SCHEDULE
May 3, 2019
Sala del Consiglio – Second floor, Building B
Morning
​9:15-9:45
Registration and coffee
​
​9:45-10:00
Welcome Address
​
​10:00-10:45
Morningstar Global Risk Model
​
10:45-11:00
General discussion
​11:00-11:45
Fabrizio Lillo
Università degli Studi di Bologna
Better to stay apart: asset commonality, systemic risk, and investment strategies
​
11:45-12:00
General discussion
​12:00-12:45
Proof theory and smart contracts
​
12:45-13:00
General discussion
​13:00-14:30
Lunch
Afternoon
​14:30-15:15
Michele Tumminello & Fabio Farabullini
Università degli Studi di Palermo & Istituto per la Vigilanza sulle Assicurazioni
Fraud detection through a network analysis of the Anti-Fraud database
​
15:15-15:30
General discussion
​16:30-17:15
Simone Freschi & Tommaso Gabbriellini
Too much XVA?
​
17:15-17:30
General discussion
17:30
Farewell
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Sponsors
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