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ETH Risk Day 2013

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.

Date: September 13, 2013
Location: ETH Zurich, Room: HG E 5, Map
Organizer: Prof. Dr. Erich Walter Farkas

Program:

09.00-09.05	Opening
09.05-09.45	Rebalancing the portfolio: Prof. Dr. Mete Soner, ETH Zürich
09.45-10.15	Optimal investment in a Black-Scholes model with a bubble: Martin Herdegen, ETH Zürich
10.15-10.45	Coffee Break
10.45-11.15	Computational aspects of quantitative risk management: Dr. Marius Hofert, ETH Zürich
11.15-11.45	Correlations in a Risky World: Dr. Pedro Fonseca, Head Risk Analytics & Reporting, SIX Management AG
12.00-14.00	Lunch Break
14.00-14.30	The Political and Regulatory Response to the Financial Crisis: A Personal View: Dr. Paul Shotton, Deputy Head of Firm-wide Risk Control and Methodology, UBS
14.30-15.00	The future of trade financing: Prof. Dr. Giovanni Barone-Adesi, Swiss Finance Institute at the University of Lugano
15.00-15.30	Coffee Break
15.30-16.00	The challenge of governing model risk: Dr. Susanne Brandenberger, Head of Risk Control, Vontobel Group
16.00-16.30	Regulatory challenges in model risk. Dependence modeling in runoff triangles: Dr. Robert Salzmann, KPMG Financial Services
16.30-17.10	From Ruin Theory to Solvency: Prof. Dr. Mario Wüthrich, ETH Zürich
17.15-18.00	Cocktail