MARIE CURIE INITIAL TRAINING NETWORK (ITN)
ON RISK MANAGEMENT AND RISK REPORTING
The FP7 funded ITN on Risk Management and Risk Reporting
expects to launch in the autumn of 2009. The network
consists of 19 universities and industry partners:
- University of Manchester
- Konstanz University
- Erasmus University of Rotterdam
- Universitat Pompeu Fabra
- University of Ferrara
- Duisenberg School of Finance
- London School of Economics
- Deutsche Bundesbank
- RiskMetrics - MSCI Barra
- Banc De Sabadell
- Credit Suisse
- KPMG
- McKinsey
- Numerical Algorithms Group
- Olsen Ltd
- Zurich Insurance
- Enterprise Risk Management Institute International
- Institute of Chartered Accountants in England and Wales
DESCRIPTION:
The research topics covered by the ITN are divided into six
inter-connected themes: 'Risk Reporting and Organisation',
'Banking Theories and Practices', 'Regulatory Requirements
and Risk Modelling Frameworks', 'Risk Concepts and Systemic
Risk', 'Market Microstructure, Liquidity and Volatility',
and 'Quantitative Techniques'. In total, 32 Fellowships (4
postdoc, 10 PhD, and 18 short-term positions) are available
at Manchester Business School, Konstanz University, Erasmus
University of Rotterdam, Universitat Pompeu Fabra,
University of Ferrara, Deutsche Bundesbank, RiskMetrics,
and MSCI Barra, each with secondment opportunity with the
network partners. In most cases, each researcher is
expected to be trained jointly by at least one university
and one industry partner.
APPLICATION PROCEDURE:
Prospective applicants should look at:
http://www.fp7.portals.mbs.ac.uk/
for eligibility criteria, details of the positions
available and how to apply. Salary and travel allowance
will be according to Marie Curie rates.
CONFERENCE DETAILS:
To mark the launch of the ITN, there will be a two-day
Conference, 'Research Agendas after Subprime' on November
4th and 5th, 2009 to be held at Manchester Business School.
Speakers include:
- Christopher Finger (RiskMetrics)
- Thilo Liebig (Deutsche Bundesbank)
- Stefano Zambon (University of Ferrara)
- Robert Hodgkinson (ICAEW)
- Joseph Stiglitz (Columbia University, Nobel Laureate)
- Joel Demski (University of Florida)
- Christian Bluhm (Credit Suisse)
- Rene Poisson (JP Morgan)
- Charles Style (Royal College of Defence Studies)
- Thomas Poppensieker (McKinsey)
- Richard Olsen (Olsen Ltd)
- Xavier Freixas (Universitat Pompeu Fabra)
- Casper De Vries (Erasmus University of Rotterdam)
- Thomas Daula (UBS)
- Stephan Unterberger (Zurich Insurance)
- Remy Briand (MSCI Barra)
- Darrell Duffie (Stanford)
- Andrew Lo (MIT, Financial Engineering Laboratory)
- Lisa Goldberg (MSCI Barra)
REGISTRATION/FURTHER INFORMATION:
A whole range of doctoral research training activities are
scheduled for the week commencing November 2nd. The full
training schedule as well as the full conference programme
and registrations are available on the web:
http://www.fp7.portals.mbs.ac.uk/Networkevents/tabid/1027/Default.aspx
Posted 7/22/09