Managing Systemic Risk in Financial Institutions and Infrastructure
New York, New York
1 December 2009- 02 December 2009
Hosted By: Central Banking Publications and Risk Magazine
This seminar, held in New York City on 1-2 December 2009, examined the ways in which systemic risk can be identified, measured, and managed within the financial system, and critically assess the extent to which regulatory reform can improve stability and create a more robust financial infrastructure. NERA Vice President Christopher Laursen delivered a presentation entitled "Reforming Systemically Important Financial Institutions from Within." Mr. Laursen analyzed the extent to which banks can improve their governance and internal control procedures in order to better manage systemic risk. In particular, he examined whether poor business models or inadequate management are more to blame for bad performance, and provided clarity as to where risk management and internal control systems have broken down.
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