University of Connecticut University of UC Title Fallback Connecticut

 

Overview 

 

The Masters of Science in Financial Risk Management (MSFRM) Program at the University of Connecticut hosted the 2nd Annual Academic Conference on Risk Management at the Storrs Campus on May 20, 2016.  This conference brought together academic researchers at the frontier of risk management and finance.  This year's conference program included empirical perspectives on credit ratings, volatility and its impact on corporate policies, hedging pressure, variance risk premium, bank risk, sovereign debt, and central bank interventions in Europe.  Our expectations are to make the Academic Conference on Risk Management an annual event where prominent scholars and active young researchers can present their work and receive valuable feedback.

The 3rd Annual Academic Risk Conference on Risk Management will be held on Friday, May 12, 2017.  For more information please contact Jose Aponte.

2016 Program

 

9:30 am—10:15 am                        Ing-Haw Cheng, Dartmouth College
                                                           “The Expected Returns to Fear”
10:15 am—10:30 am                      Discussant: Fan Yang, University of Connecticut
10:30 am—10:35 am                     Audience Q&A
10:35 am—11:20 am                      Hui Chen, Massachusetts Institute of Technology
                                                           “An Anatomy of the Financial and Real Impact of Volatility Stocks”
11:20 am—11:35 am                       Discussant: Ing-Haw Cheng, Dartmouth College
11:35 am—11:40 am                       Audience Q&A
11:45 am—1:15 pm                         Lunch & Remarks from Dean John Elliott
                                                           Dean’s Board Room, Room 321
1:15 pm—2:00 pm                          Dianne Pierret, University of Lausanne
                                                           “Lender of Last Resort versus Buyer of Last Resort-The Impact of the European Central Bank Actions on the                                                                                                    Bank-Sovereign Nexus”
2:00 pm—2:15 pm                         Discussant: Stéphane Verani, Federal Reserve Board
2:15 pm—2:20 pm                         Audience Q&A
2:20 pm— 3:05 pm                        Jess Cornaggia, Georgetown University
                                                           “Where the Heart Is: Information Production and the Home Bias”
3:05 pm— 3:20 pm                        Discussant: Diane Pierret, University of Lausanne
3:20 pm—3:25 pm                         Audience Q&A
3:25 pm—3:55 pm                         Coffe/Tea/Water Break
3:55 pm—4:40 pm                         Jonathan Reuter, Boston College
                                                           “Analyst Promotions within Credit Rating Agencies: Accuracy or Bias”
4:40 pm—4:55 pm                         Discussant: Jess Cornaggia, Georgetown University
4:55 pm—5:00 pm                         Audience Q&A

Ing-Haw Chen and "The Expected Returns to Fear"
John Elliott, Dean of the UConn School of Business addresses the attendees of the Academic Risk Conference