PROGRAMS AND ACTIVITIES

November 21, 2024

Launched in Spring 2004 the PRMIA Risk Management seminar presents talks on issues of current interest to both professionals and academics in the fields of risk mananagement. PRMIA is an international association of professional risk managers. The seminar series is co-sponsered by the Toronto chapter of PRMIA and by the Fields Insitute. Talks cover a broad range of topics, not necessarily restricted to research in mathematical finance, the topic of the longstanding and complementary Quantitative Finance seminar series.
Please subscribe to the Fields mail list to be informed of upcoming seminars.

Wednesday, June 1 -- held at the Fields Institute

Pure alpha: the practitioners viewpoint

Featuring: Ron Mock Vice President-Alternative Investments Ontario Teachers' Pension Plan
Ron is responsible for Alternative Investments at Ontario Teachers' Pension Plan. The Alternative Investments Department is responsible for investments in Hedge Funds and Commodity Trading Advisors.
Ron became involved in the hedge fund industry in 1991 managing institutional hedge fund assets in fixed income market neutral strategies. Ron received his Bachelor of Science in Electrical Engineering from University of Toronto and his MBA from York University.
The Ontario Teachers' Pension Plan is an independent corporation responsible for investing $80 billion in assets and administering the pensions of Ontario's 155,000 elementary and secondary school teachers and 97,000 retired teachers

Lessons from a decade of hedge fund performance: Is the party over or the beginning of a new paradigm?

Featuring: Bill Fung London Business School Co-Founder, PI Asset Management
Prior to joining the investment banking profession in 1985 with Lehman Brothers, Bill taught finance for several years in both the UK and the USA. He moved to the investing side of the industry in 1991 and co-founded a hedge fund. During the early 1994, he left the hedge fund partnership and founded a consulting firm specializing in the risk management of hedge fund portfolios advising high net worth families, international private banks, foundations, and major insurance companies. In 1997, Bill co-founded PI Asset Management, LLC with Ivy Asset Management, LLC. He also serves on the board of financial services companies and is currently Chairman of the Board of Directors of the Maple Financial Group, Canada.


You and your guest(s) are invited to participate at no charge.

Agenda
5:30 Registration
5:30-6:00 Speaker: Bill Fung
6:00-6:30 Speaker: Ron Mock
6:30-7:30 Reception Sponsored by Schroders Integra Global Advisors


Wednesday, March 16th -- held at the Fields Institute,
The Changing Face of Risk Managemen
t

Speaker: Suzanne Labarge recently retired from the post of vice-chairman and chief risk officer of RBC Financial Group Suzanne will speak about the changes to risk management over the decade, in terms of who does it, how it is done and where it fits in organizations, and the current challenges facing risk managers due to regulatory and other developments.

AGENDA:
5:30 Registration
5:30 - 6:30 Speaker : Suzanne Labarge recently retired from the post of vice-chairman and chief risk officer of RBC Financial Group
6:30 - 7:30 Reception



February 7th, 2005
The Current and Future State of Credit Risk

Event Sponsors: SunGard Trading and Risk

John Hull will speak about the current state of credit analytics, open issues and competing views, and comment on the research agenda for the next few years.

Location: Rotman School - Fleck Atrium (Ground Floor), Rotman School of Management, University of Toronto, 105 St. George Street, Toronto, Ontario

Underground parking is available. The entrance is just south of the Rotman School. The School is a 3-minute south from St. George subway station.

Agenda
5:00-5:30 Registration
5:30-5:40 Introduction Dan Rosen, Regional Director, PRMIA Toronto
5:40-6:10 Featured Speaker: Professor John Hull
6:15-7:00 Panel: commentary and interactive discussion with audience
7:00-8:00 Cocktails

Speakers/Panel:
John Hull- Professor of Derivatives and Risk Management - Rotman School, University of Toronto - presentation in PDF format here
Nico Meijer- SVP Trading Risk, Group Risk Management: TD Bank Financial Group - presentation in PDF format here
Keith Isaac- Senior Capital Markets Analyst - Capital Markets Division, Office of the Superintendent of Financial Institutions
Dr. David Rowe- Group EVP-Risk Management, SunGard - presentation in PDF format here


Wednesday, November 17th at 5:00 p.m.
Practical Issues in Addressing Sarbanes-Oxley (SOX 404) Requirements

This session will provide an overview of the SOX 404 requirements outlining the risk of non-compliance. In addition, we have compiled a panel of experienced professionals who have an in-depth knowledge of the practical issues that many companies are facing in addressing the SOX 404 requirements. Some companies are well underway with respect to their SOX 404 projects, whereas some companies are only getting started. The Panel will discuss what they have found to be the most challenging aspects of meeting the requirements of SOX 404 such as Senior Management buy-in, securing the appropriate resources, training and education, and ever changing standards and guidance.


AGENDA:
1. Panel discussion on Practical Issues in Addressing SOX 404 Requirements - 60 minutes

- Rani Turna, Senior Manager, Risk and Regulatory Advisory Services, PricewaterhouseCoopers (Roundtable Moderator)
- Paul Kunkel, Head of Audit, Ontario Power Generation
- Sheila Jones, Senior Manager, Financial Controls, RBC
- Chris Scammell, Senior Manager, Financial Governance, BMO

2. Q&A Session - 20 minutes

3. Reception to follow sponsored by:

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