Florence - June 12-14, 2017

International Risk Management Conference 2017

Assessing 10 years of changes in the financial markets: how will the future be impacted?


                                                           For further information click here

The IRMC permanent organizers: University of Florence and NYU Stern Salomon Center, in collaboration with the European University Institute and the University of Udine, hosts the 10th edition of the International Risk Management Conference.

The conference will bring together leading experts from various academic disciplines and professionals for a two and a half days conference including three keynote plenary sessions, four parallel featured sessions, a special topic session and a professional workshop. The conference welcomes all relevant theoretical, methodological and empirical contributions.


Prometeia's participation

Prometeia participates to afternoon roundtable on June 13th and has submitted two working papers.


Prometeia's speaker


Prometeia as well has submitted two working papers to be discussed on Monday June 12th on macro risk, monetary policy and interest rate risk:

  1. Forecasting macro-financial variables and evaluating monetary policy effectiveness through an international Data-Rich Environment Autoregressive Model - Giacomo Tizzanini, Emanuele De Meo, Lorenzo Prosperi, Lea Zicchino
  2. The Sensitivity of Interest Rate Products with Embedded Optionality in a Negative Rate World - Pietro Rossi

                                                           For further information click here