PRMIA Hungary Chapter Research Conference

The Professional Risk Managers’ International Association and Corvinus University of Budapest, Finance Institute invite you to join our next event, the 8th 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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October19, 2023


8:15 a.m. - 6:30 p.m. CEST


Corvinus University of Budapest, Salt House, auditorium 3 (morning sessions) and C Building Room 204 (afternoon session)

  Time   Event  
  Welcome and Opening

Section I. - Behavioral effects in finance

Chair: Erika Jáki


Perceived ethical behaviour on the Hungarian public procurement market

 Péter Juhász, Tünde Tátrai


Lessons from a stock market game

Gergely Fazakas, BCE

Financial literacy of finance students

Edina Berlinger, Barbara Dömötör, Krisztina Megyeri, György Walter


ESG rating disagreement

Fanni Dudás, Helena Naffa


Section II. - Financial markets and ESG

Chair: Helena Naffa

ESG Investing and Systemic risk—Based on analytical CoVaR method.

Li jinlong 

Biodiversity Finance – Where are we and why does it matter

Li Xinglin, Helena Naffa 

Biodiversity Finance Investments

Gergely Czupy, Helena Naffa

Implied Correlation on the CEE FX market

 Misik Sándor 


Section III - Financial infrastructure and modelling

Chair: Zsolt Bihary

Compliance Risk Assessment in Banks and Financial Institutions: A Theoretical Exploration

Petra Benedek, Ferenc Bognár 

The resilience of the peer-to-peer market: a global perspective

Ölvedi Tímea 

How market makers generate arbitrage profit - a measure of inefficient price setting

Nóra Felföldi-Szucs, Balázs Králik, Kata Váradi

Modelling the Introduction of Central Bank Digital Currencies in a Stochastic Framework

Gábor Kürthy, Ágnes Vidovics-Dancs

Dynamic margin optimization

Zsolt Bihary, Edina Berlinger, Barbara Dömötör



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

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10/19/2023 2:15 AM - 12:30 PM
Eastern Daylight Time
Budapest HUNGARY

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