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                                                     Seminar

             Department of Systems Engineering and Engineering Management
                                  The Chinese University of Hong Kong

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Title	:	Statistical Methods for Basel II ---Internal Ratings Based Approach to Measuring Credit Risk of Retail Product
Speaker	:	Prof. Samuel Po-Shing WONG
		Department of Statistics
		The Chinese University of Hong
Date	:	January 28th, 2008 (Monday)
Time	:	4:30 p.m. - 5:30 p.m.
Venue	:	Room 513
		William M.W. Mong Engineering Building
		(Engineering Building Complex Phase 2)
		CUHK

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Abstract:
　

Basel II Accord is a financial risk management standard that
recently adopted by many national regulators and financial institutes around
the globe. The general spirit of the accord is recommending a systematic
approach in evaluating and controlling risks with practical banking wisdom.
The interface between the financial practitioners and the academics is of
pivotal importance in attaining a synergic implementation of Basel II
Accord. This talk aims at building such an interface and proposing an
integrated approach in credit risk analysis of retail exposures. This is a
joint work with Profess Tze-Leung Lai at the Department of Statistics at
Stanford University.

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Biography:
　

Dr. Samuel Po-Shing WONG was trained in The University of Hong Kong where he
obtained his B.Sc. in mathematics and M.Phil. in Statistics.
He got his PhD in Statistics from Stanford and was an assistant professor in
the Department of Statistics at UC Davis before he moved back to Hong Kong
and became a joint assistant professor between the Department of ISMT and
the Department of Finance in HKUST. Dr. Wong is currently an assistant
professor in the Department of Statistics at The Chinese University of Hong
Kong and has been teaching the course of credit risk management for the
master program in Risk Management Science.

Dr. Wong is also an experienced statistical consultant and has collaborated
with SAS in many projects including the evaluation of an artificial
intelligence-based system from the Global Trading Strategy Group in Citibank
of Hong Kong. Moreover, he has constantly been sharing his research with
quantitative finance professionals and various international risk management
associations.

************************* ALL ARE WELCOME ************************

Host	:	Prof. Chen, Nan
Tel	:	(852) 2609-8237
Email	:	nchen@se.cuhk.edu.hk
Enquiries	:	Prof. Nan Chen or Prof. Sean X. Zhou
	:	Department of Systems Engineering and Engineering Management
		CUHK
Website	:	http://www.se.cuhk.edu.hk/~seg5810
Email	:	seg5810@se.cuhk.edu.hk

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