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


Program:
09.30-10.00Welcome Coffee
10.00-10.45Prof. Dr. Paul Embrechts
Professor of Mathematics, ETH Zurich
“Up the Devil’s Staircase, Down the Financial Abyss”
Download slides (pdf)
10.45-11.30Philipp Rickert & Dr. Dominik Lambrigger
KPMG
“Market Risk Management – Challenges under the new Basel framework”
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11.30-12.00Thomas Ivell
Senior Manager, Finance and Risk practice, Oliver Wyman
“Why Wealth Management is not risk free. Lessons learnt from the crisis.”
12.00-14.00Lunch Break
14.00-14.30Dr. Martin Bardenhewer
Head Treasury, ZKB
“Some Thoughts on the Impact of Regulation”
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14.30-15.00Dr. Karl Rappl
FINMA
“G-SIB supervision in the dualistic system – Finma practices”
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15.00-15.30Coffee Break
15.30-16.00Dr. Louis Scott
Co-Head of Quantitative Analytics, UBS Investment Bank
“Risk, Valuation, and the Cost of Funding”
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16.00-16.45Prof. Dr. Rene Carmona
Professor of Engineering and Finance, Princeton University
“Risk Management in the New Commodity Markets”
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16.45-17.00Prof. Dr. Wolfgang Kröger
Managing Director, ETH Risk Center
“The ETH Risk Center”
Download slides (pdf)
17.00-18.00Cocktail

Download Program and Abstracts (pdf)


Conference Secretary: Ms. Galit Shoham, Phone: 044 632 97 58, E-mail: shoham@math.ethz.ch