SQA Fuzzy Day Conference Thursday, May 22, 2014 Systemic Risk Financial Bubbles, & Monetary Policy Society of Quantitative Analysts 800.918.7930 $350 SQA Members $425 Partner* Members $525 Non Members $125 Students *Partner Members include: CQA, GARP, IAFE, London Quant Group, NYSSA, PRIMIA Sustaining, Q-Goup, QWAFAFEW Hosted by BNP Paribas, 787 Seventh Avenue, New York, NY 10019 Using Agent-Based Models for Analyzing Threats to Financial Stability Richard Bookstaber, Treasury Department: Research Principal in the Office of Financial Research, and recently Senior Policy Adviser to the Financial Stability Oversight Council and Senior Policy Adviser at the SEC. Previously worked at Bridgewater Associates, ran the Quantitative Equity Fund at FrontPoint Partners and was in charge of risk management at Moore Capital. Author of “A Demon of Our Own Design”. Speculation,Trading, and Bubbles José Scheinkman, Professor of Economics, Columbia University: Emeritus Professor of Economics at Princeton University and a Research Associate at the NBER, Scheinkman previously served as Chairman of the Department of Economics at the University of Chicago, Visiting Professor at Collège de France, Vice President in the Financial Strategies Group of Goldman, Sachs & Co. and co-editor of the Journal of Political Economy. Has Financial Innovation Made the World Riskier? Tanju Yorulmazer, NY Fed: Tanju is a Research Officer in the Financial Intermediation Function at the Federal Reserve Bank of New York. He received his Ph.D. in Economics from NYU in 2003. His research focuses on topics such as liquidity, its affect on asset prices, systemic risk, financial crises and their resolution. He also teaches Foundations of Financial Economics at New York University. SIFI Designation and its Potential Impact on Nonbank Financial Companies Edward Hida, Deloitte & Touche LLP: Ed is the global leader of Risk & Capital Management and a partner in the Governance, Regulatory & Risk Strategies practice. He has substantial experience consulting on a variety of financial risk management and capital markets issues, spanning a range as wide as governance, policies, procedures, and infrastructure, to methodology, quantitative techniques, and systems. Fear, Greed, and Financial Crises:A Cognitive Neurosciences Perspective Andrew W. Lo, Professor at the MIT Sloan School of Management and Director of the MIT Laboratory for Financial Engineering: Publisher of numerous articles in finance and economics journals, and author of “The Econometrics of Financial Markets, A Non-Random Walk Down Wall Street”, “Hedge Funds: An Analytic Perspective”, and “The Evolution of Technical Analysis” among others. The Society of Quantitative Analysts (SQA) is a not-forprofit organization that focuses on education and communication to support members of the quantitative investment practitioner community. We seek to encourage the dissemination of leadingedge ideas and innovations relevant to the work of the quantitative investment practitioner. The knowledge of such ideas and innovations can assist portfolio and risk managers, strategists, analysts, traders, regulators, asset owners such as pension sponsors and foundations in performing their functions and responding to the everquickening pace of change. The Society welcomes the participation of academics and students. SQA members automatically receive a $175 discount! Register online at www.sqa-us.org and join the SQA during registration and save instantly! Professional courtesy discounts offered to members of CQA, GARP, IAFE, London Quant Group, NYSSA, PRIMIA Sustaining, Q-Group, and QWAFAFEW...simply select the correct affiliation during registration.
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