PRMIA Hungary Chapter Research Conference

PRMIA Hungary Chapter Research Conference
The Professional Risk Managers’ International Association (PRMIA) and Corvinus University of Budapest's Department of Finance in collaboration with Central European University’s Department of Economics and Business invite you to join the 4th PRMIA Hungary Research Conference on Risk Management.


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Agenda Speakers



October 17, 2019


8:30 a.m. - 6:00 p.m.

Central European University
Room 103
Nádor utca 15.
H-1051 Budapest

PRMIA’s main goal is to promote, develop and share professional risk management practices globally. PRMIA Hungary brings together researchers from leading universities with industry professionals from financial institutions and large non-financial corporations. The official language of the conference is English.

  Time   Event  
  8:30 - 9:00
  9:00 - 9:15   Opening
  9:15 – 10:45

Session I.  Chair: Mihály Ormos, ELTE GTI

Keynote speech

Gender-specific role of risk and time preferences in saving decisions
János Kiss Hubert (ELTE)

Applying continuous-valued logic to model probability weighting functions in prospect theory
József Dombi, Tamás Jónás (ELTE) 

  10:45 - 11:15   Coffee break  
  11:15 – 12:45

Session II. Chair: Egon Kalotay, Blackrock

Risk of liquidity and leverage in the Hungarian manufacturing industry 
Péter Juhász (BCE)

Pure factor megatrend investments
Helena Naffa, Máté Fain (Aegon, BCE)

Performance evaluation of absolute return funds – Detecting performance manipulation
Dávid Rácz (BCE)

Do ESG factors matter in emerging markets?
Máté Fain, Helena Naffa (Aegon, BCE)

  12:45 – 14:00    Lunch  
  14:00 – 15:30    Session III. Chair: Norbert Hári (Morgan Stanley)

Cyber risk in the financial sector
Anita Tikos (MNB)

What causes bitcoin volatility?

Hans Byström, Dominika Krygier (Lund University)

Implied correlation and volatility smile
Sándor Misik (BCE)

The importance of the default fund stress test calibration in case of central clearing
Melinda Friesz, Kata Váradi (BCE, Keler)

  15:30 - 16:00   Coffee break  
      Session IV. Chair: György Walter (BCE)  

International vs. local credit ratings for structured products
György Varga, Leonardo Alvarenga (FCE-Brasil)

Financial inclusion and debt consolidation
Edina Berlinger (BCE)

Asset price impacts of commodity price shocks: Can the two oils (Palm and Brent) hedge local stocks?
Péter Szilágyi (CEU), Jonathan Batten (Universiti Utara Malaysia), Harald Kinateder (University of Passau), Niklas Wagner (University of Passau)


Wrong way risk of retail loans
Edina Berlinger, Barbara Dömötör (BCE)

  17:30    Conference closing  
      Language: English.

Participation on the conference is free, but subject to prior registration.





This event is FREE for members and non-members, although registration is required.  Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.) Support chapter events like this by becoming a member

10/17/2019 2:30 AM - 12:00 PM
Budapest Central European University Nádor utca 15., 1051 Budapest, Room 103. HUNGARY

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