Program
- (Taipei 101, Tourism Bureau, R.O.C. (Taiwan))
Friday, September 5, 2008
| Time | |
Schedule |
| 08:30am - 09:00am |
Registration |
|
| 09:00am - 09:10am |
Welcome remarks |
|
| 09:10am - 09:30am | Opening speech |
|
| 09:30am - 10:30am | Keynote speech | |
| 10:30am - 11:00am | Break |
|
| 11:00am - 12:30pm | Session I: Financial Services and Business Process Management |
|
| 12:30pm - 02:00pm | Lunch | |
| 02:00pm - 03:30pm | Session II: High Performance Computing on Wall Street |
|
| 03:30pm - 04:00pm | Break |
|
| 04:00pm - 05:30pm | Session III (Panel): Financial Engineering |
Registration
08:30am - 09:00am, Friday, August 8, 2008
Main Auditorium, TECO in New York
1 East 42nd Street, New York, NY 10017
Tel: 212-752-2340, Fax: 212-826-3615
Welcome remarks
09:00am - 09:10am
Amb. Kenneth Liao (廖大使港民)
Director General of Taipei Economic and Cultural Office in New York
Opening speech
09:10am - 09:30am
Dr. Wen-Ching Wang (Conference Chair) (王文菁)
Partner, Portfolio Manager, Talisker Capital Management, LP
Keynote speech
09:30am - 10:30am
“Unintended Consequences”
Mr. Eric Wentzel
Partner and Portfolio Manager, Talisker Capital Management, LP
Session I: Financial Services and Business Process Management
11:00am - 12:30pm
Session Chair: Dr. Wen-Ching Wang (王文菁), Partner and Portfolio Manager, Talisker Capital Management, LP
"What Went Wrong and Current Conditions after Subprime Fallout"
Michael Cheah (謝維成)
Fund Manager, AIG SunAmerica Asset Management
"The Evolution of the CDO Markets and Mechanism"
Lida Chen (陳立大)
Director, Credit Derivative Group, Barclays Capital
"From Subprime Crisis to Global Recession -- the Heuristics of Financial Engineering"
Dr. Ted Hong (洪哲雄)
CEO, Beyondbonds
Lunch
12:30pm - 02:00pm
Session II: High Performance Computing on Wall Street
02:00pm - 03:30pm
Session Chair: Dr. Lurng-Kuo Liu, Solution Architect & Research Staff Member, IBM T.J. Watson Research Center
"HPC on Wall Street" (Powerpoint Presentation)
Jim Mancuso
General Manager for the Financial Services Business Unit
Platform Computing Corporation
"Next Generation Trading with Stream Computing"
Dr. Shu-Ping Chang
Manager, IBM T.J. Watson Research Center
"IT Enablement for Financial Industry"
Larry Liu
Director, Credit Suisse
Session III (Panel): Financial Engineering (FE)
04:00pm - 05:30pm
Session Moderator: Prof. Ren-Raw Chen (陳仁遶), College of Business, Fordham University
Panel Topics:
>IT in risk management
-Database issues
-Analytics
>Derivative modeling in risk management
-mortgage
-credit
>Algorithmatic trading
>Lesson of FNMA/FHLMC
>Lesson of Lehman and Bear Sterns
>What could have been done to prevent it
Panelists:
Dr. Dunmu Ji (紀敦睦)
President, Hedgesystems
Dr. Tyler Yang (楊太樂)
President, IFE Group
Jordan Kuo-Lin Hu (胡國琳)
President, RiskVal
Simon Chen (陳尚珪)
Senior Product Manager, Factset
Prof. I-Cheng R. Chiang
Associate Professor, College of Business, Fordham University
