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)





 
Agenda  
  Time   Event  
 
     
  8:15          
  Welcome and Opening
 
 
     
  8:30  

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

 
         
   11:00  

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 

 
         
  14:00  

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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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

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

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