Wilfrid Laurier University and the University of Waterloo will be hosting an academic conference on “Recent Advances in Financial Risk Management” on June 18 and 19, 2020. The two-day conference features an academic workshop, a PhD Panel session and a full-day seminar event.
The conference theme is timely because it will help reflect and evaluate the lessons from the crisis and post-crisis regulation, a decade later. The overall goal of the conference is to promote research and enhance learning in the field of financial risk management. The 2007-2009 financial crisis demonstrated that mismanagement of financial risks can have large-scale global economic repercussions. The Dodd-Frank Act created post-financial crisis therefore focused on promoting stability and transparency in the financial system, and protecting consumers from abusive financial services practices.
The proposed conference will address issues on credit risk and risk management in banking, corporate risk management, financial derivatives and portfolio optimization. Questions addressed by the conference speakers relate to the measurement and management of risks in the post-financial crisis economy and include: How to measure default risk in a portfolio of loans? How do revolving doors affect firms’ risks? How do labour risks affect bank risks?
The conference has two broad objectives. Firstly, the conference will enable knowledge mobilization and learning for graduate students, academics and practitioners in risk management that span multidisciplinary fields including finance, financial mathematics, financial economics, actuarial science and financial accounting. We expect attendees to include students and faculty from several local universities and the practitioner community in Toronto and Kitchener-Waterloo corridor.
Secondly, the conference will honor Professor Phelim Boyle’s ground-breaking contributions to public policy and practice within the field of financial risks, as he will be retiring from WLU in June 2020. Over a long and distinguished academic career that has spanned nearly five decades, Boyle has made outstanding contributions in a number of fields in finance.
Overall, the conference will provide the current and next generation of finance researchers with insight into critical issues in financial risk management and honour a distinguished academic, Professor Boyle whose seminal research has influenced financial risk management in academia and financial practice.
SPEAKERS
Cristián Bravo Roman
Associate Professor and Canada Research Chair
University of Western Ontario
SCHEDULE
Thursday, June 18th, 2020
10 am - 5:30 pm
Lazaridis Hall (LH3094)
Wilfrid Laurier University
To learn more about what to expect at Recent Advances in Financial Risk Management Conference, take a look below at the full schedule. We’re happy to answer any questions you have regarding specific activities, event timing or any other inquiries.
REGISTRATION
10 am - 12 pm
The registration table will be located on the 1st floor of Lazaridis Hall
LUNCH
11 am - 12 pm
Lunch will occur on the 1st floor atrium of Lazaridis Hall
WORKSHOP
12 pm - 3 pm
LH3094
Facilitated by David J. Bolder
Topic: Recent developments in Credit Risk
Coffee Break at 1:30 pm
CONFERENCE RECEPTION
3 pm - 4 pm
In the atrium on the main floor of Lazaridis Hall
PHD PANEL
4 pm - 5:30 pm
LH3094
Topic: Recent Methodologies and Emerging Research Areas in Finance
Panel member:
Professor Charles Lee, Stanford University
Professor Mara Faccio, Purdue University
Professor Patricia O'Brian, University of Waterloo
Friday, June 19th, 2020
9 am - 5:30 pm
Lazaridis Hall (LH3094)
Wilfrid Laurier University
REGISTRATION
8 am - 9 am
1st Floor of the Lazaridis Hall
The registration table will be located on the 3rd floor of Lazaridis School of Business and Economics by the elevator.
WELCOME REMARKS
9 am - 9:30 am
LH3094
Dean of Lazaridis School of Business
Director, School of Accounting and Finance, University of Waterloo
Chairperson, Department of Actuarial Science, University of Waterloo
MORNING SESSION
9:30 am - 12:30 pm
LH3094
Michael Brennan, UCLA
Topic: Option Payoffs, Disagreement and Returns.
Charles Lee, Stanford University
Topic: ELPR: A New Approach to Measuring the Riskiness of Commercial Banks ( co-authored with Yanruo Wang and Qinlin Zhong).
Coffee Break at 11 am
Mara Faccio, Purdue University
Topic: Exposing Revolving Doors in Executive Branch Agencies” (co-authored with Logan Emery.
LUNCH
12:30 pm to 2 pm
1st Floor Atrium of Lazaridis Hall
Lunch Talk by Professor Phelim Boyle
AFTERNOON SESSION
2:00 pm - 5:30 pm
LH3094
Raymond Kan, University of Toronto
Topic: In-sample and Out-of-sample Sharpe Ratios of Multi-factor Asset Pricing Models” (with Xiaolu Wang and Xinghua Zheng).
Yisong Tian, York University
Topic: Executive stock options and corporate hedging decisions: Theory and empirical evidence
Coffee Break
Xiaofei Zhao, Georgetown University
Topic: Do bankers matter for main street? The financial intermediary labour channel
CLOSING REMARKS
5:30 pm
LH3094
Director of PhD/MSc Management Programs
Meet The Team
Tony Wirjanto
School of Accounting & Finance, & Department of Statistics & Actuarial Science
University of Waterloo
