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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
8:15Opening
8:30 – 10:30Section I. – Behavioral effects in finance Chair: Erika Jáki
8:30 – 9:00Péter Juhász, Tünde TátraiPerceived ethical behaviour on the Hungarian public procurement market
9:00 – 9:30Gergely FazakasLessons from a stock market game
9:30 – 10:00Edina Berlinger, Barbara Dömötör, Krisztina Megyeri, György WalterFinancial literacy of finance students
10:00 – 10:30Fanni Dudás, Helena NaffaESG rating disagreement
10:30 – 11:00Coffee Break
11:00 – 13:00Section II. – Financial markets and ESGChair: Helena Naffa
11:00 – 11:30Li jinlongESG Investing and Systemic Risk—Based on analytical CoVaR method.
11:30 -12:00Li Xinglin, Helena NaffaBiodiversity Finance – Where are we and why does it matter
12:00 -12:30Gergely Czupy, Helena NaffaBiodiversity Finance Investments
12:30 -13:00Misik SándorImplied Correlation on the CEE FX market
13:00 -14:00Lunch Break
14:00 – 16:30Section III – Financial infrastructure and modellingChair: Zsolt Bihary
14:00 – 14:30Petra Benedek, Ferenc BognárCompliance Risk Assessment in Banks and Financial Institutions: A Theoretical Exploration
14:30 -15:00Ölvedi TímeaThe resilience of the peer-to-peer market: a global perspective
15:00 –
15:30
Nóra Felföldi-Szűcs, Balázs Králik, Kata VáradiHow market makers generate arbitrage profit – a measure of inefficient price setting
15:30 –
16:00
Gábor Kürthy, Ágnes Vidovics-DancsModelling the Introduction of Central Bank Digital Currencies in a Stochastic Framework
16:00 –
16:30
Zsolt Bihary, Edina Berlinger, Barbara DömötörDynamic margin optimization
16:30Closing


In case of any doubts, please contact us at
hungary@prmia.org.

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GEN.:2024.02.26. - 15:25:24