Conference postponed to Spring 2021
When
Time is TBD
Where
Lazaridis School of Business & Economics,
64 University Ave W, Waterloo, ON N2L 3C7, Canada

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

 
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DAVID J. BOLDER

Head of Capital and Portfolio Credit Risk
Nordic Investment Bank

CHARLES LEE

Professor of Accounting
Stanford University

MARA FACCIO

Professor of Finance
Purdue University

MICHAEL BRENNAN

Professor Emeritus
UCLA

RAYMOND KAN

Professor of Finance
Rotman School of Management

Cristián Bravo Roman

Associate Professor and Canada Research Chair
University of Western Ontario

YISONG TIAN

Professor of Finance
Schulich School of
Business

XIAOFEI ZHAO

Assistant Professor of Finance

McDonough School of Business

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

 

OUR SPONSORS

PhD in Management logo
University of Waterloo School of Accounting and Finance logo
The Interdisciplinary Research Institute for Mathematical and Statistical Modelling in Scientific Di
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Wilfrid Laurier University Faculty of Science logo

Meet The Team

 

Ranjini Jha 

 

School of Accounting &

Finance,  University of Waterloo

 

Mark Reesor

 

Department of Mathematics

  Wilfrid Laurier University

 

Si Li

 

Lazaridis School of Business and Economics

Wilfrid Laurier University

 

Tony Wirjanto

 

School of Accounting & Finance, & Department of Statistics & Actuarial Science

University of Waterloo

 

Adam Metzler

 

Department of Mathematics

 Wilfrid Laurier University

 

Madhu Kalimipalli

 

Lazaridis School of Business

Wilfrid Laurier University

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