主题：学术讲座：从金融工程/数学的角度看当前金融风险管理的挑战和回应

题目： 从金融工程/数学的角度看当前金融风险管理的挑战和回应 （The Challenges of Financial Risk Management From Viewpoint of Financial Engineering） 报告人： 袁先智(George Yuan)博士 （美国KPMG (毕马威) 财务审计公司金融风险管理部业务主管经理）

时间：2004年12月29日（星期三）下午3.00

地点：理科楼207

欢迎广大师生参加。

报告内容：

1) First discuss some current challenging issues on financial risk management (当前金融风险 管理在实践中的挑战) in practice of financial service which includes banks (银行) and risk investment (风险投资), insurance (保险业) and energy sectors (能源业) by incorporating industry benchmark and international standard, and associated regulatory policy and compliance (政府和交易监控管理规章制度, 工业基准和国际标准 (例如, 国际清算组织总行的巴塞尔协议标准,等);

2) Then focus on the implement of Enterprise Risk Management (ERP, 企业风险管理) by the integration of market risk (市场风险), credit risk (信用风险), operational risk (操作风险), business risk商业风险), and associated risk factors (风险因子) to meet risk management’s challenging according to international body such as Bank for International Settlements (BIS, 国际清算银行巴塞尔协议), modern financial accounting (当前财务标准) and associated auditing standard/guidelines (和关联的审计标准);

3) Finally discuss some response in Regulatory/Compliance in US Market (美国政府, 证监会, 财务标准委员会等监督管理机构对市场变化的回应), independence of financial accounting standard (财务会计标准独立性), valuation of financial derivatives (金融衍生产品定价), and associated independence of auditing issue (财务审计独立性) after the failure of ENRON (安然) 和WORLDCOM (世界通) in years 2001 and 2002, respectively.