CAMRI:IMAS Luncheon Forum: Portfolio and Risk Management: When All Asset Classes Can Fail Together

The recent financial crisis has highlighted the need for us to understand how adverse shocks to stock markets can propagate systematically across the world, with a shock in one region of the world can cause an increase in the likelihood of a different shock in another geographical region.

To capture this effect, Professor Yacine Ait-Sahalia from Princeton University will introduce an easily understandable model to better measure market stress and for making optimal portfolio choice decisions.

Date: 22 August 2011 (Monday)
Time: 12.00 noon - 1.30 pm (Guests to be seated by 11.50am)

Casuarina, Lobby Level, Shangri-La Hotel


Open to CAMRI-partner firms and IMAS member firms only.

Registration Fee: Subsidised at S$50 per person (inclusive of GST).

If you are interested to attend, please register your name, job title, company name and telephone number, by 16 August 2011 at the latest, via email to Registration will be confirmed upon receipt of payment.

For more information on the Forum, please click for the brochure.