RiskLab and the Center of Competence Finance in Zurich invite you to attend the

ETH Risk Day 2016

Mini-Conference on Risk Management in Finance and Insurance

The yearly “Risk Day” conference at ETH is intended as a platform of dialogue between leading academia and leading practitioners on current topics of risk management in banking and insurance.

Date: September 16, 2016
Location: ETH Zurich, Room: HG E 7, Map
Organizer: Prof. Dr. Erich Walter Farkas
Conference Secretary: Ms. Galit Shoham



Program:

09.00-09.05Opening
Prof. Dr. Erich Walter Farkas,
University of Zurich and ETH Zurich
Academic updates
09.05-09.40Variable annuities with guaranteed minimum withdrawal benefit
Prof. Dr. Patrick Cheridito,
ETH Zurich
Download Slides
09.40-10.15Simulating Risk Measures
Prof. Dr. Steven Kou,
National University of Singapore
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10.15-10.45Coffee break
10.45-11.20Portfolio Optimization and Risk Prediction with Non-Gaussian COMFORT Models
Prof. Dr. Pawel Polak,
Columbia University NY
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11.20-11.55The Risk of the Sovereign
Prof. Dr. Steven Ongena,
University of Zurich
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12.00-14.00Lunch break
Banking challenges
14.00-14.30Bank Performance Optimization under Regulatory and Internal Constraints
Dr. Pieter Klaassen,
UBS
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14.30-15.00Stress Testing from a Supervision Perspective
Dr. Alexandre Kurth,
FINMA
15.00-15.30Towards a Standardization of Stress Testing Models for Banking & Insurance
Prof. Dr. Wolfgang Breymann,
Zurich University of Applied Sciences
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15.30-16.00Coffee break
Insurance: points of view
16.00-16.30Defining Principles of a Robust Insurance Solvency Regime
Dr. René Schnieper,
Former Head Division Insurance, FINMA
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16.30-17.00Investments in Insurance – Challenges
Hieronymus Dormann,
Partner, Head Segment Insurance, KPMG Switzerland
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17.00-17.30The change of paradigm in the insurance industry
Dr. Michel Dacorogna
Former Scientific Advisor to the President, SCOR
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17.30-18.30Cocktail



Previous Risk Days:
2015 2014 2013 2012 2011 2010 2009