the garp 2001 convention : invitation to speak invitation to speak
garp 2001
the 2 nd annual risk management convention
13 th & 14 th february , 2001  ) marriott world trade center , new york
dear kaminski
further to my telephone conversation today with your secretary , shirley
crenshaw , and on behalf of the global association of risk professionals , i
have great pleasure in inviting you to speak at our 2 nd annual risk
management convention  ) garp 2001 .
this event has rapidly establishing itself as the risk management industry  , s
most important meeting point . garp 2000 reflected the key concerns of risk
management experts world - wide , with over 400 attendees in its first year .
three simultaneous streams address traditional pricing and risk management
techniques , along with specialised streams addressing new sectors , such as
the corporate world and the insurance industry . with a speaker panel of over
55 senior and executive financial professionals from investment banks ,
regulatory bodies , asset management firms , academics , insurers / re - insurers ,
corporate and system providers this is the financial risk management event
of the year .
key areas that this convention will consider include market risk ( stress
testing , liquidity , jump diffusion , evt ) , credit risk ( regulation , modeling ,
stress testing , credit portfolio management , credit derivatives ) ,
operational risk , ( regulation , data , modeling , validation , evt ) advanced
asset & liability management , corporate / energy risk management and the
insurance & capital markets .
from my research and discussions with experts in this arena your name was
highly recommended as a speaker for this event . below is the stream on
corporate / energy risk management and i had in mind one of the sessions
below for you . also , the topic titles are provisional and i am open to
suggested alterations .
corporate / energy risk management
modelling corporate risk  ) risk management from a shareholder value
perspective
measuring energy risk  ) tackling price volatility , adapting var , scenario
modelling and regulatory requirements
forward pricing  ) construction of the forward curve , correlations ,
transparency issues
the volatility challenge  ) modelling price volatility and examining the new
products designed to stabilise volatility
energy credit risk management
garp is a not - for - profit , independent organisation of risk management
practitioners and researchers from leading financial institutions
world - wide . garp  , s mission is to facilitate the exchange of information ,
developing educational programs and promoting standards in the area of
financial risk management . for more information please refer to our web
site : www . garp . com
i sincerely hope you will be able to accept this invitation and i look
forward to hearing from you in due course . should you have any questions
please do not hesitate to contact me , otherwise i will call you again on to
discuss this further .
best regards
andreas
ps i have also attached a copy of garps 2000 program for your attention .
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
andreas simou
garp 2001 - conference producer
tel ? + 44 ( 0 ) 20 7626 9301
fax + 44 ( 0 ) 20 7626 9900
- draft programme . doc
- g 2000 b & wlowr . pdf
the garp 2001 convention : invitation to speak
invitation to speak
garp 2001
the 2 nd annual risk management convention
13 th & 14 th february , 2001  ) marriott world trade center , new york
dear kaminski
further to my telephone conversation today with your secretary , shirley
crenshaw , and on behalf of the global association of risk professionals , i
have great pleasure in inviting you to speak at our 2 nd annual risk
management convention  ) garp 2001 .
this event has rapidly establishing itself as the risk management industry  , s
most important meeting point . garp 2000 reflected the key concerns of risk
management experts world - wide , with over 400 attendees in its first year .
three simultaneous streams address traditional pricing and risk management
techniques , along with specialised streams addressing new sectors , such as
the corporate world and the insurance industry . with a speaker panel of over
55 senior and executive financial professionals from investment banks ,
regulatory bodies , asset management firms , academics , insurers / re - insurers ,
corporate and system providers this is the financial risk management event
of the year .
key areas that this convention will consider include market risk ( stress
testing , liquidity , jump diffusion , evt ) , credit risk ( regulation , modeling ,
stress testing , credit portfolio management , credit derivatives ) ,
operational risk , ( regulation , data , modeling , validation , evt ) advanced
asset & liability management , corporate / energy risk management and the
insurance & capital markets .
from my research and discussions with experts in this arena your name was
highly recommended as a speaker for this event . below is the stream on
corporate / energy risk management and i had in mind one of the sessions
below for you . also , the topic titles are provisional and i am open to
suggested alterations .
corporate / energy risk management
modelling corporate risk  ) risk management from a shareholder value
perspective
measuring energy risk  ) tackling price volatility , adapting var , scenario
modelling and regulatory requirements
forward pricing  ) construction of the forward curve , correlations ,
transparency issues
the volatility challenge  ) modelling price volatility and examining the new
products designed to stabilise volatility
energy credit risk management
garp is a not - for - profit , independent organisation of risk management
practitioners and researchers from leading financial institutions
world - wide . garp  , s mission is to facilitate the exchange of information ,
developing educational programs and promoting standards in the area of
financial risk management . for more information please refer to our web
site : www . garp . com
i sincerely hope you will be able to accept this invitation and i look
forward to hearing from you in due course . should you have any questions
please do not hesitate to contact me , otherwise i will call you again on to
discuss this further .
best regards
andreas
ps i have also attached a copy of garps 2000 program for your attention .
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
andreas simou
garp 2001 - conference producer
tel ? + 44 ( 0 ) 20 7626 9301
fax + 44 ( 0 ) 20 7626 9900
- draft programme . doc
- g 2000 b & wlowr . pdf