Welcome

We invite you to the Ivey Centre in Downtown Toronto for a day of stimulating presentations from some outstanding financial risk researchers. A major supporter of this event is Scotiabank which is partnering with both campuses of the University of British Columbia in the area of financial risk analytics.

Objective

This workshop brings top financial risk analytics researchers to Toronto to discuss leading-edge developments in the statistical and computational tools needed to attack current and future problems facing financial institutions.

    Scientific Organizers

    • Natalia Nolde, Department of Statistics, UBC
    • W. John Braun, I.K. Barber School of Arts and Sciences, UBC
    • Harry Joe, Department of Statistics, UBC

Speakers

Chen Zhou

Associate Professor, Erasmus University
and De Nederlandsche Bank

Johanna Neslehova

Associate Professor, McGill University

Marius Hofert

Assistant Professor, University of Waterloo

Matt Davison

Professor, University of Western Ontario

Han Sheng Sun

Senior Manager, Internal Ratings Management, Scotiabank

Qiming Wang

Manager, Internal Ratings Management, Scotiabank

Registration

Although there is no charge to attend this event, registration is required. Space is limited. You may register by sending an email message to Natalia Nolde at natalia@stat.ubc.ca including the following information:
  • Name
  • Position, or Job Title
  • Company or Institutional Affiliation

Workshop Schedule

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Opening Remarks

Natalia Nolde and Mark Engel

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Talk 1

Chen Zhou

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Talk 2

Johanna Neshlehova

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Coffee Break

In Foyer

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Talk 3

Matt Davison

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Lunch

In Foyer

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Talk 4

Marius Hofert

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Talk 5

Hansheng Sun

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Coffee Break

In Foyer

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Talk 6

Qiming Wang

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Talk 7

Enterprise Stress Testing Team Scotiabank

Workshop Supporters and Sponsors

Workshop Information

Workshop Location

Ivey Tangerine Leadership Centre
130 King Street West
Toronto, Ontario
Canada
Phone: 416-861-9600