Banking, Financial and Insurance Regulation - Schedule

Stream 4

June 8, 2018

08:30 Registration
08:45 Welcome and Opening Remarks Rita Laura D'Ecclesia, Giorgio di Giorgio
09:00 Risk management with POE, VaR, CVaR and bPOE: applications in finance Stan Uryasev
10:30 Coffee Break
11:00 Securities lending in insurance and systemic risk Enrico Biffis
12:30 Insurance in the digitale era Andrea Battista
13:30 Lunch
14:45 Risk reduction: not only NPLs. The need to intervene on level 3 / level 2 financial assets and other silent risks Stefano Del Punta
16:15 Tea break
16:45 Unintended consequences of regulation: Rogue traders vs VaR and expected shortfall Damiano Brigo
20:30 Social dinner

June 9, 2018

09:00 50 Years of Altman's Z-Score model and its Applications in Financial and Managerial Markets Edward I. Altman
10:30 Coffee Break
11:00 The Behavioral models for managing the Interest Rate Risk in the Banking Book Matteo Formenti
12:00 To be defined Antonio Guglielmi
13:30 Lunch