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Program

Taipei 101_1
(Taipei 101, Tourism Bureau, R.O.C. (Taiwan))


Friday, September 5, 2008

 

 Program Schedule:
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:


FE in risk management
  >IT in risk management
     -Database
issues
     -Analytics
  >Derivative modeling in risk management
     -mortgage
     -credit
 
FE in trading (Hedge funds)
  >Algorithmatic trading
 
FE role post Subprime
  >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

 

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