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Risk Management of Central Clearing Counterparties workshop

Department of Finance in collaboration with PRMIA Hungary Chapter and colleagues of the Hungarian Central Counterparty (KELER CCP Ltd.) organizes a one-day online workshop on the 24th of September on the risk management of central counterparties. The aim of the workshop is to bring together professionals from academia and practice, to discuss the challenges of central clearing from a broader perspective, to identify potential research questions, and to enhance cooperation.

Kapcsolódó posztok

Kapcsolódó események


Keynote speakers:

  • Darrell Duffie, Stanford University
  • Előd Takáts, Corvinus University of Budapest

Invited speakers

  • Michal Konopczak, Warsaw School of Economics
  • Ron Berndsen, Tilburg University


24th of September, Friday

12:50 – 13:00Welcome
13:00 – 15:00Section 1 – TheoryLink to the online section
Ron Berndsen (Tilburg University)Fundamental questions on central counterparties: A Review of the Literature
Péter Csóka (Corvinus University of Budapest)Clearing in financial networks: decentralization, blockchains, bilateral netting, and endogenous uncertainty
Péter Bíró (Corvinus University of Budapest)Central coordination in financial clearing
Zsolt Bihary (Corvinus University of Budapest)Optimal margining
Plenary lecturesLink to the online section
15:30 – 16:30Darrell Duffie (Stanford University)Reforming the market for U.S. Treasuries: The role of central clearing
16:30 – 17:30Előd Takáts (Corvinus University of Budapest) Model risk at central counterparties: Is skin-in-the-game a game changer?
18:00 – 20:00Section 2 – PracticeLink to the online section
Michal Konopczak (Warsaw School of Economics)Tiering of UK CCPs – how bad is the lesser evil?
Csilla Szanyi (KELER CCP)New challenges in central clearing
Kata Váradi (Corvinus University of Budapest)Your skin or mine: assuring the viability of a CCP
Berlinger/Dömötör (Corvinus University of Budapest)Risk sensitive vs. anticyclical margining

Organizing commitee

Dr. Berlinger Edina edina.berlinger@uni-corvinus.hu Rektori Szervezet / Pénzügy Intézet / Befektetések
Egyetemi Tanár / Professor
Fővám tér 13-15 (Sóház), 281
Phone: +36 1 482 5212 • Ext: 5212
Dömötör Barbara Mária barbara.domotor@uni-corvinus.hu Rektori Szervezet / Pénzügy Intézet / Befektetések
Egyetemi docens / Associate Professor
E épület, 281
Phone: +36 1 482 5212 • Ext: 5212
Dr. Váradi Kata kata.varadi@uni-corvinus.hu Rektori Szervezet / Pénzügy Intézet / Vállalati Pénzügyek
Intézetvezető, Egyetemi docens / Head of Institute, Associate Professor
E épület, 279
Phone: +36 1 482 5156 • Ext: 5156
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GEN.:2024.05.18. - 07:00:21