IRMC 2018 | Paris | June 7 - 8

Program

International Risk Management Conference

Click here to download the conference program

Conference Program IRMC 2018 (pdf)

Day 1
07 Jun 2018
Day 2
08 Jun 2018

June 7: Plenary Session 1.

Edward Altman (NYU Stern) – “Credit Cycle Outlook and the Altman Z-Score Models After 50 Years” Cristiano Zazzara (S&P Global Market Intelligence) – “IFRS 9 and Macroeconomic Forward-Looking Scenarios”.
Cristiano Zazzara
Edward I. Altman

June 7: Plenary Session 2.

Anthony Saunders (NYU Stern) - “Diversification or Specialization: an analysis of diversification vs collaboration in loan syndication networks” Menachem Brenner (NYU Stern) - “VIX Derivatives”
Anthony Saunders
Menachem Brenner

June 8: Workshop

PRACTITIONERS’ WORKSHOP  “Effective Risk Management in a Changing Regulation Environment” Welcoming remarks and Introduction: Elyès Jouini (House of Finance – University Paris Dauphine) Keynote speeches Yves Mersch (European Central Bank)...
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Yves Mersch
Elyès Jouini
Marco Petracco Giudici
Lorenzo Bini Smaghi

June 8: Workshop round table

Chair and Moderator: Bertrand Maillet (EM-LYON Business School) Cosimo Pacciani (European Stability Mechanism) Veronique Ormezzano (BNP-Paribas) Representative of Société Génerale Representative from Bank of France  
Cosimo Pacciani

June 8: Plenary Session 3.

Stephen Figlewski (NYU Stern) – “Risk Neutral Densities: A Review”; Michael Schneider (Deutsche Bundesbank) – “Lighting up the dark: liquidity in the German corporate bond markets” (joint paper with Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon and Marti G. Subrahmanyam)
Michael Schneider
Stephen Figlewski