VICIF-2014

2014 VIETNAM INTERNATIONAL CONFERENCE IN FINANCE (VICIF-2014)

5-6 June 2014, Hanoi, Vietnam

You are cordially invited to submit your research papers for presentation consideration at the first Vietnam International Conference in Finance (VICIF-2014) that will take place on 5-6 June 2014 in Hanoi, the beautiful capital of Vietnam and one of the oldest cities in South-east Asia.

The VICIF-2014 conference, hosted by Foreign Trade University, will be an excellent opportunity for academics, doctoral students, and practitioners to share interests, present new research results, and discuss current and challenging issues in finance and related topics.

This year’s conference will give a special focus on “New Perspectives in Corporate Financial Management”.

CONFERENCE PROGRAM

KEYNOTE SPEAKERS

Prof. David Ding, School of Economics and Finance, Massey University, Albany, New Zealand

Dr. David Ding is Professor of Finance and Associate Head of the School of Economics and Finance at Massey University, Albany, New Zealand. Immediately before this appointment, he was an Associate Professor of Finance Practice at the Singapore Management University where he was also the Director of the Master of Applied Finance (China) program. Prior to SMU, he was the Foundation Professor of Finance at the University of New South Wales’ Asian campus. David’s other academic experience includes appointments as Director of the Center for Research in Financial Services and Head of the Division of Banking and Finance at the Nanyang Technological University, Singapore. Professor Ding has taught Business Finance, Financial Management, Corporate Finance, Investment Analysis & Portfolio Management, and International Financial Management at both the undergraduate and graduate levels.

Professor Ding’s areas of research are in the microstructure of financial markets, corporate governance, international corporate finance, and investments. He has published more than 50 articles in leading journals. In 2005, he was ranked 17th out of 778 researchers from among 170 universities in the Asia-Pacific region by the Pacific Basin Finance Journal.

Topic: Developing the Vietnamese Financial Markets: Lessons from International Experience and Potential Challenges

Prof. Bang Dang Nguyen, Cambridge Judge Business School, University of Cambridge, United Kingdom

Bang Dang Nguyen is a University Lecturer in Finance at University of Cambridge Judge Business School. He graduated from HEC Paris in July 2006 with a PhD degree in finance. From January 2003 to April 2004, he was a visiting scholar in the Finance Department at Stern School of Business, New York University. His research interests include corporate finance, empirical finance, and corporate governance. Bang’s research has been awarded French National Foundation for Education in Management (FNEGE) & French Finance Association (AFFI) Best Ph.D. Dissertation Award in France in 2006, Barclays Global Investor Best Doctoral Paper Award at the European Finance Association Meeting in 2006, Xia Yihong Best Paper Award at the China International Conference in Finance (CICF) in 2009, and Best Corporate Finance Paper Award at the Society of Financial Studies Finance Cavalcade (Florida, USA) in 2013. Bang’s articles have appeared in Journal of Financial Economics, Management Science, and Finance.

Topic: Why My Directors Are A Lot Like Me? Independent Directors, Corporate Governance, and Firm Value

BEST PAPER AWARD

Best Paper Award (US$1,000), sponsored by the Vietnam Bond Market Association (VMBA) and the conference

SPECIAL WORKSHOP on "Advanced Practices for Banking Regulation and Risk Management"

Content: Our methodology is based on the observation of the real world. After an analysis of the demands of the regulators concerning the risk measurement (guidelines of Basel and Solvency Committees), we propose and discuss the two main steps in the process of operating risk management inside financial institutions (Banks, Insurance companies, Brokers, Fund Managers, etc.). The first one concerns the risk measurement (VaR, Expected Shortfall, Spectral Measure, and Distortion Measure). The second one concerns the stress scenarios.

For each of these steps, we will highlight specific points which require special attention from controller and risk manager. We recall the classical techniques and discuss advanced practices: concrete examples will illustrate the presentation. The objectives are twofold: (i) to develop internal models in order to take into account and control the risks inherent in the financial industry, and (ii) to propose strategies to answer to the demand of the regulators.

This presentation could be a platform to discuss problems encountered by practitioners in order to develop - in the future - specific answers and strategies.

Guest Speaker: Prof. Dominique Guégan, Professor at University Paris1 Panthéon – Sorbonne, France & Affiliated Professor at IPAG, Paris, France

Speaker's bio: Dominique Guégan is currently Professor of Applied Mathematics at the University Paris1 Panthéon – Sorbonne. Her domains of expertise are non-linear econometrics modelling - Extreme value theory - risk measures in finance – risk management - pricing theory in incomplete markets- Deterministic dynamical systems- Non-parametric statistical tools - Contagion - Business cycle - Forecasting. She belongs to the LaBex “Financial Regulation” (ReFi : a French laboratory supported by French Research Ministery) , to the Finance team inside the Centre d’Economie de la Sorbonne (CES) in the University Paris 1, to the Financial Engineering Department inside NYU (New York, USA). She is Affiliated Professor at IPAG Business School (Paris and Nice, France).

She provides consulting on Advanced Practices for Risk Measurement and Risk Management by executive training inside banks and insurance companies and also through different international networks like OpRisk Europe, MarcusEvans Training Division or PRMIA.

She has already supervised 32 PhD in statistics, finance and risk management. She currently supervised 5 thesis. She has published 10 books in statistics theory, time series, finance in incomplete markets, regulation and risk management, 110 academic papers and 30 chapters inside books. She is regularly invited in universities around the world to give seminars or lectures for long stays in United States of America (NY), in Japan (Tokyo), in Australia (Sydney, Brisbane, Melbourne), in Great Britain (London, Warwick), etc.

She also participates to several international projects supported by French government, European Commission, or International institutions. The heart of these projects concern the evolution of the financial system. They focus mainly on (i) the risk measurement and risk management, (ii) the guidelines of Basel and Solvency Icommittees, (iii) the development of long term risks and the way to take them into account both for bankers, insurance companies and individuals, (iv) the importance of systemic risks with the actual financial crisis and the globalization of the markets, (v) the stress testing and scenario analysis for financial institutions. These projects link the research developed by several academic teams inside French, European and North American Universities and business schools, and also with financial enterprises (French or American Banks, French insurance companies and firms concerned by the Energy).

CONFERENCE CO-CHAIRS