You are welcome to attend the following meeting in the area of quantitative
and computational finance and risk management in the MRC Auditorium on
the Georgia Tech campus from 1 pm to 6 pm on Friday, March 30th.

There will be five speakers that will give presentations on a variety of
topics.

Dr. Curt Hunter, Research Director, Federal Reserve Bank of Chicago

Dr. Mary Mathewes Kassis, Associate Director,
Georgia State University Economic Forecasting Center

Dr. Alan White, Professor of Finance, University of Toronto, and
Mr. Pete van Amson, CFA, CPA, Vice President, Product Management,
SunGard Trading and Risk Systems

Dr. Dennis Wong, Vice President, Quantitative Finance,
Bank of America Securities

There is no charge for the event.
This will be the inaugural meeting of the Atlanta Chapter of the Global
Association of Risk Professionals (GARP). You need not be a member of GARP
to attend the meeting. Information about GARP can be found at
http://www.garp.com.

We are asking that attendees RSVP so that plans can be made for refreshments.
We only ask that you reply to this email or to atlanta@garp.com before
March 21 if you plan to attend. In addition to a break half-way through the
afternoon, there will be refreshments immediately following the presentations.

This event is sponsored by the Master of Science in Quantitative and
Computational Finance program at Georgia Tech, SunGard Trading and Risk
Systems, and
SunTrust Banks, Inc.

Please pass along this announcement to your associates.
_______________________________________________________________________
Information about the talks and the speakers

Dr. Curt Hunter
Research Director, Federal Reserve Bank of Chicago

Dr. Hunter's discussion is entitled "Lessons Learned from Recent Global
Financial Crises."  Since 1990, major banking and currency crises have
occurred in many countries around the world - including Mexico and Latin
America in 1994, East Asia in 1997-98, and Russia and Brazil in 1998,
among others - with large costs both to the individual countries
experiencing the crises and to other nations.  As a result, considerable
effort has been expended by economists and policymakers to identify the
causes of these crises and to design programs with the aim of preventing,
if possible, similar crises from occurring in the future, and minimizing
the costs when they do occur.  This talk reviews the key lessons
policymakers have learned from these recent episodes and highlights the
role that risk management plays in crisis prevention.

Dr. William C. (Curt) Hunter is senior vice president and director of
research at the Federal Reserve Bank of Chicago.  He is a member of the
Bank's Management Committee and serves as the Bank's chief economist.
He is responsible for a staff of 115 professionals and oversees the
Bank's research activities in the areas of monetary policy, banking
and financial markets, and regional economics programs.  He is also
responsible for the Bank's Statistical and Financial Reports function.
Dr. Hunter is an associate economist on the Federal Open Market Committee,
the Federal Reserve System's primary monetary policy group.
Previously, he was a vice president at the Federal Reserve Bank of
Atlanta and has served on the faculties of the University of Georgia,
Emory University, Chicago State University, and Northwestern University.
He has consulted with numerous foreign central banks, official agencies,
and private corporations and serves on the boards of several research
and nonprofit organizations.  He is co-editor of Research in Banking
and Finance and serves on the editorial boards of several academic
journals.   Dr. Hunter earned a B.S. degree in 1970 from Hampton
Institute (now Hampton University), an MBA in Finance in 1972 and a Ph.D.
in Finance and Environment in 1978 from Northwestern University.

Dr. Mary Mathewes Kassis
Associate Director, Georgia State University Economic Forecasting Center

Dr. Kassis will provide her outlook for the Georgia and Atlanta economies
over the next two years.  She will focus on economic risks specific to
Atlanta, including its exposure to the contraction of the IT sector,
potential over development of office space, and a declining rate of job
growth.  Regardless of your field, this should be a very informative
discussion.

Dr. Kassis has been analyzing the Southeast economy for over five years.
She writes a quarterly report that examines the current economic
conditions in 13 Southeastern states as well as an outlook for the next
couple of years. She also prepares an in-depth quarterly analysis of the
outlook for the Georgia and Atlanta economies.  She is regularly quoted
in publications such as the Wall Street Journal, the Atlanta Journal-
Constitution, and the Atlanta Business Chronicle.  Dr. Kassis received
a B.A. in Economics and Political Science from Agnes Scott College and
a Ph.D. in Economics from Georgia State University.

Dr. Alan White
Professor of Finance, University of Toronto
Mr. Pete van Amson, CFA, CPA
Vice President, Product Management, SunGard Trading and Risk Systems

Dr. Alan White and Mr. Peter van Amson will discuss applied term
structure modeling.  SunGard has implemented a version of the Hull-White
term structure model that banks use in measuring and managing the market
value sensitivity of various balance sheet components.  Peter will touch
on some of the complexities involved in modeling non-maturity deposits;
with regard to the term structure of interest rates, Alan will discuss
some of the problems and possible solutions in bridging the divide between
what is required from a theoretical standpoint and what is feasible
in a production process.

Dr. Alan White is a Professor of Finance in the Joseph L. Rotman School
of Management at the University of Toronto. His research is principally
in the area of derivative securities, their pricing and their use by
financial institutions for risk management. He is most noted for his
work on modeling the term structure of interest rates in a way that
is consistent with observed market data. Recently his research has been
focused on the pricing and management of credit risk.  Professor White
has published many scholarly articles, but is perhaps best recognized
for providing lucid insights into the practical application and
implementation of this research. Much of his material is included in
the best-selling book Hull-White on Derivatives, co-authored with
John Hull.

Mr. Peter van Amson is the Vice President of Product Management at
SunGard Trading and Risk Systems where he is responsible for the
development of all functional specifications for the BancWare product
suite.  In this capacity, he frequently interacts with SunGard
user-committees, leading academics, and other leading industry
practitioners.  He frequently makes presentations at conferences and
seminars sponsored by BAI, AMIfs, the OCC, as well as other organizations.
Prior to working with BancWare, Peter headed the Strategic Planning
Function for the Plymouth Rock Company, one of America's most profitable
insurance holding companies.  In this role, he helped define the
company's strategic vision as well as being involved in investment
analysis, asset/ liability management and quantitative profitability
aanalysis.  Peter has a B.S. and M.S. in Accounting from the State
University of New York at Binghamton.  He is currently a Ph.D. candidate
at the University of Michigan.  Peter has received numerous academic awards
and honors including the William Andrew Paton Fellowship at the
University of Michigan and the New York State Society of Certified
Public Accountants Award for Academic Excellence.

Dr. Dennis Wong
Vice President, Quantitative Finance, Bank of America Securities

Dr. Wong will discuss competing vendor approaches to credit risk
modeling, including CreditMetrics, KMV, CreditRisk+ and CreditPortfolio
View.  These models are viewed in a theoretical framework that
identifies migration probabilities, credit exposure and loss
aggregation.

Dr. Wong has a Ph.D. in Mathematical Finance from Carnegie Mellon
University.  He has given talks and seminars for the American
Mathematical Society, the Society for Industrial and Applied Mathematics,
the University of Toronto, and Georgia Tech.  He is the author of
"Generalized Optimal Stopping and Financial Markets", published in
Pitman Research Notes in Mathematics Series.