Scenarios, Stress and Forecasts in Finance

Paris, March 30 & 31, 2015

 

The Institut Louis Bachelier, in cooperation with the Fondation du Risque, the Europlace Institute of Finance and the Louis Bachelier “Finance and Sustainable Growth” Laboratory, is pleased to invite you to the:

 

8th Financial Risks International Forum. In the current context, this year’s forum will focus on
“SCENARIOS, STRESS AND FORECASTS IN FINANCE”

 

 

The aim of this event is to showcase the very best of international research, selected by our international scientific committee, chaired by Marie BRIERE – Amundi, Paris-Dauphine University and Université Libre de Bruxelles -. Panel sessions will be led by industry professionals, with workshops that encourage dialog among researchers and working financial professionals. The scientific committee’s rigorous requirements, combined with the outstanding quality of the papers, ensure an event meets the highest level of international standards.

 

Guest speakers for this edition are:

 

– Jin-Chuan DUAN, Professor of Finance, National University of Singapore

– Ravi BANSAL, Professor of Finance and Economics, Duke University

– Jeffrey PONTIFF, Professor of Finance, Boston College

 

Some topics :

 

– Economic scenario generation, deterministic versus stochastic scenarios, energetic, climatic, longevity scenarios

– Systemic stress testing, bank stress tests, regulation and scenarios, solvency tests

– Stress scenarios for large scale risk models, coherent stresses of historical and risk neutral probabilities

– Integration of stress test results with probabilistic risk measures

– Forecasting cycles, speculative bubbles, switching regimes, multivariate stochastic volatility

 

The forum will take place on March, Monday 30th and Tuesday 31st, 2015 at the Paris Ile-de-France Regional Chamber of Commerce and Industry / Chambre de Commerce et d’Industrie de Région Paris-Ile-de-France. CCIP, 27 avenue de Friedland, 75008 Paris.

 

For more information : http://risk2015.institutlouisbachelier.org/?lng=EN