Forum on Risk - Agenda
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October 16, 2008
Venue: Morgan Stanley World Headquarters (1585 Broadway, 41st Floor, New York, NY 10036)
Registration is required and space is limited. Please register no later than September 15, 2008.| TIME | ACTIVITY
|
| Thursday, October 16, 2008 | |
| 8:30 a.m. | Continental Breakfast |
| 9:00 | Welcome and Introduction, Michael Mauboussin, Chief Investment Officer, Legg Mason Capital Management and SFI Trustee |
| 9:30 | Short Commentary: The New World of Risk, Peter L. Bernstein, Author, Economist, Peter L. Bernstein, Inc. |
| 10:00 | Understanding Risk from a Complex Systems Perspective: A Brief History, J. Doyne Farmer, SFI |
| 10:30 | Coffee Break |
| 11:00 | The Evolution of Risk Measures - Theoretical Review and Application to the Credit Crunch, Bernd Scherer, Managing Director and Global Head Quantitative Structured Products, Morgan Stanley |
| 12:00 p.m. | Lunch |
| 1:00 | TBD |
| 2:00 | TBD, Kent Daniel, Director of Equity Research for the Quantitative Resources Group in Goldman Sachs Asset Management |
| 3:00 | Coffee Break |
| 3:30 | TBD, Martin Leibowitz, Managing Director, Morgan Stanley |
| 4:30 | Questions and Discussion, J. Doyne Farmer and Michael Maubsoussin |