Just Some Of The Leading Financial Minds Who Spoke At The World's Largest Risk Management Conference in 2012...

Stuart Lewis has been Deutsche Bank AG’s Chief Risk Officer and a Member of its Management Board and Group Executive Committee since June 2012. His responsibilities include Credit Risk Management, Market Risk Management and Operational Risk Management. In addition he serves as a director on the board of various subsidiaries of Deutsche Bank.  Stuart was appointed Chief Risk Officer for CIB in March 2011 and he was also the Deputy Chief Risk Officer of Deutsche Bank. Before assuming these functions, Stuart held the role of Chief Credit Officer since December 2006. He was previously Global Head of Loan Exposure Management Group (LEMG) since July 2005. Prior to this, from July 2003, Stuart headed the European function of LEMG.  Stuart's history with Deutsche Bank includes the roles of Deputy Chief Credit Officer of CIB within Credit Risk Management and a member of the Group Risk Committee. Stuart has previously been Chief Credit Officer for Asia and a member of the Bank's Group Credit Committee from 1996 to 1998.

Richard joined Citibank in June 2008 as Chief Risk Officer for the Institutional Clients Group (which covers Markets, Securities and Banking and Alternative Assets). He is based in London and runs a global team of 1250 risk personnel. Prior to joining Citi, Richard was the Deputy and Co-Chief Risk Officer of Deutsche Bank AG for eight years. Prior to that, Richard spent over eighteen years with JP Morgan, working in London, Sydney, Brussels and New York. After trading for thirteen years, he moved into Risk Management from 1993 onwards. In 1995, Richard was seconded to the Bank of England to investigate the collapse of Barings Bank and was one of the primary authors of the official report presented to Parliament.

Previously Barry headed the risk function at several other hedge funds.  He has also worked in the risk management function at Chase, and in the public sector at the US OCC and the US CFTC.  He began his career in academia at Simon Fraser University, Canada.  He is a Director of PRMIA and is on the Advisory Board of IAFE.  He is a Fellow of the Program in Mathematics of Finance at NYU.  He is a Research Associate at EDHEC Business School.  He is on the editorial board of the Journal of Derivatives.  He founded the risk management website GloriaMundi.org.  He blogs at BelRanto.tumblr.com. 

Paul Embrechts is Professor of Mathematics and Director of RiskLab at the ETH Zurich specializing in actuarial mathematics and quantitative risk management. He co-authored the influential books "Modelling of Extremal Events for Insurance and Finance", Springer, 1997 and "Quantitative Risk Management: Concepts, Techniques and Tools", Princeton UP, 2005. Dr. Embrechts consults on issues in quantitative risk management for financial institutions, insurance companies and international regulatory authorities.

Edward I. Altman is also the Director of Research in Credit and Debt Markets at the NYU Salomon Center for the Study of Financial Institutions. Prior to serving in his present position, Professor Altman chaired the Stern School's MBA Program for 12 years. He has been a visiting Professor at the Hautes Etudes Commerciales and Universite de Paris-Dauphine in France, at the Pontificia Catolica Universidade in Rio de Janeiro, at the Australian Graduate School of Management and MacQuarie in Sydney, University of Western Australia in Perth, Luigi Bocconi University in Milan and CEMFI in Madrid. Dr. Altman was named to the Max L. Heine endowed professorship at Stern in 1988.   Dr. Altman has an international reputation as an expert on corporate bankruptcy, high yield bonds, distressed debt and credit risk analysis. He was named Laureate 1984 by the Hautes Etudes Commerciales Foundation in Paris for his accumulated works on corporate distress prediction models and procedures for firm financial rehabilitation.

Terrance Odean is also an associate editor at the Journal of Finance; an associate editor at the Journal of Behavioral Finance; co-editor of a special issue of Management Science; a member of the Journal of Investment Consulting editorial advisory board, of the Russell Sage Behavioral Economics Roundtable, of the Russell Investments Academic Advisory Board, and of the WU Gutmann Center Academic Advisory Board at the Vienna University of Economics and Business; former director of UC Berkeley’s Experimental Social Science Laboratory; a former associate editor and editor of the Review of Financial Studies; former Chair of the Haas Finance Group; and the former Willis H. Booth Professor of Finance and Banking. As an undergraduate at Berkeley, Odean studied Judgment and Decision Making with the 2002 Nobel Laureate in Economics, Daniel Kahneman. This led to his current research focus on how psychologically motivated decisions affect investor welfare and securities prices.  His research has been cited in the Wall Street Journal, the New York Times, the Los Angeles Times, the Washington Post, the International Herald Tribune, Time, Newsweek, U.S. News and World Report, Forbes, Businessweek, and several other publications.

José Corral’s professional experience includes 14 years in structured finance, corporate finance and equity research in Santander Group, BBVA and Singer & Friedlander. He also worked briefly as Director of Corporate Development at Telefonica´s internet subsidiary (Terra Lycos).  He is been involved in Risk Management for the last 8 years and he is currently Deputy Chief Risk Officer of Santander Group.

Mr. Johan Andersson was appointed as SEB's first Chief Risk Officer and a member of the management board in November 2010, having been Head of Group Credits and Group Risk Control at Sweden's Skandinaviska Enskilda Banken (SEB) since 2005.  He joined SEB in 1980 and held various positions within the Merchant Banking division in Stockholm, New York and London. In 1995 Mr Andersson joined the Group Credits area and held senior posts in credit granting. Mr. Andersson holds a Bachelor of Science in Economics.

Mr Roldan is also a member of the Basel Committee on Banking Supervision (BCBS).  Between January 2007 until September 2011 he was the Chairman of the Standards Implementation Group (SIG, formerly the Accord Implementation Group). Since 2005 to January 2009, he was a member of the Advisory Board of XBRL International. During 2004 and 2005, Mr. Roldán was also the Chairman of the Committee of European Banking Supervisors (CEBS).  Since April 2004 until April 2007, he was the Chairman of XBRL Spain. In 2002 and 2003 he chaired the Joint Forum during the tenure of the Basel Committee of Banking Supervision (BCBS). From June 2000 until July 2001, he was the President of the FATF (Financial Action Task Force on Money Laundering). He also chaired the Banking Advisory Committee (BAC) during 2003.   Mr. Roldán was under-secretary of state and Chief of Staff of the Vice-President of the Spanish Government and Minister of Economy and Finance, Mr Rodrigo Rato, during 1996 and 1997. Following his responsibilities at the Ministry, he was appointed one of the five executive members of the Board of the Spanish Securities and Exchange Commission.

Hugo Bänziger is a visiting professor at the London School of Economics and the Lee Kwan Yew Institute for Public Policy and a member of the board of directors of Eurex. He was Chief Risk Officer and member of the management board of Deutsche Bank from 2006 until May 2012. He previously worked for Deutsche Morgan Grenfell and Credit Suisse. He started his career at the Swiss Federal Banking Commission.

Rama Cont is also CNRS Research Scientist at Universite Paris VI and partner at Finance Concepts LLC, a risk management consulting firm based in Paris and New York. His research focuses on the modeling of extreme market risks, systemic risk and liquidity risk. He has previously held teaching and research positions at Ecole Polytechnique (France), Columbia University (New York), Princeton University, HEC (France) and Universite de Paris VI. He has co-authored the best selling monograph Financial Modeling with Jump Processes (2004) was the Editor in Chief of the Encyclopedia of Quantitative Finance (2010).  He was awarded the Louis Bachelier Prize in 2010 by the French Academy of Sciences for his research on mathematical modeling in finance.

Kenji Fujii  is in charge of enterprisewide risk management for the investment banking arm of Mizuho Financial Group. Prior to his current role, he was Senior Managing Executive Officer, Chief Market Risk Officer at Aozora Bank, General Manager, Basel 2 Implementation Office, Corporate Risk Management Division at Mitsubishi UFJ Financial Group, and General Manager, Risk Management Division at The UFJ Bank.  Mr. Fujii has participated in numerous industry initiatives in risk management area, including those related to Basel regulatory reform. He now acts as member of Steering Committee of Regulatory Capital at the Institute of International Finance. He also acts as Principal of Tokyo Risk Managers Association (TRMA).

Lewis O’Donald was appointed Chief Risk Officer of Nomura Holdings in January 2011. Prior to joining Nomura Dr O’Donald worked at Morgan Stanley International in a variety of roles from 1992 till 2010. He started in the Fixed Income division, working in derivatives and swaps trading. Dr O’Donald ran the European Fixed income options and exotics trading from 1999 to 2001 before moving to run Structured Credit Trading in Europe, when Fixed Income was split into Credit and Interest Rate Trading. Dr O’Donald subsequently moved into the market risk division at Morgan Stanley in 2004, running the European office and Global Credit Markets. In 2008 he was asked to become the Senior Risk Officer for Morgan Stanley globally, running in-Business risk management for the head of Sales and Trading.

Tom is responsible for global risk controlling and risk management policies and guidelines.  Prior to joining Allianz in 2008, Tom was the Chief Risk Officer for ING’s global insurance operations. Prior to joining ING in 2005, Tom was the Global Head, Finance & Risk Practice at Oliver Wyman & Company (OWC), a consulting firm specializing in serving financial services firms in risk, strategy and organization. Prior to joining OWC in 2002, Tom was the CFO & CRO for Swiss Re New Markets (SRNM), responsible for the risk management, financial / management reporting, treasury and back-office operations for the alternative risk transfer and capital markets activities of Swiss Re.  Prior to joining SRNM in 1998, Tom was the Global Head, Risk Management Practice, at McKinsey & Company.

Adam is responsible for developing the firm's strategic response to various regulatory initiatives, including analyzing the impact of regulatory proposals, developing the firm's positions and preparing for the implementation of final rules. Adam is a leader in the firm's capital management process through his co-chairmanship of the Economic Capital Working Group, chairmanship of the Regulatory Capital Policy Committee and oversight of the firm's Basel capital implementation.  Adam is a member of the firm’s Risk Management Executive Team, Asset Liability Committee and North America Reputation Risk Committee. He advises lines of business on supervisory and regulatory matters affecting them as well as their clients.

Before his current role, Victor worked in fixed income research and FICC strategy areas. Prior to joining Goldman, Victor was an economist at the International Monetary Fund and before that, he was a finance faculty at the University of Michigan at Ann Arbor. Victor co-heads the ISDA market risk fundamental review working group. He is also member of a number of other industry working groups on capital and risk issues.

Evan Picoult is also an Adjunct Professor in the Decision, Risk and Operations Department of Columbia University’s Business School.  Over the last few years he has focused on firm-wide projects regarding Basel-II, B-II.5, and Basel-III, stress testing and the enhancement of the measurement, implementation and use of Economic Capital.  Evan joined Citibank in 1980 in systems development, transferred to a trading desk in 1986 and has worked in internal risk management since 1988. He has led the development of the methods used at Citi for measuring market risk and counterparty credit risk.  He is a frequent lecturer on risk topics at professional conferences, regulatory conferences and at universities and has published a number of articles on risk topics.  He is on the Advisory Board of the IAFE (International Association of Financial Engineers) and is co-head of the IAFE Credit Risk Committee

John Hull is an internationally recognized authority on derivatives and has many publications in that area. Recently his research has been concerned with credit risk, executive stock options, volatility surfaces, market risk, and interest rate derivatives. He was, with Alan White, one of the winners of the Nikko-LOR research competition for his work on the Hull- White interest rate model. He has written three books “Risk Management and Financial Institutions” (new this year), "Options, Futures, and Other Derivatives" (now in its sixth edition) and "Fundamentals of Futures and Options Markets" (now in its fifth edition). The books have been translated into many languages and are widely used in trading rooms throughout the world. He has won many teaching awards, including University of Toronto's prestigious Northrop Frye award, and was voted Financial Engineer of the Year in 1999 by the International Association of Financial Engineers.