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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Agenda
Date:
October19, 2023
Time:
8:15 a.m. - 6:30 p.m. CEST
Location:
Corvinus University of Budapest, Salt House, auditorium 3 (morning sessions) and C Building Room 204 (afternoon session)
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8:15
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Welcome and Opening
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8:30 |
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Section I. - Behavioral effects in finance
Chair: Erika Jáki
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Perceived ethical behaviour on the Hungarian public procurement market
Péter Juhász, Tünde Tátrai
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Lessons from a stock market game
Gergely Fazakas, BCE |
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Financial literacy of finance students
Edina Berlinger, Barbara Dömötör, Krisztina Megyeri, György Walter
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ESG rating disagreement
Fanni Dudás, Helena Naffa
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11:00 |
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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
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14:00 |
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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
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Language: English
Participation to the conference is free, but subject to prior registration.
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