RiskLab and the Center of Competence Finance in Zurich invite you to attend the
ETH Risk Day 2011
Mini-Conference on Risk Management in Finance and Insurance
Time: September 9, 2011
Location: ETH Zurich, Room: ML D 28, Map
Organizer: Prof. Dr. Erich Walter Farkas
| 09.30-10.00 | Welcome Coffee |
| 10.00-10.45 | Prof. Dr. Paul Embrechts Professor of Mathematics, ETH Zurich “Up the Devil’s Staircase, Down the Financial Abyss” Download slides (pdf) |
| 10.45-11.30 | Philipp Rickert & Dr. Dominik Lambrigger KPMG “Market Risk Management – Challenges under the new Basel framework” Download slides (pdf) |
| 11.30-12.00 | Thomas Ivell Senior Manager, Finance and Risk practice, Oliver Wyman “Why Wealth Management is not risk free. Lessons learnt from the crisis.” |
| 12.00-14.00 | Lunch Break |
| 14.00-14.30 | Dr. Martin Bardenhewer Head Treasury, ZKB “Some Thoughts on the Impact of Regulation” Download slides (pdf) |
| 14.30-15.00 | Dr. Karl Rappl FINMA “G-SIB supervision in the dualistic system – Finma practices” Download slides (pdf) |
| 15.00-15.30 | Coffee Break |
| 15.30-16.00 | Dr. Louis Scott Co-Head of Quantitative Analytics, UBS Investment Bank “Risk, Valuation, and the Cost of Funding” Download slides (pdf) |
| 16.00-16.45 | Prof. Dr. Rene Carmona Professor of Engineering and Finance, Princeton University “Risk Management in the New Commodity Markets” Download slides (pdf) |
| 16.45-17.00 | Prof. Dr. Wolfgang Kröger Managing Director, ETH Risk Center “The ETH Risk Center” Download slides (pdf) |
| 17.00-18.00 | Cocktail |
Download Program and Abstracts (pdf)
Conference Secretary: Ms. Galit Shoham, Phone: 044 632 97 58, E-mail: shoham@math.ethz.ch