Department of Economics, University of Verona
jointly organize the
Summer School in Economics and Finance
SSEF Canazei 2013
Alba di Canazei, Trento, Italy – July 22-26, 2013
QUANTITATIVE METHODS IN RISK MANAGEMENT
The objective of the course is to provide an introductory overview and some working knowledge and experience of quantitative methods for modelling, measuring and managing of financial risk.
We discuss standard methods and models from market risk, credit risk, and operational risk.
We indicate extensions and advanced approaches and recent or current topics, in particular related to the Basel Accords (Basel 1,2,3) and the European Solvency 2 Project.
Our aim is also to illustrate methods and approaches with concrete and detailed examples or case studies, and to enable participants to perform or implement their own analyses and simulations.
The summer school is intended for PhD students, post-docs, junior and senior faculty members, professionals (actuaries, bankers, risk managers).
The aim is to provide a detailed overview of the main methods used in empirical and theoretical research in economics and finance.
Participants will also have the opportunity to discuss and present their own research projects with leading researchers in the relaxed and open atmosphere of the Dolomites.
- Prof. Friedrich Hubalek, Vienna University of Technology, Financial and Actuarial Mathematics, Austria
- Dr. Ismail Cetin Gülüm, Vienna University of Technology, Financial and Actuarial Mathematics, Austria