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

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. The 2014 conference will celebrate 20 years from the establishment of the “RiskLab“ at ETH around a team of scientists led by Prof. Paul Embrechts.

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

Program:

09.15-09.30Opening
09.30-10.0020 years of RiskLab: a time to celebrate?
Prof. Dr. Paul Embrechts,
ETH Zürich
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10.00-10.30Multidimensional Chain-Ladder
Prof. Dr. Alois Gisler,
ETH Zürich
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10.30-11.00Coffee Break
11.00-11.30Collateralized banking – a post-crisis reality
Dr. Matthias Degen,
Senior Manager, KPMG Financial Services
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11.30-12.00Models and Validation
Dr. Jörg Behrens,
Managing Partner, Fintegral
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12.00-12.30Pitfalls in Risk Management
Dr. Farhad Farhadmotamed,
Principal, Allianz Risk Transfer AG
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12.30-14.30Lunch Break
14.30-15.15Optimal investment with price impact
Prof. Dr. Peter Bank,
TU Berlin
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15.15-15.45Solvency Tests for Groups
Dr. Michael Schmutz,
FINMA
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15.45-16.15Coffee Break
16.15-16.45Risk measures when changing the calculation currency
Dr. Peter Antal,
Head Risk Modelling, Swiss Re
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16.45-17.30Risk measure estimates: how do we know we’ve got the right answer?
Prof. Dr. Mark Davis,
Imperial College
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17.30-18.00Cocktail


ETH Risk Day 2015: September 11, 2015


Previous Risk Days:

2013 2012 2011 2010 2009