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ETH Risk Day 2014

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 12, 2014
Location: ETH Zurich, Room: HG F 1, Map
Organizer: Prof. Dr. Erich Walter Farkas
Conference Secretary: Ms. Galit Shoham

Program:

09.15-09.30	Opening
09.30-10.00	20 years of RiskLab: a time to celebrate? Prof. Dr. Paul Embrechts, ETH Zürich
10.00-10.30	Multidimensional Chain-Ladder Prof. Dr. Alois Gisler, ETH Zürich
10.30-11.00	Coffee Break
11.00-11.30	Collateralized banking - a post-crisis reality Dr. Matthias Degen, Senior Manager, KPMG Financial Services
11.30-12.00	Models and Validation Dr. Jörg Behrens, Managing Partner, Fintegral
12.00-12.30	Pitfalls in Risk Management Dr. Farhad Farhadmotamed, Principal, Allianz Risk Transfer AG
12.30-14.30	Lunch Break
14.30-15.15	Optimal investment with price impact Prof. Dr. Peter Bank, TU Berlin
15.15-15.45	Solvency Tests for Groups Dr. Michael Schmutz, FINMA
15.45-16.15	Coffee Break
16.15-16.45	Risk measures when changing the calculation currency Dr. Peter Antal, Head Risk Modelling, Swiss Re
16.45-17.30	Risk measure estimates: how do we know we’ve got the right answer? Prof. Dr. Mark Davis, Imperial College
17.30-18.00	Cocktail