Session: MO-A-B1
Risk Measures

Chair

Conall O'Sullivan

Time

11:30 - 13:30 on Monday, 16th of July 2018

Venue

Beckett 1

11:30

Option Implied Tail Risk

Conall O'Sullivan (Smurfit Business School, University College Dublin), Yan Wang (Smurfit Business School, University College Dublin)
12:00

Performance measures Adjusted for the Risk Situation (PARS)

Roland C. Seydel (Commerzbank AG), Christoph Peters (German Finance Agency)
12:30

Risk Management for Whales

Lakshithe Wagalath (IESEG School of Management), Rama Cont (Imperial College)
13:00

Scenario-based Capital Requirements for the Interest Rate Risk of Insurance Companies

Sebastian Schlütter (Applied University of Mainz)