Risk Day 2010
Mini-Conference on Risk Management in Finance and Insurance
| Held on : | 17th September 2010 |
| Venue : | ETH Zürich, Main Building, Room HG G-60, Rämistrasse 101, 8092 Zürich. |
FRSGlobal’s Dr. Ioannis Akkizidis, Senior Financial Risks Analyst, presented at Risk Day 2010 on “Systemic Risk under Stress Financial Risk Conditions”.
Risk Day 2010 was organised by RiskLab and Center of Competence Finance in Zurich
| Agenda: | |
| 9.30–10.00 | Welcome Coffee |
| 10:00-10:45 | Prof. Dr. Jean-Charles Rochet (Department of Banking and Finance, University of Zurich and Toulouse School of Economics): Title: Shareholder Risk Measures |
| 10.45–11.30 | (Department of Mathematics, ETH Zürich): Title: Risk Measures: Mathematics and Regulation |
| 11:30-12:00 | Prof. Dr. NN (New ETH Assistant Prof. in Quantitative Finance) (Department of Mathematics, ETH Zürich): Title: TBA |
| 12:00-14:00 | Lunch Break |
| 14:00-14:30 | Prof. Dr. Karl-Theodor Eisele and Prof. Dr. Philippe Artzner (Institut de Recherche Mathematique Avancee, University of Strasbourg): Title: Time-Consistent Supervisory Accounting |
| 14:30-15:00 | Philipp Arbenz ((Department of Mathematics, ETH Zürich): Title: Estimating Copulas from Scarce Observations, Expert Opinions and Regulator Guidelines: A Bayesian Approach |
| 15:00-15:30 | Coffee Break |
| 15:30-16:00 | Prof. Dr. Thorsten Hens (Department of Banking and Finance, University of Zurich): Title: Three Solutions to the Pricing Kernel Puzzle |
| 16:00-16:30 | Prof. Dr. Damir Filipovic (EPF Lausanne): Title: Quadratic Variance Swap Models: Theory and Evidence |
| 16:30-17:00 | Dr. Ioannis Akkizidis (Senior Financial Risks Analyst, FRS Global, Switzerland): Title: Systemic Risk under Stress Financial Risk Conditions |
| 17:00-17:15 | Special Guest: Dr. Pablo Koch-Medina, Head of Group Risk and Analytics, Swiss Re From the UNI/ETH Zuerich joint degree Masters program to the financial services industry Graduation Ceremony for the seventh cycle (2008/2010) of the joint degree program Master of Advanced Studies in Finance of the University of Zurich and of ETH Zurich |
| 17:15-18:00 | Cocktail |
For more information, please visit Risk Day 2010
