PRMIA Hungary Chapter Research Conference
The Professional Risk Managers’ International Association and Corvinus University of Budapest, Finance Department invite you to join the 5th Research Conference on Risk Management, where the local research institutes present their latest results in the framework of a one-day academic conference.
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Agenda
Date:
October 21, 2020
Time:
9:00 a.m. - 5:00 p.m. CEST
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9:00 - 9:10
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Welcome and Opening
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9:10 - 10:40 |
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Session I. Impact of COVID19
Chair:
Gábor Molnár-Sáska, Morgan Stanley
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Keynote Speech
Into the unknown: the economic effects of COVID19
István Kónya, PTK, KRTK-KTI
Changes in operational risk and crisis management in the banking sector during the COVID19 pandemic
Zsuzsanna Voneki, OTP Bank
An Enterprise Risk Modell for COVID-19 crisis effects – The Hungarian experience
Péter Juhász, Ágnes Szabó, BCE |
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11:00 - 13:00 |
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Session II. Different
Forms of Financing
Chair: Norbert Hári, Citibank |
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Different views of the Firms - Goals, Risks, Measurements
Gergely Fazakas, BCE
Who finances who? Cross-financing in student loan systems
Edina Berlinger, Ferenc Illés, Fanni Tóth, BCE, Erste Bank
The impact of over-due debt - a reverse impact study
Edina Berlinger, Katalin Dobranszky-Bartus, György Molnár, BCE
Are Peer-to-peer Platforms Real Alternatives of Bank Lending?
Barbara Dömötör, Tímea Ölvedi, BCE, Ernst&Young |
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14:00 - 16:00
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Session III. New Trends in Financial Markets
Chair: Péter Szilágyi, CEU
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Performance measurement of ESG-themed megatrend investments using an innovative GMM-IV estimator approach
Helena Naffa, Máté Fain, Aegon, BCE
Effects of equity market shock on equity risk premium using Machine Learning methods
Fanni Dudás, Helena Naffa, BCE, Aegon
The liquidity aspects of peer-to-peer lending
Tímea Ölvedi, Ernst&Young
Does regulatory governance impact the stability of the global banking sector?
Saysi Sayaseng, BCE |
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16:00 - 17:00 |
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Networking and Closing |
Language: English
Participation to the conference is free, but subject to prior registration.
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