March 25, 2010 WELCOME ADDRESS by Pierre SIMON Play March 25, 2010 WELCOME ADDRESS by Jean LAURENT Play March 25, 2010 Panel Session: Managing Correlation Risk - Introduction by Michael CROUHY, Natixis Play March 25, 2010 Panel Session: Managing Correlation Risk - Frédéric ABERGEL, Professor, Ecole Centrale de Paris Play March 25, 2010 Panel Session: Managing Correlation Risk - Laurent DOMINGOS, Deputy Head CIB - EQD Research Clients, Models Deployment and Usage, BNP Paribas Play March 25, 2010 Panel Session: Managing Correlation Risk - Gaël RIBOULET, Head of Equity Structuring, Natixis Play March 25, 2010 Panel Session: Managing Correlation Risk - Tarik SMIRES, Financial Engineer, KPMG Play March 25, 2010 Panel Session: Managing Correlation Risk - Questions from the audience Play March 25, 2010 Panel Session: Managing Liquidity Risk - Damiano BRIGO, FitchSolutions & Imperial College Play March 25, 2010 Panel Session: Managing Liquidity Risk - Marie BRIERE, Head of Fixed Income, Forex and Volatility Strategy, Amundi Play March 25, 2010 Panel Session: Managing Liquidity Risk - Jean-François DANDÉ, Partner, Treasury & Capital Markets, KPMG Play March 25, 2010 Panel Session: Managing Liquidity Risk - Pascal GIBART, Head of Risk Quants, Crédit Agricole CIB Play March 25, 2010 Panel Session: Managing Liquidity Risk - Charles-Albert LEHALLE, Head of Quantitative Research, Crédit Agricole Cheuvreux Play March 25, 2010 Panel Session: Managing Liquidity Risk - Questions from the audience Play March 26, 2010 INVITED TALK 1, Organized by AXA Chair "Large Risk in Insurance" - Guest speaker: Alexander J. McNEIL, Heriot Watt University - "Multivariate Stress Testing for Solvency II" Play March 26, 2010 INVITED TALK 1, Organized by AXA Chair "Large Risk in Insurance" - Discussant: Arthur CHARPENTIER, Rennes 1 University Play March 26, 2010 INVITED TALK 1, Organized by AXA Chair "Large Risk in Insurance" - Questions from the audience Play March 26, 2010 INVITED TALK 2, Organized by AXA Chair "Large Risk in Insurance" - Guest speaker: Jin-Chuan DUAN, National University of Singapore - "Clustered Defaults" Play March 26, 2010 INVITED TALK 2, Organized by AXA Chair "Large Risk in Insurance" - Discussant: Jean-Paul LAURENT, Lyon University Play March 26, 2010 INVITED TALK 2, Organized by AXA Chair "Large Risk in Insurance" - Questions from the audience Play