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

ETH Risk Day 2013

Mini-Conference on Risk Management in Finance and Insurance

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


09.05-09.45Rebalancing the portfolio:
Prof. Dr. Mete Soner,
ETH Zürich
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09.45-10.15Optimal investment in a Black-Scholes model with a bubble:
Martin Herdegen,
ETH Zürich
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10.15-10.45Coffee Break
10.45-11.15Computational aspects of quantitative risk management:
Dr. Marius Hofert,
ETH Zürich
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11.15-11.45Correlations in a Risky World:
Dr. Pedro Fonseca,
Head Risk Analytics & Reporting, SIX Management AG
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12.00-14.00Lunch Break
14.00-14.30The Political and Regulatory Response to the Financial Crisis: A Personal View:
Dr. Paul Shotton,
Deputy Head of Firm-wide Risk Control and Methodology, UBS
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14.30-15.00The future of trade financing:
Prof. Dr. Giovanni Barone-Adesi,
Swiss Finance Institute at the University of Lugano
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15.00-15.30Coffee Break
15.30-16.00The challenge of governing model risk:
Dr. Susanne Brandenberger,
Head of Risk Control, Vontobel Group
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16.00-16.30Regulatory challenges in model risk. Dependence modeling in runoff triangles:
Dr. Robert Salzmann,
KPMG Financial Services
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16.30-17.10From Ruin Theory to Solvency:
Prof. Dr. Mario Wüthrich,
ETH Zürich
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Conference Secretary: Ms. Galit Shoham, Phone: 044 632 34 00, E-mail: shoham@math.ethz.ch

Previous Risk Days:

2012 2011 2010 2009