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Previous Conference – 2020

21 October, 2020 9:00 AM – 17:00 PM

The Professional Risk Managers’ International Association and Corvinus University of Budapest, Finance Department invite you to join our online conference, the 5th Research Conference on Risk Management, where the local research institutes present their latest results in the framework of a one-day academic conference.

Conference proceedings

  • Language: English
  • Participation on the conference is free, but subject to prior registration
  • Where: Microsoft Teams
PRMIA Hungary Chapter Research Conference, 2020
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9.00 – 9.10Opening
9.10 – 10.40Session I. Impact of COVID19 Chair: Gábor Molnár-Sáska (Morgan Stanley)

Keynote speech

Into the unknown: the economic effects of COVID19
István Kónya (PTK, KRTK-KTI)

Changes in operational risk and crisis management in the banking sector during the COVID19 pandemic.
Zsuzsanna Vőneki (OTP Bank)

An Enterprise Risk Modell for COVID-19 crisis effects – The Hungarian experience
Péter Juhász, Ágnes Szabó (BCE)
11.00 – 13.00Session II. Different Forms of Financing Chair: Norbert Hári (Citibank)

Different views of the Firms – Goals, Risks, Measurements
Gergely Fazakas (BCE)

Who finances who? Cross-financing in student loan systems
Edina Berlinger, Ferenc Illés, Fanni Tóth (BCE, Erste Bank)

The impact of over-due debt – a reverse impact study
Edina Berlinger, Katalin Dobranszky-Bartus, György Molnár (BCE)

Are Peer-to-peer Platforms Real Alternatives of Bank Lending?
Barbara Dömötör, Tímea Ölvedi (BCE, Ernst&Young)
14.00 – 16.00
Session III. New Trends in Financial Markets Chair: Péter Szilágyi (CEU)

Performance measurement of ESG-themed megatrend investments using an innovative GMM-IV estimator approach
Helena Naffa, Máté Fain (Aegon, BCE)

Effects of equity market shock on equity risk premium using Machine Learning methods
Fanni Dudás, Helena Naffa (BCE, Aegon)

The liquidity aspects of peer-to-peer lending
Tímea Ölvedi (Ernst&Young)

Does regulatory governance impact the stability of the global banking sector?
Saysi Sayaseng (BCE)
16.00 – 17.00Networking, Closing
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GEN.:2024.07.23. - 11:24:29