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SCHEDULE.
Morning
​9:15-9:30
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Welcome.
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​9:30-10:10
Advanced Risk and Portfolio Management
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​10:50-11:05
Coffee Break
​12:25-13:05
Arca SGR
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New Themes in Finance, Insurance and Energy Allocation in Good and Bad Times.
​13:05-14:30
Lunch
Afternoon
​14:30-15:10
Imperial College London
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Nonlinear valuation under margins, funding costs, gap default closeout, multiple curves & capital.
​15:50-16:30
Consob
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A Quantitative Framework to Assess the Risk-Reward Profile of Non-Equity Products.
​16:30-17:00
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Wrap-Up: final comments by all the participants.
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