling for State Street's hundreds-billion-scale Security Finance Program. With regulatory approval of the usage, the model he developed saves over 10 billion dollars in risk weighted capital.

Daniel holds a B.S. in electronic engineering from Sun Yat-Sun University and a PhD in mathematical finance from SUNY, Stony Brook.


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Shaun Wang (Dr., FCAS)

Professor of Actuarial Science, Division of Banking & Finance

Director of the NBS’s Insurance Risk and Finance Research Center (IRFRC)

Nanyang Business School


Dr. Shaun Wang is Professor of Actuarial Science, in the Division of Banking & Finance, at the Nanyang Business School (NBS), and director of the NBS’s Insurance Risk and Finance Research Center (IRFRC).

Dr. Wang is an internationally renowned expert on quantitative risk modeling and enterprise risk management. He has published over 30 refereed scholarly papers in top actuarial and insurance journals including the ASTIN Bulletin, the Journal of Risk and Insurance, The North American Actuarial Journal, and Insurance: Mathematics and Economics. He has received various international awards His papers also received "most citations" in four leading actuarial and insurance journals. He is the inventor of the "Wang Transform", a widely-cited actuarial formula for pricing risks. He has also served as Editor of the ASTIN Bulletin and editorial boards of several leading journals. He was invited to deliver a Capitol Hill briefing in Washington D.C. on “The Financial Crisis and Lessons for Insurers” on September 29, 2009.

Shaun also received BSc and MSc degrees in Mathematics from Peking University. He received a PhD in Statistics from University of Waterloo, Canada and an MSc in Statistics from University of Saskatchewan, Canada.


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George Xiang (Dr., CFA, FRM)

Professor of Renmin University of China

Chairman, Meizen Technology Ltd.


Professor of Renmin University of China, PhD Advisor, Chartered Financial Analyst, Financial Risk Manager. He is the chairman of Meizeng Technology Ltd. (China) and a senior advisor of Julex Asset Management (USA).

Dr. Xiang was a senior consultant of China Investment Company, the head of quant investment at China Post Hongxin Investment Company, vice president and the head of the global fixed income quant research group at State Street Global Advisor, vice president of Loomis Sayles, a quant research manager of the Conseco Capital management. Dr. Xiang’s research interests include fixed income, stock investments and FinTech.

George received PhD in Mathematics and master in computer science from the Purdue University and master in mathematics from Nankai University.


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Zhihong (Joe) Zhou (Dr.)

CEO, Founder of HY Global

Director and Research Fellow of Lab for Financial Data Analysis 

Beijing Institute of Big Data Research

Peking University


With a Ph.D. in physics and a brief stint in academic, Joe went to Wall Street in 1994 as one of 1st generation Quant. During his productive fifteen years, he has worked as a senior executive and professional trader/portfolio manager for many world class asset managers and trading houses such as SAC, Wellington and etc. His primary experience run from quantitative research and trading, investment strategy and management, to trading and investment management technology. As a seasoned hedge fund manager, he has managed risk capital over 200 million with an investment of up to $1 billion in g11 fx and government bonds. He was systematic with an annual trading volume exceeding $100 billion and lead one of the world's 5 largest FX trading teams in his time.

Joe found a startup HY Global in 2010 to bring China a professional grade investment research and trading technology. In 2017, he launched a new Fintech based company – IE Tech.

Joe holds a B.S. in Physics from Nankai University and a PhD in physics from MIT.


General Schedule:

Time

Activity

Location

8:00-8:30AM

Onsite   Registration

1st   Floor

8:30-8:45AM

Opening/Welcome   Remarks

117

8:45-9:30AM

Deborah Lucas (keynote Speech),   MIT

“Old and New   Thinking about the Role of Stocks in Defined Benefit Pension Plans” 

117

9:30-10:30AM

Industry Panel “Credit   Analytics, Catastrophe Risk and FinTech”

117

10:30-10:50AM

Conference Picture   & Tea Break

1st   Floor

10:50-12:20 AM

Concurrent   Sessions (1st)

Session 1:   Systemic Risk, Leverage, and Correlation

211

Session 2:   Uncertainty

212

Session 3: Banking   and Insurance

204

Session 4: Tail   Risk

205

Session 5: Stock   Return and Trading

206

12:20-14:15 PM

Lunch and Award Ceremony

1st floor

13:20-14:00 PM

Business Meeting   (For invited and interested audience)

211

14:15-15:45 PM

Concurrent   Sessions (2nd)

Session 6:   Volatility and Stock Return

211

Session 7:   Technologies and Corporate Risk Management

204

Session 8: Governance   and Firm Performance

205

Session 9:   Pension, Annuity, and Insurance Contract

206

Session 10:   Industry Sessions I: InvestTech

212

15:45-16:00 PM

Tea Break 

2nd floor

16:00-17:30 PM

Concurrent   Sessions (3rd)

Session 11: Credit   Risk; Credit Default Swap

211

Session 12:   Portfolio Risk and Performance

204

Session   13: Interest, Credit, and liquidity risk

205

Session 14:   Information and Investor belief

206

Session 15:   Industry Sessions II: RiskTech

212


详细议程查看附件:

Agenda


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