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ETH Risk Day 2016

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 16, 2016
Location: ETH Zurich, Room: HG E 7, Map
Organizer: Prof. Dr. Erich Walter Farkas
Conference Secretary: Ms. Galit Shoham

Program:

09.00-09.05

Opening Prof. Dr. Erich Walter Farkas, University of Zurich and ETH Zurich

Academic updates
09.05-09.40	Variable annuities with guaranteed minimum withdrawal benefit Prof. Dr. Patrick Cheridito, ETH Zurich
09.40-10.15	Simulating Risk Measures Prof. Dr. Steven Kou, National University of Singapore
10.15-10.45	Coffee break
10.45-11.20	Portfolio Optimization and Risk Prediction with Non-Gaussian COMFORT Models Prof. Dr. Pawel Polak, Columbia University NY
11.20-11.55	The Risk of the Sovereign Prof. Dr. Steven Ongena, University of Zurich

12.00-14.00

Lunch break

Banking challenges
14.00-14.30	Bank Performance Optimization under Regulatory and Internal Constraints Dr. Pieter Klaassen, UBS
14.30-15.00	Stress Testing from a Supervision Perspective Dr. Alexandre Kurth, FINMA
15.00-15.30	Towards a Standardization of Stress Testing Models for Banking & Insurance Prof. Dr. Wolfgang Breymann, Zurich University of Applied Sciences

15.30-16.00

Coffee break

Insurance: points of view
16.00-16.30	Defining Principles of a Robust Insurance Solvency Regime Dr. René Schnieper, Former Head Division Insurance, FINMA
16.30-17.00	Investments in Insurance - Challenges Hieronymus Dormann, Partner, Head Segment Insurance, KPMG Switzerland
17.00-17.30	The change of paradigm in the insurance industry Dr. Michel Dacorogna Former Scientific Advisor to the President, SCOR

17.30-18.30

Cocktail