PRMIA Hungary Chapter Research Conference
19 October, 2023
The Professional Risk Managers’ International Association and Corvinus University of Budapest, Finance Department invite you to join our online conference, 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.
Keydates:
Submission deadline: 20 September, 2023.
Acceptance notification: 30 September, 2023.
Date of the conference: 19 October, 2023.
Language: English
Participation in the conference is free, but you are required to register (click here).
Program:
- The morning sessions will be held in the Salt House – Auditorium 3 (Corvinus University of Budapest, Fővám tér 13-15, 1093)
- The afternoon session will be held in Building C, room C.204 (Corvinus University of Budapest, Közraktár u. 4-6, 1093)
| Program – October 19, 2023 | ||
| 8:15 | Opening | |
| 8:30 – 10:30 | Section I. – Behavioral effects in finance | Chair: Erika Jáki |
| 8:30 – 9:00 | Péter Juhász, Tünde Tátrai | Perceived ethical behaviour on the Hungarian public procurement market |
| 9:00 – 9:30 | Gergely Fazakas | Lessons from a stock market game |
| 9:30 – 10:00 | Edina Berlinger, Barbara Dömötör, Krisztina Megyeri, György Walter | Financial literacy of finance students |
| 10:00 – 10:30 | Fanni Dudás, Helena Naffa | ESG rating disagreement |
| 10:30 – 11:00 | Coffee Break | |
| 11:00 – 13:00 | Section II. – Financial markets and ESG | Chair: Helena Naffa |
| 11:00 – 11:30 | Li jinlong | ESG Investing and Systemic Risk—Based on analytical CoVaR method. |
| 11:30 -12:00 | Li Xinglin, Helena Naffa | Biodiversity Finance – Where are we and why does it matter |
| 12:00 -12:30 | Gergely Czupy, Helena Naffa | Biodiversity Finance Investments |
| 12:30 -13:00 | Misik Sándor | Implied Correlation on the CEE FX market |
| 13:00 -14:00 | Lunch Break | |
| 14:00 – 16:30 | Section III – Financial infrastructure and modelling | Chair: Zsolt Bihary |
| 14:00 – 14:30 | Petra Benedek, Ferenc Bognár | Compliance Risk Assessment in Banks and Financial Institutions: A Theoretical Exploration |
| 14:30 -15:00 | Ölvedi Tímea | The resilience of the peer-to-peer market: a global perspective |
| 15:00 – 15:30 | Nóra Felföldi-Szűcs, Balázs Králik, Kata Váradi | How market makers generate arbitrage profit – a measure of inefficient price setting |
| 15:30 – 16:00 | Gábor Kürthy, Ágnes Vidovics-Dancs | Modelling the Introduction of Central Bank Digital Currencies in a Stochastic Framework |
| 16:00 – 16:30 | Zsolt Bihary, Edina Berlinger, Barbara Dömötör | Dynamic margin optimization |
| 16:30 | Closing |
In case of any doubts, please contact us at hungary@prmia.org.