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ETH Risk Day 2011

Mini-Conference on Risk Management in Finance and Insurance

The yearly "Risk Day" conference at ETH is intended as a platform of dialogue between leading academia and leading practitioners on current topics of risk management in banking and insurance.

Time: September 9, 2011
Location: ETH Zurich, Room: ML D 28, Map
Organizer: Prof. Dr. Erich Walter Farkas

Program:

09.30-10.00	Welcome Coffee
10.00-10.45	Prof. Dr. Paul Embrechts Professor of Mathematics, ETH Zurich “Up the Devil’s Staircase, Down the Financial Abyss”
10.45-11.30	Philipp Rickert & Dr. Dominik Lambrigger KPMG “Market Risk Management - Challenges under the new Basel framework”
11.30-12.00	Thomas Ivell Senior Manager, Finance and Risk practice, Oliver Wyman “Why Wealth Management is not risk free. Lessons learnt from the crisis.”
12.00-14.00	Lunch Break
14.00-14.30	Dr. Martin Bardenhewer Head Treasury, ZKB “Some Thoughts on the Impact of Regulation”
14.30-15.00	Dr. Karl Rappl FINMA “G-SIB supervision in the dualistic system - Finma practices”
15.00-15.30	Coffee Break
15.30-16.00	Dr. Louis Scott Co-Head of Quantitative Analytics, UBS Investment Bank “Risk, Valuation, and the Cost of Funding”
16.00-16.45	Prof. Dr. Rene Carmona Professor of Engineering and Finance, Princeton University “Risk Management in the New Commodity Markets”
16.45-17.00	Prof. Dr. Wolfgang Kröger Managing Director, ETH Risk Center
17.00-18.00	Cocktail