Steven Vanduffel gave a Seminar entitled “Assessing Model Risk”. Vanduffel spoke about the risk assessment of high dimensional portfolios, a core task in the regulation of financial institution. Besides the difficulties in the estimation of the joint distribution of the portfolios, there is not a consensus on quantifying model risk. A natural way could be
Barcelona Risk & Analytics Young Research Workshop was held at Institut d’Estudis Catalans on November 25, 2015. More information on the programme, abstracts and schedule can be found at Barcelona Risk & Analytics.
Feb. 09 2016: On Tuesday, February 9th, the Kick-off of the 3rd edition of the Challenge Project (year 2016) took place in classroom 102 of the Faculty of Economics and Business (University of Barcelona). The experts from Human Resources and Life Staff of Zurich Spain are in charge of this new activity. 14 students of
