Program overview

TUESDAY AFTERNOON, 4 MARCH 2003

Session L1. FIAP: Physicists and Risk Management on Wall Street.

Tuesday afternoon, 17:30, Ballroom A, Austin Convention Center

17:30 L1.001 A Survey of Risk Analytics
Evan Picoult (Head of Risk Methods and Analytics, Citigroup)
18:06 L1.002 Credit Risk Models
Jorge Sobehart (Risk Architecture, Citigroup)
18:42 L1.003 From risk and revenue to profitability
Xidi Wang (Global Consumer Bank, Citigroup)
19:18 L1.004 Theory of Risk Management
Marc Potters (Science amp; Finance / Capital Fund Management)
19:54 L1.005 Risk Calculus: A Primer
Maurizio Mondello (Salomon Smith Barney)

Session L3. DPOLY: DPOLY Business Meeting.

Tuesday afternoon, 17:30, Ballroom C, Austin Convention Center

Session L4. DCMP: DCMP Reception (Joint with DMP/DCOMP) followed by DCMP Business Meeting.

Tuesday afternoon, 17:30, Texas I/Big Bend CD, Hyatt Regency Austin

Session L5. DMP: DMP Reception (Joint with DCMP/DCOMP) followed by DMP Business Meeting.

Tuesday afternoon, 17:30, Texas I/Big Bend B, Hyatt Regency Austin

Session L6. DCOMP: DCOMP Reception (Joint with DCMP/DMP).

Tuesday afternoon, 17:30, Texas I, Hyatt Regency Austin

Session L8. FIAP: FIAP Business Meeting.

Tuesday afternoon, 17:30, Room 3, Austin Convention Center

Session L9. DBP: DBP Business Meeting.

Tuesday afternoon, 17:30, Room 4ABC, Austin Convention Center

Session L14. GIMS: GIMS Business Meeting.

Tuesday afternoon, 17:30, Room 8C, Austin Convention Center

Session L15. GSNP: GSNP Business Meeting.

Tuesday afternoon, 17:30, Room 9A, Austin Convention Center

Session L29. GMAG: GMAG Reception and Business Meeting.

Tuesday afternoon, 17:30, Room 18C, Austin Convention Center