Conference: Risk Management Reloaded

Sep. 9 – Sep. 13, 2013
Symposium at the Technische Universität München
Supported by the “KPMG Center of Excellence in Risk Management”

Quantitative theoretical methods have taken the world of modern risk management by storm. However, new regulations, products, and valuation techniques provide a continuous flow of challenging problems to the academic world, often triggering interesting mathematical developments. This conference brings together leading experts from academia with today’s responsible risk managers. It thus provides a forum for the exchange of knowledge in both directions.

The conference offers key-note talks and special sessions on

• Risk management in insurance (Prof. Dr. Hansjörg Albrecher)
• Credit risk modeling in risk management (Dr. Christian Bluhm)
• Risk Management under liquidity risk (Prof. Dr. Damiano Brigo)
• Dependence modeling in risk management (Prof. Dr. Fabrizio Durante)
• Regulatory developments in risk management (Dr. Michael Kemmer)
• Model risk for energy markets (Prof. Dr. Rüdiger Kiesel)
• New mathematical developments in risk management (Prof. Dr. Ralf Korn)
• Model, calibration and parameter risk (Prof. Dr. Wim Schoutens)
• Risk management in asset management (Prof. Dr. Josef Zechner)

Panel discussion

• Quo Vadis Quantitative Risk Management?
• Anchorman: Markus Zydra

Scientific Committee

• Prof. Dr. Claudia Klüppelberg
• Prof. Dr. Matthias Scherer
• Prof. Dr. Wim Schoutens
• Prof. Dr. Rudi Zagst

Registration fee

• Academics (non professors): 50 Euro
• Academics (professors): 100 Euro
• Practitioners: 300 Euro

Deadlines

• Submission deadline for contributed talks: April 30, 2013
• Notification of acceptance: May 15, 2013
• Registration deadline for non-presenting participants: June 30, 2013

Further information

• Location and Travel Information
• Accomodation
• Panel Discussion
• Key-Note Speakers
• Contributed Talks
• Young Researchers' Day
• Social Events
• Poster and Flyer

Workshops (individual registration required)

• Workshop zum DGVFM-Topic of the Year "Alternative (zu) Zinsgarantien in der Lebensversicherung" (Sep. 9, 14.00 - 17.00)
• Workshop "Copula modeling: New challenges and techniques" (Sep. 9, 10.00 - 13.00 and 14.00 - 18.00)
• Miniworkshop "Advances in LIBOR Modeling" (Sep. 9, 17.00 - 18.00)
• Workshop "Algorithmic Differentiation" (Sep. 9, 10.00 - 13.00)

Conference Schedule