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[Teaching]
[Workshops]
- GARP Risk Convention, New York, March 2020.
-
Conference on the Interconnectedness of Financial Systems, Federal Reserve Board,
Washington D.C., March 2019.
- Workshop on
Monitoring
Systemic Risk: Data, Models and Metrics,
Isaac Newton Insitute for Mathematical Sciences, Cambridge
University, September 2014.
-
Conference on Regulation of Systemic Risk, Federal Reserve Board,
Washington D.C., September 2011.
- Session on Systemic Risk at
Third SIAM Conference on Financial Mathematics and Engineering,
San Francisco, November 2010.
-
Forum on Systemic Risk and Liquidity,
Fields Institute, Toronto, May 2010.
- CAF Summer
Research Conference, Hyderabad, August 2006.
- Risk Magazine's Quant Congress, 2006.
-
Second International
Conference on Credit Risk, HEC Montréal, April 2004.
-
CREDIT Conference on Validation of Credit Risk Models, Venice,
September, 2004.
- Bank of Finland, Helsinki, 2018.
- Bank for International
Settlements, Basel, 2018.
- Oesterreichische Nationalbank, Vienna, 2018.
- Hong Kong University of Science and Technology, Hong Kong, 2015.
- Lehigh University, Bethlehem, PA, 2015.
- Office of the Comptroller of the Currency, Washington, 2012.
- Georgia State University, Atlanta, 2010.
- Indian School of Business,
Hyderabad, 2010.
- Northwestern University
(McCormick School), Evanston, 2009.
- HEC Genève, Geneva, 2008.
- Magyar Nemzeti
Bank, Budapest, 2008.
- Queen's School of
Business, Kingston, Ontario, 2008.
- Fields Institute of
the University of Toronto, Toronto, 2008.
- Bank for International
Settlements, Basel, 2008.
-
National University of Singapore, Singapore, 2008.
- Stanford, Palo Alto, 2007.
- Georgia Tech, Atlanta, 2007.
- Deutsche
Bundesbank, Frankfurt, 2006.
- Monetary Authority of Singapore, Singapore, 2006.
- European Central Bank, Frankfurt, 2004.
- Deutsche Bundesbank,
Frankfurt, 2003.
- FDIC, Washington, 2003.
- Federal Reserve Bank of New
York, New York, 2002.
- Banca d'Italia, Rome, 2001.
- Fondo Interbancario di Tutela dei
Depositi, Milan, 2001.
- Banque de France,
Paris, 2000.
-
Ohio State University, Columbus, 1997.
- FDIC, Washington DC, 1996.
- Duke University, Durham, 1994.
-
Federal Reserve Bank of New York, New York, 1994.
- Fifth International Symposium in Computational Economics and Finance (ISCEF), Paris, April 2018.
- Risk Measurement and Regulatory Issues in Business, University of Montreal,
September 2017.
- International Risk Management Conference (IRMC), University of Florence, June 2017.
- Mont Tremblant 6th Risk Management Conference, Quebec, March 2016.
- Eighth International Congress on Industrial and Applied Mathematics
(ICIAM), Beijing, August 2015.
- Systemic Risk and Financial Networks, UCLA, March 2015.
- Sixth Annual Risk Management Conference, Risk Management
Institute, National University of Singapore, July 2012 (plenary address).
- CAIMS
Annual Meeting on Mathematical Finance, Fields Institute,
Toronto, June 2012.
- Mathematics
of the New Financial Systems,
Institute for Mathematics and its Applications,
University of Minnesota, May 2012.
- R/Finance 2012,
University of Illinois at Chicago, May 2012.
- Liquidity and Credit Risk, Universität Freiburg, March 2012.
- McGill University 4th Risk Management Conference, Mont Tremblant, March 2012.
- Measuring Risk, Princeton University, October 2011.
- CRC Credit
Scoring Conference, University of Edinburgh,
August 2011 (plenary address).
-
Third SIAM Conference in Financial Mathematics & Engineering,
San Francisco, November 2010 (plenary address).
-
Forum on Systemic Risk and Liquidity,
Fields Institute, Toronto, May 2010.
- CREST Workshop on Large Portfolio, Concentration and Granularity,
Paris, March 2010.
- McGill University 3rd Risk Management Conference, Mont Tremblant, March 2010.
- 16th Annual Workshop on Derivative Securities & Risk
Management, Center for Applied Probability, Columbia University,
New York, November 2009.
- Collegium Budapest International Workshop on Financial Risk,
Market Complexity and Regulation, Budapest, October 2009.
- KIER-TMU International Workshop on Financial Engineering,
Tokyo, August 2009.
- MITACS Economic Summit on Systemic Risk, Toronto, April 2009.
- American Mathematical Society Annual Meeting, Washington DC, January 2009.
- Second Annual Risk Management Conference, Risk Management
Institute, National University of Singapore, July 2008.
- Caesarea Center
5th Annual Conference, Herzliya, Israel, May 2008.
- 18th Annual Derivatives Securities and Risk Management
Conference, Arlington, Virginia, April 2008.
- Financial Risks: New Developments in Structured Products &
Credit Derivatives, Paris, March 2008 (plenary address).
- Conference on Credit Risk,
Stevanovich
Center for Financial
Mathematics at the University of Chicago, Chicago, October 2007.
- 13th International Conference on Computing in Economics and
Finance, Society for Computational
Economics, Montreal, June 2007.
- HEC Montréal
Third
International Conference on Credit and Operational Risks, Montreal, April 2007 (keynote address).
- Credit Risk and Credit Derivatives Conference,
Federal Reserve Board, Washington DC, March 2007.
- Operations Research 2006, Universität Karlsruhe,
September 2006.
- Quantitative Finance Conference on Credit Risk,
University of Western Ontario, London (Ontario), November 2005.
- Recent Advances in Credit Risk Research, London Business School,
London, May 2005.
- Workshop on Banking and Financial Stability, Vienna,
April 2005.
- 15th Annual Derivatives Securities and Risk Management
Conference, Arlington, Virginia, April 2005.
- Conference on Prudential Regulation and Banking Supervision,
Madrid, November 2004.
- CREDIT 2004: Validation of Credit Risk Models,
Venice, September 2004.
- Mathematics of Credit Risk, Princeton University, September 2004.
- Recent Advances in
Credit Risk Research, NYU Stern, New York, May 2004.
- BIS Workshop on
Accounting,
Transparency and Bank Stability, Basel, May 2004.
- HEC Montréal International
Conference on Credit Risk, Montreal, April 2002 (keynote address).
- Statistical and Computational Problems in Risk Management:
VaR and beyond VaR, Università di Roma "La Sapienza", Rome, June 2001.
- Conference on
Credit Risk,
University of Waterloo Centre for Advanced Studies in
Finance, Toronto, May 2001.
- NBER conference on
Measurement of Risks in Financial Markets, Cambridge, September 2000.
-
Seventh Annual Conference
of the Chinese Finance Association, University of Maryland College Park,
August 2000.
- Bank Structure Conference, Federal Reserve Bank of Chicago,
Chicago, May 2000.
- Federal Reserve Bank of Chicago
Bank Structure Conference,
Chicago, May 2000.
- Conference on Credit Risk Modelling and
the Regulatory Implications,
Bank of England, London,
September 1998.
-
Third International Conference on Computing in Economics and
Finance,
Society of Computational Economics, Stanford University, California, July 1997.
- Annual Meetings of the Econometrics Society,
New Orleans, January 1997.
- Annual Meetings of the
Financial Management Association,
New Orleans, October 1996.
-
Second International Conference on Computing in Economics and
Finance,
Society of Computational Economics, Geneva, June 1996.
- GARP Risks from Corporate Leveraged Loans, Washington, June 2019.
- R/Finance 2018, University of Illinois at Chicago, June 2018.
- Ninth Colloquium, Scottish Financial Risk Academy, Edinburgh,
April 2015.
- Global Derivatives USA, Chicago, November 2011.
- Procyclicality in the Financial System, De Nederlandsche Bank,
Amsterdam, February 2009.
- GARP Annual Convention, New York, February 2009.
- Workshop on the Potential Procyclicality of the New Regulatory
Framework, European Central Bank, Frankfurt, September 2008.
- RiskLab-Madrid Meeting on Financial Risks, Madrid, February 2008.
- ICBI RiskMinds, Geneva, December 2007.
- Credit Risk Summit, London, June 2007.
- GARP Annual Convention, New York, February 2007.
- Credit Risk Asia 2006, Singapore, June 2006 (plenary address).
- Risk 2005 USA, Boston, June 2005.
- GARP Annual Convention, New York, February 2005 (keynote address).
- ICBI Risk Management, Geneva, December 2004.
- Credit Risk Summit USA, New York, October 2004.
- GARP Credit and Counterparty Risk Summit, New York, June 2004
(keynote address).
- GARP Annual Convention, New York, February 2004 (keynote address).
- ICBI Risk Management, Geneva, December 2003.
- Capital Allocation 2003 USA, New York, September 2003.
- Investing in CDOs 2003, New York, June 2003 (keynote address).
- Credit Risk Summit USA, New York, October 2002 (keynote address).
- Risk 2002 USA, Boston, June 2002.
- ICBI Credit, Counterparty and Default Risk Forum 2000, Paris, September 2000.
- ICBI Risk Management, Geneva, November 1999.
- ICM Conference on Managing Economic and Regulatory Capital,
New York, June 1999.
- Credit Risk Modeling, CEMFI Summer School, Madrid,
August 2017 and September 2014.
- Financial Crises, Princeton University, Spring 2014.
- Options, Futures and Financial Derivatives,
Princeton University, Spring 2014.
- Mathematics for Economists, MIT, Fall 1993.
- Modeling and Management of Corporate Credit Risk,
Scottish Financial Risk Academy, Edinburgh, April 2015.
- Imperfect Diversification: Granularity Adjustment in
Risk Management, Financial Econometrics and Simulation
Methods,
KIER-TMU Lectures on Financial Engineering, Tokyo, July 2009.
- Basel II and Credit Risk Management,
Reserve Bank of India,
Goa, September 2007.
- Foundations of Basel II,
Reserve Bank of India,
Mumbai, December 2006.
- Portfolio Credit Risk and Basel II,
Institute for Financial Management and Research, Chennai, August 2006.
- Credit Risk Management: Techniques and Applications,
World Bank, Washington DC, October 2005.
- The Design and Calibration of the New Basel Capital Accord,
Policies for Monetary and Financial Stability,
International Monetary Fund, Washington, July 2003.
- What Wags the Tail? Common Structure &
Key Assumptions in Today's Portfolio Credit Risk Models,
Economic Capital: A Cross-Institutional Perspective,
Federal Reserve Bank of New York,
New York, January 2002.
- Capital Allocation by Risk-Bucketing: Implications & Pitfalls,
Assessments of Economic Capital,
Federal Reserve Bank of New York, New York, April 2001.
- Models for Portfolio Credit Risk Management:
Understanding the Analytics, Calibration and Performance of the
Leading Alternative Approaches,
Advanced Techniques for Modelling Credit Risk, Risk Training,
New York, February 2000.
Michael Gordy
<michael.gordy@frb.gov>
Last update: 11-Jan-2019