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Inside the risk management function
Company
Abstract
In this interview Dr Antoncic, drawing on her extensive experience with banks and other financial institutions, answers a range of questions concerning the risk function – what can go wrong and how to prevent them going wrong. Issues covered include: market risk, structuring the risk function, handling differences of opinion, the role of governance, the importance of the corporate culture, what happened at Lehman Brothers, selecting risk officers, risk appetite, the importance of knowing what’s going on and risk/trader relationships, among many others.
Versions
- Full interview Duration: 56:18 min
- Edited version: 9 min Duration: 9:22 min
- Edited version: 14 min Duration: 14:07 min
- Edited version: 29 min Duration: 29:27 min
This material is restricted to subscribers.
Talk Citation
Antoncic, M. (2016, November 28). Inside the risk management function [Video file]. In The Business & Management Collection, Henry Stewart Talks. Retrieved December 2, 2023, from https://hstalks.com/bm/3383/.Export Citation (RIS)
Publication History
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Interview Case Study
Inside the risk management function
Published on November 28, 2016
56 min
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Transcript
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0:00
Interviewer: I'm Neil Bradman.
And today, I'm in New York for the Business and Management Collection
speaking to Dr. Antoncic about "Risk and Compliance".
Dr. Antoncic, to give some context to our conversation,
can you just run me through your career,
what your present position is,
and what happened on the way to getting to this position.
Dr. Antoncic: Okay. Well, thank you very much first for having me.
And let me just start with... So, I began my career as an economist at the Federal Reserve Bank of New York,
and from there, I went to Goldman Sachs.
For the first several years at Goldman I ran a market risk function,
and those are the early days when market risk was very, you know, beginning
not highly analytical but at least it
was something better than just looking at notional values.
And but from there, I went into trading and I spent the bulk of
my time at Goldman trading mortgages, structured products.
And then, I went to Bulk Lease for two years and then to Lehman Brothers.
In Lehman Brothers, so I first started as I was recruited to be the head of risk policy,
and then went into
global head of market risk and then finally they asked me to be the Chief Risk Officer.
And it's interesting, I'd just taken aside before continuing my background,
that when I first was in risk,
I had just finished my PhD,
and so you have all of the analytics in your mind very fresh.
And then, went into trading and then went back into risk.
But when I went back into risk,
I was an infinitely better risk manager because I understood not only all of the math,
