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Monday 17 March 2014

Conférence Systemic Risks and Financial Regulations

 

Thursday 27th March 2014
6 pm - 8.30 pm

Maison de la Paix
Geneva

Programme

  • Emmanuel Jurczenko (ESCP Europe): Welcome speech
  • Joelle Pacteau (UBS): Introduction
  • jürg de Spindler (UBS WM Research): macro financial global perspective
  • Mila Gemantsky Sherman (Isenberg Busines scholl UMASS Amherst): Analysing and managing macrofinancial risks   
  • Hertig Gerard (ETH Zurich): Bailed in Bailed out  
  • Raphael Douady (University Paris 1 and Riskdata): Anti-cyclical capital adequacy
  • Jean-Philippe Mabru (Artales Avocats): Conclusion

Conference organized by the MS in International Wealth Management (part time and full time)

Biographies  

Jürg de Spindler
Jürg received a Ph.D. in economics (main area: political economy) from the University of Zurich in 1998. Jürg worked from 1998 to 2008 as a self-employed political consultant. He joined in 2008 UBS to work as a political analyst in Public Policy and Regulatory Affairs. In 2010 Jürg joined CIO WM Research for the political analysis of global political events and their impact for markets.    Raphael Douady: Raphael Douady is a CNRS researcher in pure and applied mathematics, finance and economy. A former student of the Ecole Normale Superieure (ENS Paris), he has been affiliated with Ecole Polytechnique, ENS Paris, ENS Cachan and Paris 1 University. He also taught as a professor at the ENS Paris, the Instituto de Matematica Pura e Aplicada (IMPA, Rio de Janeiro), the Courant Institute (New York University), Paris1 University and the Polytechnic Institute (NYU), as well as other places in Russia, Brazil, China, Italy. He also created Riskdata, a risk management software company, of which he is the head of Research (www.riskdata.com). 

Mila Getmansky Sherman
Professor Mila Getmansky Sherman is an Associate Professor of Finance at the Isenberg School of Management at UMass Amherst. Professor Mila Getmansky Sherman's research specializes in empirical asset pricing, hedge funds, performance of investment trading strategies, financial institutions, systemic risk, and system dynamics. She received a B.S. degree in Chemical Engineering and Minor in Economics from MIT and a Ph.D. degree in Management from the MIT Sloan School of Management. Prior to current position at UMass Amherst, she was a post-doctoral fellow at the MIT Lab for Financial Engineering before joining UMass Amherst. Professor Getmansky Sherman is an active faculty member of the Center for International Securities and Derivatives Markets (CISDM) at UMass Amherst whose goal is to facilitate research in international investment and derivative markets, and promote interactions between the academic and business communities. Her work has been published in several journals including the Journal of Financial Economics, Review of Financial Studies, Financial Analysts Journal, and the Journal of Investment Management. Professor Getmansky Sherman has participated in numerous conference organizing committees including the American Finance Association, Western Finance Association, Financial Management Association, and the European Financial Association. Professor Getmansky Sherman is an associate editor of the Journal of Alternative Investments. She is a recipient of numerous awards and grants from the Q-Group, National Bureau of Economic Research, Inquire-Europe, and National Science Foundation, and a recipient of the College Outstanding Research Award. Before joining UMass Amherst, Professor Getmansky Sherman worked in the quantitative research group at the Deutsche Asset Management in New York. Professor Getmansky Sherman teaches courses in corporate finance, financial modeling, and alternative investments in MBA and undergraduate programs. She has had numerous government appointments and affiliations being a Visiting Scholar at the U.S. Securities and Exchange Commission (SEC) and the Board of Governors of the Federal Reserve System. She was a contractor at the U.S. Commodity Futures Trading Commission (CFTC) and an Interdepartmental Government Fellow at FRB, SEC, CFC, IMF, OFR, and OCC.   

Gerard Hertig
Professor of Law at ETH Zurich since October 1995. Previously Professor of Administrative Law at the University of Geneva Law School and Director of its Centre d'Etudes Juridiques Europennes (1987-1995). Gerard Hertig has been a visiting professor at leading law schools in Europe, Japan and the U.S. and practiced law as a member of the Geneva bar. Principal interests are Law & Finance (comparative corporate governance, financial and banking systems) and European integration. Publications include various articles and books on corporate and securities/banking law topics, including the Anatomy of Corporate Law with Reinier Kraakman et al. (2d ed., OUP 2009). He is ECGI fellow and a member of the Comparative Law and Economics Forum .    

Emmanuel  Jurczenko 

Emmanuel is  an  Associate  Professor  in  Finance  at  ESCP-Europe and Co-director of the International Wealth Management Specialized Masters. He is graduated  in  Economics  and  in  Finance,  and  holds  a Ph.D. in Economics ("Multi-moment  Asset  Pricing  models")  from  the University of Paris-1 (Panthéon-Sorbonne). He also gained experience in the fund of fund industry during 6 years, as the Head of Quantitative Analyts within AAAdvisors-QCG (ABN AMRO). He has published several articles in academic journals such as Quantitative Finance, Journal of Multinational Financial Management and Bankers, Markets & Investors, chapters  in books edited by John Wiley and Nova Science publishers, and serves as a referee in several international leading journals. His research focuses on Portfolio Management, Risk Budgeting, Alternative Investments and Structured  Products.  

Jean-Philippe Mabru
Attorney at law and member of the Paris Bar, former partner of CMS BUREAU FRANCIS LEFEBVRE (where he founded and was the Director of the Trust and Estate and Wealth Management Department), and of Counsel of COUDERT BROTHERS, he is the Managing Partner of ARTALES AVOCATS, French Law Firm dedicated to local and international tax and wealth planning for high net worth individuals that he founded in 2006. He is recognized, for more than 25 years, as an expert in the field of French and International estate and tax planning dealing with all questions relating to family structures, cross border tax planning, international law and taxation, settlement of international successions in France, Trust Law, Art foundations and real estate investments for private individuals. Jean-Philippe MABRU is also an Affiliate Professor of ESCP Europe and co-director of the specialised masters of International Wealth Management.     


To register: prince@escpeurope.eu

 

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