Practitioners’ Workshop
International Risk Management ConferenceDay 1
07 Jun 2018
Day 2
08 Jun 2018
9:15 - 11:00
University Paris Dauphine, Place du Maréchal de Lattre de Tassigny, 75775 Paris
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
11:15 - 13:15
University Paris Dauphine, Place du Maréchal de Lattre de Tassigny, 75775 Paris
14:15 - 16:20
University Paris Dauphine, Place du Maréchal de Lattre de Tassigny, 75775 Paris
16:40 - 18:15
University Paris Dauphine, Place du Maréchal de Lattre de Tassigny, 75775 Paris
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
9:00 - 12:45
EM LYON Business School, Paris Campus, 15 boulevard Diderot, 75012 Paris
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)... Read More
Yves Mersch
Elyès Jouini
Marco Petracco Giudici
Lorenzo Bini Smaghi
11:00 - 12:45
EM LYON Business School, Paris Campus, 15 boulevard Diderot, 75012 Paris
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
14:00 - 16:05
EM-LYON Business School, Paris Campus, 15 boulevard Diderot, 75012 Paris
16:20 - 18:00
EM-LYON Business School, Paris Campus, 15 boulevard Diderot, 75012 Paris
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
Normal Registration (till May 22)
€380
Workshop ONLY for Non Academics
Lunch and coffee during breaks
‘The Risk, Banking and Finance Society’ regular membership for one year
Late Registration (till June 15)
€450
Workshop ONLY for Non Academics
Lunch and coffee during breaks
‘The Risk, Banking and Finance Society’ regular membership for one year