Celebrating 10 years of global discussion and thought leadership in its 80,000 - member risk community, PRMIA gathers international experts and practitioners to share current perspectives on the world's financial economy and today's issues in risk management.

Navigating the Dynamic Financial Landscape
Macro Risks and Regulations
Latest Analytics for Emerging Risks
Managing Through Crises

Join the dialogue - two days of intensive review and debate on key issues and risks in the international markets and financial services, delivered by pre-eminent leaders in risk management, regulation, consulting and top business schools.

Learn new tools - keynote panels, seminars and sessions tailored to the latest advances in managing risk and developing capability for future crises.

Influence your future - connect with peers, renowned risk specialists, world-class finance authors, senior policy and industry professionals.

Take away - innovative ideas, broad practical knowledge and deeper understanding of risk issues today.

Program Highlights include:

Featured plenary session speakers:

Kenneth Rogoff
Professor of Economics,
Harvard University

Author of "This Time is Different:
Eight Centuries of Financial Folly"

Robert F. Engle
Director of the Volatility Institute,
Professor of Finance,
NYU Stern School of Business

Recipient of the 2003 Nobel Memorial Prize For Economics

Emanuel Derman
Professor,
Columbia University

Author of "Models.Behaving.Badly:
Why Confusing Illusion with Reality Can
Lead to Disaster, on Wall Street and in Life"

Hersh Shefrin
Mario L. Belotti Professor of Finance,
Santa Clara University

Author of "Ending the Management Illusion:
How to Drive Business Results Using the
Principles of Behavioral Finance"

Two-day conference highlights:

5 Keynote speaker panel discussions with 20+ experts in risk, economics, financial policy & regulation, consulting and academia:
- global risks and uncertainties ahead for financial services
- macro-prudential issues, government and regulatory actions
- financial services restructuring, shadow banking and implications for systemically significant institutions
- current advances in quantitative risk analytics
- developing crisis management capability for non market risks
12 concurrent sessions drilling down in practice-driven risk specialties, quantitative finance and technical analysis led by industry experts
10th Anniversary Gala dinner honoring key contributors to the risk management profession
2 Networking receptions

Full day 9 pre-conference seminars in three tracks:

Negotiating the New Financial landscape - regulatory capital, European and US regulations, systemic risk, OTC clearing and transaction strategy
Emerging Risks and Opportunities - recovery outlook, credit issues
Managing through Crises - risk capacity, culture and governance

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