Presenters: China Risk Management Director, State Street Bank, VP Lu Tianyu
Moderator: Zhejiang University Capital Market Research Center, Professor Huang Ying
Time: Wednesday, January 3, 2018 18: 45-20: 15
Venue: Zixi Hall, 1st Floor, Zijingang Campus Alumni Activity Center (Li Moses Building), Zhejiang University
main content:
Risk quantification tools should provide investment managers with an intuitive and reliable framework to analyze, predict and control the risks from a single position to the overall portfolio. Rather than reducing the investment risk by diversifying its investment, risk management clearly understands the portfolio's risk exposure and risk factors and weighs the risks and benefits of each investment decision. How to reasonably predict the risks of individual securities and the risks of portfolios is a topic that has long been discussed by the industry and academia. I will briefly introduce the design and application of risk quantification models and how to help investment managers manage their portfolios.
Speaker Profile:
Subordinate risk quantification team supports Dow Corning's global risk management around the world, including research and development and application of various risk quantification models to detect and manage the bank's own credit risk under both routine and extreme conditions, Venture capital under IFRS9 / CECL guidelines and stress tests required by the Federal Reserve and the European Central Bank. In addition, Dr. Lu Tianyu is also a member of the Executive Committee of the Road-rich Hangzhou Company and is involved in the study of China's financial markets and regulatory policies.
Prior to this, Dr. Lu Tianyu worked at the bank's head office in Washington State. He is responsible for developing the market risk model for margin financing business, which is the world's largest securities lending business with over $ 400 trillion worth of trading day and nearly 30,000 securities in global financial markets.
Dr. Tianyu obtained a Ph.D. in Quantitative Finance from Stony Brook University in New York, and obtained electronic information from Sun Yat-sen University. He is also a Certified Financial Risk Manager (FRM).
