text_combined: risk management meeting georgia tech welcome attend following meeting area quantitative computational finance risk management mrc auditorium georgia tech campus 1 pm 6 pm friday march 30 th five speakers give presentations variety topics dr curt hunter research director federal reserve bank chicago dr mary mathewes kassis associate director georgia state university economic forecasting center dr alan white professor finance university toronto mr pete van amson cfa cpa vice president product management sungard trading risk systems dr dennis wong vice president quantitative finance bank america securities charge event inaugural meeting atlanta chapter global association risk professionals garp need member garp attend meeting information garp found http www garp com asking attendees rsvp plans made refreshments ask reply email atlanta garp com march 21 plan attend addition break half way afternoon refreshments immediately following presentations event sponsored master science quantitative computational finance program georgia tech sungard trading risk systems suntrust banks inc please pass along announcement associates information talks speakers dr curt hunter research director federal reserve bank chicago dr hunter discussion entitled lessons learned recent global financial crises since 1990 major banking currency crises occurred many countries around world including mexico latin america 1994 east asia 1997 98 russia brazil 1998 among others large costs individual countries experiencing crises nations result considerable effort expended economists policymakers identify causes crises design programs aim preventing possible similar crises occurring future minimizing costs occur talk reviews key lessons policymakers learned recent episodes highlights role risk management plays crisis prevention dr william c curt hunter senior vice president director research federal reserve bank chicago member bank management committee serves bank chief economist responsible staff 115 professionals oversees bank research activities areas monetary policy banking financial markets regional economics programs also responsible bank statistical financial reports function dr hunter associate economist federal open market committee federal reserve system primary monetary policy group previously vice president federal reserve bank atlanta served faculties university georgia emory university chicago state university northwestern university consulted numerous foreign central banks official agencies private corporations serves boards several research nonprofit organizations co editor research banking finance serves editorial boards several academic journals dr hunter earned b degree 1970 hampton institute hampton university mba finance 1972 ph finance environment 1978 northwestern university dr mary mathewes kassis associate director georgia state university economic forecasting center dr kassis provide outlook georgia atlanta economies next two years focus economic risks specific atlanta including exposure contraction sector potential development office space declining rate job growth regardless field informative discussion dr kassis analyzing southeast economy five years writes quarterly report examines current economic conditions 13 southeastern states well outlook next couple years also prepares depth quarterly analysis outlook georgia atlanta economies regularly quoted publications wall street journal atlanta journal constitution atlanta business chronicle dr kassis received b economics political science agnes scott college ph economics georgia state university dr alan white professor finance university toronto mr pete van amson cfa cpa vice president product management sungard trading risk systems dr alan white mr peter van amson discuss applied term structure modeling sungard implemented version hull white term structure model banks use measuring managing market value sensitivity various balance sheet components peter touch complexities involved modeling non maturity deposits regard term structure interest rates alan discuss problems possible solutions bridging divide required theoretical standpoint feasible production process dr alan white professor finance joseph l rotman school management university toronto research principally area derivative securities pricing use financial institutions risk management noted work modeling term structure interest rates way consistent observed market data recently research focused pricing management credit risk professor white published many scholarly articles perhaps best recognized providing lucid insights practical application implementation research much material included best selling book hull white derivatives co authored john hull mr peter van amson vice president product management sungard trading risk systems responsible development functional specifications bancware product suite capacity frequently interacts sungard user committees leading academics leading industry practitioners frequently makes presentations conferences seminars sponsored bai amifs occ well organizations prior working bancware peter headed strategic planning function plymouth rock company one america profitable insurance holding companies role helped define company strategic vision well involved investment analysis asset liability management quantitative profitability aanalysis peter b accounting state university new york binghamton currently ph candidate university michigan peter received numerous academic awards honors including william andrew paton fellowship university michigan new york state society certified public accountants award academic excellence dr dennis wong vice president quantitative finance bank america securities dr wong discuss competing vendor approaches credit risk modeling including creditmetrics kmv creditrisk creditportfolio view models viewed theoretical framework identifies migration probabilities credit exposure loss aggregation dr wong ph mathematical finance carnegie mellon university given talks seminars american mathematical society society industrial applied mathematics university toronto georgia tech author generalized optimal stopping financial markets published pitman research notes mathematics series