PRMIA Hungary Chapter Research Conference

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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October 21, 2020


9:00 a.m. - 5:00 p.m. CEST


Virtual Event

  Time   Event  
  9:00 - 9:10                
  Welcome and Opening
  9:10 - 10:40   Session I. Impact of COVID19
Chair: Gábor Molnár-Sáska, Morgan Stanley
  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
  11:00 - 13:00    Session II. Different Forms of Financing
Chair: Norbert Hári, Citibank
      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
  14:00 - 16:00
  Session IIINew Trends in Financial Markets 

Chair: Péter Szilágyi, CEU

      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
  16:00 - 17:00   Networking and Closing


Language: English
Participation to the conference is free, but subject to prior registration. 

Thank you to our Sponsors!

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

10/21/2020 3:00 AM - 11:00 AM
Eastern Daylight Time

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