RiskLab and the Center of Competence Finance in Zurich invite you to attend the

ETH Risk Day 2012

Mini-Conference on Risk Management in Finance and Insurance

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


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



Conference Secretary: Ms. Galit Shoham, Phone: 044 632 34 00, E-mail: shoham@math.ethz.ch


Previous Risk Days:

2011, 2010, 2009