Risk Management in the Middle of a Financial Crisis

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Event Details
  • Date/Time:
    • Tuesday December 2, 2008 - Wednesday December 3, 2008
      10:00 am - 10:59 am
  • Location: Executive Classroom, Room 228 Main
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
Harry Sharp
Quantitative & Computational Finance Program (QCF)
Contact Harry Sharp
Summaries

Summary Sentence: Risk Management in the Middle of a Financial Crisis

Full Summary: The Risk Analysis Services group at Southern Company will discuss recent quantitative analytics developments, including bond portfolio risk analytics, structured products, and commodity price risk.

The Risk Analysis Services group at Southern Company will discuss recent quantitative analytics developments, including bond portfolio risk analytics, structured products, and commodity price risk.

Chris Schlegel received his BA and MA in economics at Simon Fraser University, British Columbia. Following his graduate work he was Research Economist at The Fraser Institute, and from 2001 served as expert witness for the cost of capital and market analysis for the staff of the New Hampshire Public Utilities Commission in Concord, NH.

Chris subsequently worked as Senior Analyst and later Manager in the Risk Control group on the trading floor of Southern Company, where he developed power and gas trading risk metrics and portfolio valuation tools. He is presently Manager of Risk Analysis Services, a group at Southern Company headquarters in Atlanta focused on quantitative risk management.

Chris is President of the U.S. Association for Energy Economics in Atlanta, and was recently named Associate at the James C. Bonbright Center for Public Utilities at the University of Georgia. He has been invited as speaker to numerous professional conferences on quantitative risk modeling and utility economics, and has published in peer reviewed journals including Energy Risk and the European Journal of Political Economy.

His professional interests include energy economics, quantitative and behavioral finance, and enterprise risk management.

Ally Hung is a Staff Financial Analyst with Enterprise Risk Management. Ally graduated from the University of Tennessee, Knoxville with a Master in Economics and a Bachelor in Finance.

She joined the Risk Analysis Service (RAS) group in March 2008 from SCS Forecasting. Her current areas of responsibilities include: Modeling and analyzing risks (commodity price and interest rate), identify and assess risks, communicate potential risk mitigation opportunities using financial instruments. Before joining the RAS, Ally was a forecaster at SCS Forecasting with focus on the development of the Energy and Peak Demand forecast using structural Long Term End-Use models.

Prior to joining Southern, she was a Stock Trader in Hong Kong and holds a trader license from the Hong Kong Stock Exchange. Ally also serves as the Logistic Chair for the APA.

Additional Information

In Campus Calendar
No
Groups

School of Industrial and Systems Engineering (ISYE)

Invited Audience
No audiences were selected.
Categories
Seminar/Lecture/Colloquium
Keywords
finance, risk management
Status
  • Created By: Harry Sharp
  • Workflow Status: Published
  • Created On: Oct 12, 2009 - 4:37pm
  • Last Updated: Oct 7, 2016 - 9:47pm