Risk 2001 USA

Over 700attendees atRisk 2000 USA!Risk 2001 USARisk magazine's 7th annual US derivatives and risk management congressBoston, 12 & 13 June 2001Risk 2001 USA is the definitive US conference forrisk management and derivatives professionals.Comprising four streams with presentations by theleading practitioners and academics in the industry, thisevent will provide delegates with comprehensivecoverage of the latest trends and innovations inderivatives and risk management.Four intensively researched streams:STREAM ONE: Portfolio credit risk measurementand managementSTREAM TWO: Advanced risk managementstrategies and techniquesSTREAM THREE: Derivatives modelling and analysisSTREAM FOUR:Risk measurement andmanagement for investmentmanagers and plan sponsorsPLUSPre-conference symposium, 11 June 2001:● Advances in computational techniques applied toderivatives pricing and risk managementTwo separately bookable post-conferenceseminars, 14 June 2001:● Analysing the latest approaches for quantifyingoperational risk● Practical strategies and techniques for pricing creditderivativesGold sponsorsInvestment management stream sponsorsE-mail: conf@riskwaters.com Tel: +44 (0)20 784 9898 Fax: +44 (0)20 7484 9800Tel: +1 212 925 1864 x 197 Toll-Free: 1-800 717-3836 Fax: +1 212 925 7585For constant updates and more information, please visit the Risk 2001 USA website atwww.risk-conferences.com/risk2001usa

at a glancemme and may be subject to changeBoston, 12 & 13 June 2001ng and risk managementSTREAM THREEDERIVATIVES MODELLING AND ANALYSISLatest research in modelling interest ratesOn the performance of multi-factor term structure models for pricing caps, swaptionsand American optionsRigorously assessing your model implementation processMeasuring the liquidity of different productsSTREAM FOURRISK MEASUREMENT AND MANAGEMENT FORINVESTMENT MANAGERS AND PLAN SPONSORSAre plan sponsors and investment managers seeing risk the same way?Hedge fund transparency: Striking the balance between managers' and investors' riskdisclosure needsPerformance measurement, portfolio insurance and portable alpha: Excess return orunpriced risks?Performance measurement and attribution for diverse portfoliosPricing and hedging in incomplete marketsStochastic volatility for Levy processesTechniques for measuring performance attributionTools for measuring and mitigating the currency exposure of an investment portfolioCHAMPAGNE ROUNDTABLELatest developments and future directions in the commoditisation of thetelecommunications industryCHAMPAGNE ROUNDTABLEAssessing the future developments in risk management for investment managersSTREAM THREEDERIVATIVES MODELLING AND ANALYSISAnalytical, semi-analytical and numerical methods for pricing and risk managing exoticderivativesForecasting of implied volatility surfacesUnderstanding real options theoryAnalysing techniques for backtesting internal credit risk rating systemsSTREAM FOURRISK MEASUREMENT AND MANAGEMENT FOR INVESTMENTMANAGERS AND PLAN SPONSORSModifying VAR to accurately capture the risk of long-term investment horizonsDeveloping a computational environment to evaluate and analyse investment portfoliosOptimal portfolios with risk mitigation as the primary objectivePractical tools for monitoring and managing investment portfolio riskIn-depth comparison of the various industry credit modelsTechniques for modelling default correlationAdvanced mathematics for pricing credit derivativesApplying dynamic hedge modelling techniques to credit derivativesAggregated diverse position information for risk reportingA general framework for risk budgetingThe role of credit risk models in investment managementThe role of risk in core / satellite investing vs. traditional asset allocationIn addition to the comprehensive conference programme, delegates will have the opportunity to find out more about the latestdevelopments in risk management software and services at the Risk 2001 USA exhibition open exclusively to conferencedelegates. Confirmed exhibitors to date include:Algorithmics Incorporated, Arthur Andersen, Askari/State Street, Barra, DataSynapse, Inc., ERisk,FAME Information Services, Inc., FEA/Financial Engineering Associates, Inc., Imagine Software, IQ Financial,Measurisk, PricewaterhouseCoopers, RiskMetrics, Standard & Poor's, Summit Systems, SunGard Trading &Risk Systems, WhiteLight Systems LimitedThere are limited marketing opportunities remaining at Risk 2001 USA. To find out how your organization could benefit froma presence at this leading industry event, please contact Karlie Rogers on +44 (0)20 7484 9733, or email her atkrogers@riskwaters.comwww.risk-conferences.com/risk2001usa

Risk 2001 USARisk magazine’s 7th annual US derivatives andrisk management congressBOSTON, 12 & 13 June 2001Code : PMTO REGISTERMail Conference Administration,Risk Waters Group,Haymarket House, 28-29 Haymarket,London SW1Y 4RX, UKTel +44 (0)20 7484 9898E-mail conf@riskwaters.comFax +44 (0)20 7484 9800Mail Conference Administration,Risk Waters Group,270 Lafayette Street, Suite 700New York, N.Y. 10012Tel +1 212 925 1864 x 197Toll-Free: 1-800 717-3836Fax +1 212 925 7585Please do not cover this box as it contains important marketing informationWeb www.risk-conferences.com/risk2001usaVisit the Risk Waters Group web site for an update on our forthcoming conferences and courses and forinformation on our magazines and books at www.riskwaters.comRegistration details (Please note: Your place is not guaranteed until payment has been received)There is one pre-conference symposium (11 June) and two post-conference seminars (14 June)❑ I would like to book a special discount package - all four days of Risk 2001 USA at a saving of $400Two seminars and the two day multi-streamed congress $4,197 less $400 = $3,797❑ I would like to book a three day package at a saving of $200One seminar and the two day multi-streamed congress $3,098 less $200 = $2,898❑ I would like to attend the two day multi-streamed congress only $1,999❑ I would like to attend a one day seminar only $1,099Please don't forget to indicate which seminar(s) you would like to attend:❑ Advances in computational techniques applied to derivatives pricing and risk management❑ Analysing the latest approaches for quantifying operational risk - 14 June 2001❑ Practical strategies and techniques for pricing credit derivatives - 14 June 2001Your registration fee includes breakfast, lunch, refreshments, your documentation pack and the congress dinner. Book online or fax the completed form with your credit card details, or followup the provisional reservation with a cheque payable to Risk Waters Group Ltd. In order that we process your registration with maximum efficiency, we request that a copy of this bookingform accompanies your payment. Please complete the form below in BLOCK CAPITALS.TITLE FIRST NAME FAMILY NAMEJOB TITLE / POSITION DEPARTMENT COMPANYADDRESSCITY POST/ZIPCODE COUNTRYTELEPHONE FAX EMAILAPPROVING MANAGERTRAINING MANAGERPlease tick the description which best fits your company type❑ Commercial/Investment bank❑ Brokerage❑ Building Society/Thrift❑ Insurance company❑ Exchange❑ Asset/Investment/Fund management co❑ Legal❑ Regulator❑ Tick here to receive e-mails informing you of new events❑ Accountancy/Audit❑ Consultancy/Boutique❑ Government/Public Body❑ Software/Technology❑ Energy/Utility❑ Non-financial corporation❑ Other (please specify)Payment details (Please note: Your place is not guaranteed until payment has been received)I enclose a cheque payable to Risk Waters Group Ltd.Please debit my: AMEX VISA MASTERCARD DINERS CLUB (please supply ‘valid from’ date _____________________)CNXP81CARD NO:EXPIRY DATE:ACCOUNT ADDRESS IF DIFFERENT FROM ABOVESIGNATUREDATE.Risk Waters Group VAT No: GB 681 3190 38 For companies in EU member states only: Please write your VAT/TVA/BTW/IVA/ MCMS/MWST/FPA number herePayment is required prior to the event. If you require an invoice please inform us stating whether you need an original or a fax copy. We accept company cheques, credit cards and bank transfers.Please allow a minimum of seven working days for a bank transfer to reach us and phone or fax us when it has been sent. Please state the event name and delegate name to which it relates.Venue and accommodation detailsConference venue:Seaport Hotel and World Trade Center BostonOne Seaport LaneBoston MA 02210, USATel: 1 617 385 4000 for reservationsSpecial rates have been negotiated, please mention Risk Conferenceswhen calling. Call before 9 May 2001 for the special rate (subject toavailability).Special Group Discounts:When three or more delegates from the same company and city register for anevent at the same time, they will receive a 15% discount on the registration fee.Customer loyalty: Because we value your custom, any delegate who books onto threeor more Risk events, conferences or courses, in the same calendar year, will receive anautomatic 15% discount.WARNING: Risk is a registered trademark, and the title, contents and style of this brochure are the copyright of RiskWaters Group. We will act on any infringement of our rights anywhere in the world. © Risk Waters Group 1998.CANCELLATIONA refund (less 10% administration fee) will be made if notice of cancellation is received in writing three weeksbefore the event. We regret that no refunds can be given after this period. A substitute delegate is always welcomeat no extra charge.DISCLAIMERThe programme may change due to unforeseen circumstances, and Risk Waters Group reserves the right to alterthe venue and/or speakers. Risk Waters Group accepts no responsibility for any loss or damage to propertybelonging to, nor for any personal injury incurred by, attendees at our conferences, whether within the conferencevenue or otherwise.INCORRECT MAILING, DATA PROTECTIONIf any of the details on the mailing label are incorrect, please return the brochure to the database administrator atRisk Waters Group so that we can update our records and ensure future mailings are correct.Please tick this box and return this page if you do not want to receive details of specialoffers which may be of relevance to you.