Contact

   Prof. Dr. Erich Walter Farkas
   Home

ETH Risk Day 2012

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 14, 2012
Location: ETH Zurich, Room: HG E 5, Map
Organizer: Prof. Dr. Erich Walter Farkas

Program:

09.00-09.05	Opening
09.05-09.45	Prof. Dr. Terry Lyons Director Oxford Man Institute of Quantitative Finance “What have rough paths got to do with finance?”
09.45-10.15	Prof. Dr. Andreas Kyprianou University of Bath “Multi-level Wiener-Hopf Monte-Carlo simulation for Lévy processes”
10.15-10.45	Coffee Break
10.45-11.15	Prof. Dr. Walter Farkas & Cosimo-Andrea Munari University of Zürich & ETH Zürich “Risk measures and capital requirements with multiple eligible assets”
11.15-11.45	Dr. Ken Nyholm EIOPA “Network analysis - Measuring interlinkages between banks and insurance companies”
12.00-14.00	Lunch Break
14.00-14.30	Dr. Sven Heiligtag Principal, McKinsey (Germany) “Enterprise risk management for non-financials: Bureaucratic burden or strategic opportunity”
14.30-15.00	Prof. Dr. Kjell Nyborg University of Zurich & Swiss Finance Institute “Corporate risk management: Does it add value?”
15.00-15.30	Coffee Break
15.30-16.00	Dr. Claude Diderich Diderich Consulting “Risk management is more than Value-at-Risk”
16.00-16.30	Dr. Manfred Plank Head of Credit Analytics, Credit Suisse “Basel III - stabilizer or destabilizer of the financial & economic system?”
16.30-17.15	Daniel Zuberbühler Director, Senior Financial Consultant, KPMG “Banking regulation: What have we achieved and what else do we need”
17.15-18.00	Cocktail