Center for Quantitative Risk Analysis
print

Links and Functions

Breadcrumb Navigation


Content

Program

Program Overview
Thursday, September 23rd Friday, September 24th Saturday, September 25th
09:00-09:30: Registration 09:00-10:30: Copulas/Macroeconomic Determinants of Financial Risk 09:30-11:00: Credit Risk
09:30-09:45: Welcoming Remarks 11:00-12:30: Insurance Risk/Liquidity & Systemic Risk 11:30-13:00 Estimation & Testing
10:00-11:00: VaR & Friends 14:00-15:00: Keynote Speech  
11:30-13:00: Operational Risk/Portfolio Analysis 15:00-15:30: Insights from Industry  
14:00-15:30: Insights from Industry 16:00-17:30: Risk Measures & Valuation/Market Risk  
16:00-17:30: GARCH Meets Copula/Modeling Extreme Risks 19:00: Conference Dinner  
18:00: Get-together Tram Tour    

For more information click the detailed program.

Click here to download the slides of the presentations (password-protected).

Click here for pictures of the conference (password-protected).



Service