The International Association of Financial Engineers presents
The 2011 IAFE Annual Conference
"Financial Facts, Fantasies and Fallacies?"

Special Pricing for CAIA Members, 30% Off
Conference for CAIA Members $140
Conference and Robert Merton Dinner $280

For the first time the IAFE Annual Conference has been expanded to a 1 1/2 day conference including a Dinner, a reception and multiple seminar tracks. Now in its 19th year, the IAFE Annual Conference attracts approximately 250 senior and mid level practitioners from the banking, asset management, risk management, derivatives, structured finance, insurance, institutional investor, legal, and alternative investment communities.

May 16th, 2011
6:15-10:00 pm
IAFE Annual Conference Reception and Dinner
Jane Restaurant - 100 West Houston Street NYC

Featuring Nobel Laureate & IAFE Senior Fellow
Robert Merton as Dinner Speaker
"Observations of a Financial Engineer on Retirement Finance"

May 17th, 2011
1:00 pm
New York University - Kimmel Center - 60 Washington Square South NYC

Keynote Speech: "Financial Facts, Fantasies and Fallacies?"
Peter Carr, Managing Director and Global Head of Market Modeling, Morgan Stanley, and 2010 IAFE/SunGard Financial Engineer of the Year

Featured Speakers:

Mike Alix
SVP, Risk Management, Financial Institutions Supervision Group,
New York Federal Reserve Bank

Giovanni Beliossi
Managing Partner & CEO, FGS Capital LLP & IAFE Board Member

Neil Binder
Partner, Richards Kibbe & Orbe, LLP

Bradley Bondi
Partner, Cadwalader, Wickersham & Taft

Eduardo Canabarro
Managing Director & Global Head of Quantitative Risk Groups,
Morgan Stanley

Joshua Cohn
Partner, Mayer Brown LLP

Lesley Daniels-Webster
Principal, Daniels Webster Capitol Advisors
and retired Head of Market Risk at J. P. Morgan

Andrew Davidson
President, Andy Davidson & Company & IAFE Board Member

Guy Dempsey
Partner, Katten Muchin Rosenman LLP

Michael S. Etkin
Member, Lowenstein Sandler PC

Ross Garon
Managing Director, Quantitative Strategies, S. A. C. Capital Advisors, LP

Roy Henriksson
Chief Investment Officer, Advanced Portfolio Management
and IAFE Liquidity Risk Committee Co-Chair

Alan King
Research IBM

Laura Kodres
Assistant Director and Division Chief, Global Financial Stability Division, IMF

Pete Kyle
Charles E. Smith Chair Professor of Finance, University of Maryland

Richard Lindsey
Principal, Callcott Group & IAFE Chairman
and former Director of Market Regulation for the
U. S. Securities and Exchange Commission

Eric Moser
Partner, Alternative Investments Practice, Milbank

Peter Niculescu
Partner, Capital Market Risk Advisors

Eric Reiner
Managing Director, Firm-wide Risk Control and Methodology, UBS AG

Dan Rosen
CEO & Co-Founder, R2 Financial Technologies

David Saunders
Assistant Professor, Department of Statistics & Actuarial Science,
University of Waterloo

Barry Schachter
Chief Risk Officer, Woodbine Capital Advisors LP & IAFE Advisory Board Member

David Schwartz
Managing Director, Financial Engineering, Duff & Phelps

Don Thompson
Managing Director and Associate General Counsel, J. P. Morgan Chase

Tom Woods
Senior Executive VP and CRO, CIBC

Other Panels to include:
The Impact of the AXA Rosenberg/SEC Model Risk Settlement
Liquidity Risk and High Frequency Trading
Risk Appetite and Attitude
Lawyers and Practitioners Exchange Views on Swaps Clearing, Lehman Flip Clauses/Bid-Offers and Other Topics of Mutual Interest

Concurrent Breakout Sessions May 16th:
How to Address the Systemic Part of Liquidity Risk-the Final (?) Frontier
Technical Agenda for Liquidity Risk Management Systems
Securitization Risk Retention Rules: Panacea or Punishment
Counterparty Credit Risk Modeling Workshop

Sponsors
Sponsorships are still available - for more details contact David Jaffe, Executive Director, IAFE at
646-736-0705