Zürich
The Risk Day is a daylong conference that brings together researchers,
practitioners, regulators and students with an interest in current topics
of risk management in banking, investing and insurance.
Focus:
- No-arbitrage implies power-law market impact and rough volatility
- 10 Years after Lehman: how has risk management changed?
- Hedging derivatives under market frictions using deep learning techniques
- Private markets: challenges for risk managers