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In
the last two decades, with the opening up of the financial sector in India, new
challenges have emerged for financial market participants, regulators as well as
investors. In this dynamic environment of complex financial products, increased
market competition, and progressive de-regulation, there is a need for all
players in the financial sector (banks, capital markets, stock exchanges and
regulatory bodies like the RBI, SEBI, IRDA etc.) to develop internal mechanisms
for risk management, better macroeconomic forecasting, corporate governance and
related issues.
Quantitative
methods such as time series analysis and forecasting, VaR, structural modeling,
and simulation have become the sine qua non for virtually every
organization that seeks to function in the financially liberalized environment
of today. In India, there is tremendous potential for the use of such methods by
the firms as well as regulators to better understand and predict market
behavior. The present conference proposes to address this emerging domain by
bringing together on a common platform academic experts as well as senior
executives in the financial sector to deliberate on a wide spectrum of issues.
The focus will be to discuss the use of quantitative techniques to better
understand financial markets, banking and insurance activity. The conference
would serve as a platform to young researchers and professionals working in
these domains to share their ideas. It would also enable academicians and
practitioners with different levels of experience and skills to deliberate
policy issues in these domains.
The
Conference would also felicitate Dr. Dilip Nachane (currently Director, IGIDR)
on his 65 birthday (which falls on 5 Feb. 2010) and to dedicate the seminar
proceedings as a Festschrift in his honor. This is but a fitting
tribute to a scholar who has had such an important influence both in the
development of quantitative methods and in popularizing their adoption in the
industry, academics as well as in policy circles.
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