Spring 2023 MAFI Seminar
Friday, February 17 | 4:00 p.m. | In-Person & Zoom
Strategic Bank Liability Structure Under Regulatory Capital Requirements
Guest Speaker: Dr. Zhenyu Wang, Professor of Business Finance and Edward E. Edwards Professor at the Kelley School of Business at Indiana University, and former head of Financial Intermediation Function at the Federal Reserve Bank of New York
For more information, please email Kalli Vimr.
Past events
Guest Speaker: Renren Dong, Director, Senior Trader at Bank of America
Guest Speaker: Dr. Steven Clark, Associate Professor of Finance. Panelists: Danielle Avery, AVP, Sr. Data Technology Analyst, Bank of America; Jacob Etringer, Quantitative Analytics Co-Op Associate, Wells Fargo; Katrina Hartley, AMD Engineer, Goldman Sachs; Peter Trzil, Risk Analytics Sr. Specialist, Charles Schwab
Guest Speaker: Jane Wu '07, M.S. in Mathematical Finance, recipient of the 2020 Belk College Outstanding Young Alumna Award and President of Panorama Holdings, LLC.
Guest Speaker: Dr. Guofu Zhou, Frederick Bierman and James E. Spears Professor of Finance at Olin Business School (OBS)
Guest Speaker: Jonathan Wu, Managing Director Area Head of Corporate Market Risk Oversight of Rates, Wells Fargo Bank; Presentation
Guest Speaker: Dr. Paul Romanelli, Head of Corporate Risk Model Development (CRMD), Wells Fargo Bank; Presentation
Guest Speaker: Dr. Tao Pang, Associate Professor & Director of Financial Mathematics Program, Department of Mathematics, North Carolina State University
Guest Speaker: Professor David X. Li, Professor of Finance, Faculty Co-director of Master of Finance at Shanghai Advanced Institute of Finance (SAIF), Associate Director of Chinese Academy of Financial Research (CAFR) at Shanghai Jiaotong University
Guest Speaker: Dr. Keith A. Heyen, Managing Director, Market Risk Analytics Credit & Market Risk Management, Wells Fargo
Guest Speaker: Agus Sudjianto, Executive Vice President Head of Model Risk at Wells Fargo
Archive
- What is Fintech? Dr. Yimin Yang, Senior Director at Protiviti, Inc.
- Risk-Adjusted Pricing for Bank Loans Under Market Interest Rate; Dr. Yimin Yang, Senior Director at Protiviti, Inc.
- Resume Book and Career Development for M.S. Mathematical Finance Students; Robin Boswell, Director of Graduate Student Career Development
- Financial Planning and Management Reporting - Establishing Financial Plans and Measuring Progress; Patrick Sullivan, Director Corporate Financial Planning & Analysis (CFP & A)
- Global Association of Risk Professionals (GARP); Dr.Lisa Ponti, Vice President - Institutional Outreach The America, Global Association of Risk Professionals (GARP)
- Financial and Economic Analysis for Investing in Renewable Energy and Energy Markets; David March, Co-Founder and Managing Partner of Entropy Investment Management
- Term Auction Facility: The Fed's First Response to the Financial Crisis and Its Effects on Labor; Dr. Zhenyu Wang
- Advances in Fair Lending Modeling; Dr. Maia Berkane, Wells Fargo
- Counterparty Credit Risk: Measurement and Management; Catherine Li, SVP, Bank of America
- Model Risk Management in the Current Environment; Tony Yang, Director in Financial Risk Management, KPMG LLP, Advisory Service
- Introduction to CVA/DVA/FVA; John Carpenter, Director in Corporate Treasury, Bank of America
- Quantitative Strategies in the Hedge Fund Industry; Lee Slonimsky, Managing Member at Ocean Capital Partners LLC
- Quantitative Risk Management: VaR and Others; Dr. Roy DeMeo, Wells Fargo
- Portfolio Alpha from Unique Relative Strength Rotation; Mathew Verdouw, Global CEO/Founder of Market Analyst Software
- Incorporating Macro-economic Shocks in Regulatory Capital Stress Testing; Dr. Steven Zhu, Bank of America
- Math Finance Application in Corporate Investments Technology; Bryan Porter, Director, Global Funding & Investments Technology
- Credit Portfolio Management: Old Challenges and New Opportunities; Randy Miller, Head of Enterprise Credit Portfolio Analytics, Global Portfolio Strategies at Bank of America
- Value-at-Risk: Market Risk Modeling; Han Zhang, Director, Head of Risk Analytics at Wells Fargo