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CEQURA Conference 2014

Welcome to the webpage of the 5th CEQURA Conference on Advances in Financial and Insurance Risk Management, organized by the Society for Financial and Insurance Econometrics in collaboration with with the Montreal Institute of Structured Products and Derivatives and Bayerisches Finanz Zentrum. The conference provides a platform for presenting and discussing current developments in research and industry, and fosters the exchange between academics and practitioners from the risk management community.

The conference will take place in Munich, Germany, on October 1 - 2, 2014

Both academics and practitioners are encouraged to participate. To present theoretical or applied research work, please submit an abstract (200–400 words) using the submission form by June 20, 2014.

Submissions in all areas of financial and insurance risk management are welcome. Topics of interest include:

  • Market, credit, operational, liquidity and energy risk
  • Stress testing and scenario analysis
  • Systemic risk in banking and insurance
  • Solvency II and Basel III
  • Dependence modeling
  • Risk dynamics
  • Real- and financial-sector interactions

Keynote speaker: Lazlo Hrabovszki, Head of the Actuarial Department Generali Lebensversicherung, Munich, Germany

Presentations CEQURA Conference 2014

Access to the presentations is password-protected.

Junior Research Workshop on September 30, 2014

Program committee: Francesca Biagini, Martin Boyer, Volker Deville, Christian Dorion, Matthias Fengler, Markus Haas, Elmar Helten, Teo Jasic, Thilo Meyer-Brandis, Stefan Mittnik, Gernot Müller, Yarema Okhrin, Marc Paolella, Sandra Paterlini, Dietmar Pfeifer, Svetlozar Rachev, Andreas Richter, Frank Romeike, Gerhard Stahl, David Veredas, Tom Wilson, Serkan Yener, Tina Yener

The conference will take place at the Kardinal Wendel Haus, which is centrally located in Munich. Please note: The workshop takes place during the Munich Oktoberfest, which is a major tourist attraction making it difficult to find hotel rooms. Although a number of rooms have been set aside for workshop participants at the Kardinal Wendel Haus, early reservation is recommended. For room reservations please contact:

  • Program

  • Junior Research Workshop

    The Society for Financial and Insurance Econometrics in collaboration with Bayerisches Finanz Zentrum will host the CEQURA Junior Research Workshop on Advances in Financial and Insurance Risk Management in Munich. The workshop is especially organized for doctoral and advanced master
    students. more