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CEQURA Conference 2015

Welcome to the webpage of the 6th CEQURA Conference on Advances in Financial and Insurance Risk Management, organized by the Society for Financial and Insurance Econometrics in collaboration 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, 2015

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 10, 2015.

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: Michael McAleer, University Distinguished Chair Professor, Department of Quantitative Finance, College of Technology Management, National Tsing Hua University, Hsinchu, Taiwan

Special journal issue: Presenters will have the opportunity to submit their work to a special issue of the Journal of Risk and Financial Management on "Advances in Financial and Insurance Risk Management," which will be organized together with the conference. Further details will be announced.  

Presentations CEQURA Conference 2015

Access to the presentations is password-protected.


4th CEQURA Junior Research Workshop on September 30, 2015

Program committee: Francesca Biagini, Martin Boyer, Chia-Lin Chang, Volker Deville, Christian Dorion, Matthias Fengler,  Elmar Helten, Teo Jasic, Michael McAleer, 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: until the end of July 2015. Please note, that the Katholische Akademie is closed during August 2015.