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Program for stream Financial Modeling, Risk Management and Managerial Accounting
Sunday
Monday
Tuesday
Tuesday, 12:30-14:00
TC-13: Financial Literacy and Investment Choices
Stream: Financial Modeling, Risk Management and Managerial Accounting
Room: SOUTH BUILDING UV S201 (building 0)
Chair(s):
Rosella Castellano
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Money's importance from the religious perspective
Claudiu Herteliu, Ionel Jianu, Iulia Jianu, Catalin Vasile Bobb, Gurjeet Dhesi, Marcel Ausloos -
Financial literacy: systematic literature review and future research agenda
Sebastian Ion Ceptureanu -
The explanatory power of financial literacy on consumer financial behaviors: new evidences from Europe
Gianni Nicolini, Marlene Haupt -
What if versus probabilistic financial investment scenarios: a behavioural and physiological investigation
Rosella Castellano, Gaetano Tieri, Giorgia Ponsi, Marco Mancinelli
Tuesday, 14:30-16:00
TD-13: Credit Risk Modeling
Stream: Financial Modeling, Risk Management and Managerial Accounting
Room: SOUTH BUILDING UV S201 (building 0)
Chair(s):
Cristian Bravo
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A relabelling approach to handling the class imbalance problem in consumer credit risk modelling
Yazhe Li, Tony Bellotti, Niall Adams -
OR and sovereign contingent debt instruments
Andrea Consiglio, Stavros A. Zenios -
Deep learning for text-based credit scoring for micro, small and medium enterprises
Matthew Stevenson, Cristian Bravo
Wednesday
Wednesday, 8:30-10:00
WA-13: Operational and Cyber Risk Modeling
Stream: Financial Modeling, Risk Management and Managerial Accounting
Room: SOUTH BUILDING UV S201 (building 0)
Chair(s):
Pilar Gargallo
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A new methodology for modelling operational risk using skew t-copulas and Bayesian inference
Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira -
Semi-closed simulated stock market: the impact of the traders' backgrounds
Valerio Ficcadenti, Gurjeet Dhesi, Mohammad Emambocus, Muhammad Bilal Shakeel, Babar Syed -
A novel approach for determining cybersecurity insurance pricing
Thomas Lee -
Measuring the leadership relationships between Spanish mutual funds: a dynamic Bayesian approach
Pilar Gargallo, Laura Andreu, Manuel Salvador, José Luis Sarto
Wednesday, 10:30-12:00
WB-13: Financial Literacy and Risk Measurement
Stream: Financial Modeling, Risk Management and Managerial Accounting
Room: SOUTH BUILDING UV S201 (building 0)
Chair(s):
Alain CHEVALIER
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Value and momentum in energy markets
Rita D'Ecclesia -
A generalized duration for mortality risk management
Marius Radermacher -
Adaptive quantification of value-at-risk based on the energy distribution of asset returns
George Tzagkarakis, Frantz Maurer, Thomas Dionysopoulos -
Going private transaction performance in emerging economies:a comparative study between Latin America and Asia
Alain CHEVALIER, Aurelie Sannajust
Wednesday, 12:30-14:00
WC-13: Credit Card Risk Management
Stream: Financial Modeling, Risk Management and Managerial Accounting
Room: SOUTH BUILDING UV S201 (building 0)
Chair(s):
Jonathan Crook
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Optimal model selection in credit risk modeling
Marta Galvani, Silvia Figini -
Predicting credit card debt recovery rates: an empirical study using generalised additive models
Christophe Mues, Raffaella Calabrese, Mee Chi SO -
Regulatory policy to mitigate potential risks arising from contingent convertibles
Masaaki Kijima -
Survival models for credit cards with time varying coefficients
Jonathan Crook, Viani Djeundje
Wednesday, 14:30-16:00
WD-13: Risk Measurement and Management
Stream: Financial Modeling, Risk Management and Managerial Accounting
Room: SOUTH BUILDING UV S201 (building 0)
Chair(s):
Michalis Doumpos
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Psychographic segmentation of Italian bank customers
caterina liberati, Galina Andreeva -
The impact of collection actions on recovery rates using retail loan level panel data
Angela Freitas de Moraes, Galina Andreeva, Jonathan Crook -
Risk management for sovereign debt
Stavros A. Zenios, Andrea Consiglio -
Developing predictive models for US bank failures: an empirical analysis using machine learning approaches
Michalis Doumpos, Georgios Manthoulis, Constantin Zopounidis, Emilios Galariotis, George Baourakis