Select aspects of financial engineering during the financial crisis, in retrospect

Select aspects of financial engineering during the financial crisis, in retrospect

Monday, 30 January 2017 - 5:00pm
Venue: 
Seminar Room, European Studies Centre, 70 Woodstock Road, Oxford OX2 6HR
Speaker(s): 
Andrew Wong (Stanford University/GIC)
Chair: 
David Vines (Balliol College, Oxford)
Convenor: 
Adam Bennett (St Antony’s College, Oxford); David Vines (Balliol College, Oxford)
Series: 
Political Economy of Financial Markets (PEFM)

Abstract
​Andrew Wong will discuss certain aspects of financial engineering prevalent prior to the crisis from a market risk (rather than a regulatory) point of view.

Andrew Wong teaches at Stanford University on market and systemic risk, and advises on global markets and risk at GIC.  He was previously Co-Chief Investment Officer and Managing Director at leading convexity hedge funds where he developed and managed Equity and FICC volatility and exotic/correlation portfolios. Prior to that, he developed fixed income and equity derivative businesses at global banks.  He graduated from Stanford University, and completed graduate studies in mathematical finance researching neural networks and financial econometrics at Cambridge University. He was also a Fellow at the Harvard Kennedy School of Government, where he researched macroeconomic policy & geopolitical risk, studied philosophy and intellectual history, and lectured on derivatives and risk there and at the Harvard Business School.