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Risk scientists will gather in Toronto to disseminate recent advances on all things risk. From the keynotes to the sessions to the Roundtable discussions, 3-C (3 country Canada, China and USA) Risk Forum offers a unique opportunity for constructive discussions on pressing issues and research work publication in risk management. The conference includes a policy forum (one-day) and a scientific program (two-day). Policy Forum, 3-C Risk Forum (October 28/29)A platform for invited speakers and panelists from industry, regulatory agencies and academia. Topics in emerging markets are preferred. Scientific Section (October 29/30)An academic conference with papers presented in various sessions. It consists of submitted papers on risk management, to be reviewed and selected by an international panel of experts. Submissions must represent original and unpublished research. Sessions will be devoted to the dissemination of scientific findings. Chairs:
TopicsSuggested topics of interest at the 3-C Risk Forum include, but are not limited to:
SessionsFor details, Click
here
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| Friday October 28, 2011 | ||
| 8:00 - 8:30 | Registration and Morning Coffee | |
| 8:30 - 9:10 | Opening Ceremony | |
| 9:10 - 10:00 | Keynote Speaker: John Hull (Rotman School of Management) CVA and wrong way risk Moderator: Luis Seco |
|
| 10:00 - 10:10 | Refreshments | |
| 10:10 - 11:00 | Keynote Speaker: Matt Davison (University of Western
Ontario) Energy Storage: A problem at the intersection of quant finance, optimization, and energy policy Moderator: Luis Seco |
|
| 11:10 - 12:00 | Keynote Speaker: David Olson (University of Nebraska-Lincoln) Broader Perspectives of Risk Management Moderator: Luis Seco |
|
| 12:00 - 12:15 | Group Photo (for scholars) | |
| 12:15 - 1:30 | Lunch | |
| 1:30 - 2:20 | Keynote Speaker: John R. Birge (Chicago
Booth) Managing risk with operational and financial instruments Moderator: Dash Wu |
|
|
2:20 - 3:40 |
Greetings and Inaugural meeting of CAOPS (Chinese Association
of Oversea Postdocs & Scholars) |
|
| 3:40 - 3:45 | Refreshments | |
| 3:45- 4:15 | Keynote Speaker: Don Hathaway (Global
Risk Institute) Moderator: Matt Davison |
|
| 4:15 - 5:00 | Distribution-Free Approaches in
Finance (Rm. 230; Time : 16:15 – 17:00) Speakers: Yuri Lawryshyn (University of Toronto) Valuing Risky Projects Based on Managerial Cash Flow Estimates: A Real Options Approach Moderator: Matt Davison |
|
| 4:45 - 5:00 | Refreshments | |
| 5:00 - 6:00 | Undergraduate student event: Industry
Panel Participants: Mark Coyle, Joseph Paradi, Luis Seco Moderator: Andi Kerenxhi Chair: Kate Klyueva |
PhD Student session Panel Participants: Walid Mnif, Michael Jong Kim Moderator/Chair : Dexter Wu Room 230 |
| 6:30 - 10:00 | Optional: Networking Dinner Party Speakers
(Hart House) Undergraduate event (participants except those being invited need pay a certain amount of fee) |
|
| Saturday October 29, 2011 | ||
| 8:00 - 9:00 | Morning Coffee | |
| 9:10 - 10:00 | Keynote Speaker: David Simchi-Levi (MIT) Mitigating Business Risks from the Known-Unknown to the Unknown-Unknown Moderator: Dash Wu |
|
| 10:00 - 10:10 | Refreshments | |
| 10:10 - 12:00 |
Undergraduate student event: FUN Talks Speakers (10:00- 12:00) |
PhD Student Session Session Chair: Walid Mnif Presenters: Melissa Mielkie, Meng Han, Ryan Donnelly, Jason Ricci, Jean Xi, Nabeel Butt |
| 12:00 - 1:15 | Lunch | |
| 1:15 - 2:05 | Keynote – Rudi Zagst (TUM, Germany) The Crash-NIG Copula Model - Pricing of CDOs under changing market conditions Moderator: Endre Boros |
|
| 2:05 - 2:35 | Alexander Melnikov (UofAlberta) Quantile risk management of equity-linked life insurance contracts with stochastic interest rate Moderator: Endre Boros |
|
| 2:35 - 2:50 | Refreshments | |
| 2:50 - 3:50 | Keynote – Endre Boros (Rutgers University)
How to mitigate the risk of blowing up and the cost of being too cautious? Moderator: Rudi Zagst |
|
| 3:50 - 6:00 | PhD Student session Session Chair: Kevin D. Ferreira Speakers: Mike Pavlin, Jue Wang, Johnny Tam, Kevin D. Ferreira (Rm. 230) |
|
| Sunday October 30, 2011 | ||
| 8:00 - 9:00 | Morning Coffee | |
| 9:10 - 10:00 |
Keynote- Tom Salisbury (York University) |
|
| 10:10 - 10:40 | Pablo Olivares (Ryerson University) Computing OR-risk measures: recent techniques and open problems Moderator: Rudi Zagst |
|
| 10:40 - 10:50 | Refreshments | |
| 10:50 - 12:00 | Closing Ceremony & Awards Words from Math Department ChairWords from the next host of the 3C Risk Forum Moderator: Dash WU |
|
| 12:00 - 2:00 | Lunch | |
Paper contest
Young researchers are welcome to participate in the Birge Essay
Contest on Optimization under Risk (Becor, click
here at Elsevier website)
Workshops/Cluster/Sessions/Student event
Participants are welcome to propose workshops/cluster/sessions.
Students are welcome to propose student events. Students whose proposal
is approved will be appointed student ambassador in charge of the
proposed event and part of the Essay Contest.
Submission
For those interested in publication, paper submission deadline
is August 10, 2011.
For those interested in giving a presentation, presentation submission
deadline is September 1, 2011. Papers should be submitted via online
submission system: http://risklab.utoronto.ca/conference
or by e-mail: riskchina@vip.163.com and risklab.forms@gmail.com
For inquiries contact Christine (risklab.forms@gmail.com) or
Dexter (dexter@mie.utoronto.ca)
Click here for the author template
Publication
Papers are suggested to address engineering related topics. All accepted papers will published by the Elsevier journal Systems Engineering Procedia, www.elsevier.com) or a Springer book (see http://www.springer.com/series/8827). For a substantially extended version, these famous journals (e.g., click here or here ) can be the outlets.
Registration details
Fees includes coffee breaks and publishing
your paper** in an Elsevier journal.,
Fees before Sept. 20- $200, after Sept. 20 -$300
PRMIA member before Sept. 20- $170, after Sept. 20 -$255, Graduate
Students before Sept. 20- $100, after Sept. 20 -$180
**This fee applies only to papers of sufficient quality for publication.
The organizing committee reserves the right not to accept papers.**
PRMIA member not submitting a paper, before Sept. 20- $43, after
Sept. 20 -$85
Guest, not submitting a paper, before Sept. 20- $50, after Sept.
20 -$100
Further Contract Information:
University of Toronto
1 Spadina Crescent Room 205
Toronto, ON M5S 3G3 Canada
Phone (416) 946-58 08
Fax (416) 978-41 07