-- From: VCMF 2025 Organisers <vcmf2025(a)fam.tuwien.ac.at> --
Vienna Congress on Mathematical Finance (VCMF 2025)
Wednesday, July 9 - Friday, July 11, 2025
https://fam.tuwien.ac.at/vcmf2025/
-----------------------------------------------------
UPDATE:
The submission deadline for contributed talks & posters
is extended until *Sunday, March 16, 2025*.
https://fam.tuwien.ac.at/vcmf2025/registration.php
-----------------------------------------------------
Dear colleagues,
The third Vienna Congress on Mathematical Finance (VCMF 2025) will be
held from July 9-11, 2025, once again at the WU campus. The conference
will bring together leading experts from various fields of Mathematical
Finance such as:
- Financial Economics
- Green and Sustainable Finance (Electricity, Energy,...)
- Insurance (Climate Risk, Cyber Risk, ...)
- Statistics for Financial Markets and Large Language Models
- Mean Field Games and Stochastic Control
- New Technologies in Finance and Insurance (Computational Methods and
Machine Learning,
Cryptocurrencies, Limit Order Book and High Frequency Trading,
Algorithmic Trading)
- Optimal Transport (Robust Finance)
- Portfolio Optimisation
- Risk Management (Risk Allocation, Risk Aggregation, Credit Risk and
Systemic Risk)
- Rough Analysis in Finance and Insurance (Rough and Stochastic
Volatility)
The conference program will feature plenary lectures, parallel sessions
with invited and contributed talks as well as poster sessions. Moreover,
there will be an attractive social program.
In the framework of a Panel Discussion on the theme "AI in Finance and
Insurance" we offer the conference participants a platform for
discussions with a number of renowned experts.
The VCMF 2025 follows the successful previous editions VCMF 2019 and
VCMF 2016.
For further information including details on plenary and invited
speakers see the conference homepage at:
https://fam.tuwien.ac.at/vcmf2025/
We are looking forward to meeting you in July!
With kind regards from the VCMF 2025 organizers,
Christa Cuchiero, Julia Eisenberg, Zehra Eksi-Altay, Rüdiger Frey,
Stefan Gerhold, Paul Krühner, Uwe Schmock, Josef Teichmann
-----------------------------------------------------
Venue:
Campus of WU Wien
Welthandelsplatz 1, 1020 Vienna, Austria
Jointly organized by:
TU Wien
University of Vienna
WU Vienna - Vienna University of Economics & Business
WPI - Wolfgang Pauli Institute
Gold Sponsors:
Bank Austria
IQAM Invest
Raiffeisen Bank International
Silver Sponsors:
Deloitte
Meyerthole Siems Kohlruss
(further sponsors are welcome)
Plenary Speakers:
- Eduardo Abi Jaber (Ecole Polytechnique, FR)
- René Aïd (Université Paris-Dauphine, FR)
- Caroline Hillairet (ENSAE-Paris, CREST, FR)
- Marcel Nutz (Columbia University, US)
- Aaditya Ramdas (Carnegie Mellon University, US)
- Sara Svaluto-Ferro (University of Verona, IT)
- Renyuan Xu (University of Southern California, US)
- Stefan Zohren (University of Oxford, UK)
Invited Speakers:
- Hansjoerg Albrecher (University of Lausanne, CH)
- Ofelia Bonesini (London School of Economics, UK)
- Katia Colaneri (University of Rome Tor Vergata, IT)
- Damir Filipovic (EPFL and Swiss Finance Institute, CH)
- Ruimeng Hu (University of California, US)
- Grégoire Loeper (BNP Paribas CIB, FR)
- Yuri F. Saporito (Fundação Getulio Vargas, BR)
- Konstantinos Spiliopoulos (Boston University, US)
Additionally on the first day of the congress there will be a panel
discussion with the title:
"AI in Finance and Insurance"
Moderator:
- Josef Teichmann (ETH Zurich, CH)
For further details see the schedule overview:
https://fam.tuwien.ac.at/vcmf2025/speakers.php
Important dates and deadlines:
Submission:
The call for contributed talks & posters is open until March 16, 2025.
Acceptance/rejection letters will be sent until April 15, 2025 at the
latest.
Registration:
Early registration is possible until April 30, 2025.
Registration is possible until June 15, 2025.
Submission and Registration:
https://fam.tuwien.ac.at/vcmf2025/registration.php
CPD - Continuing Professional Development for actuaries:
VCMF 2025 is accredited by the Actuarial Association of Austria (AVÖ).
Actuaries can earn up to 17 CPD points.
For any requests, do not hesitate to write an e-mail to the conference
managers Katrin Artner and Sandra Trenovatz <vcmf2025(a)fam.tuwien.ac.at>
-----------------------------------------------------
"Le congrès danse beaucoup, mais il ne marche pas."
("The congress does not move forward, it dances.")
Prince Charles de Ligne’s famous words at the Congress of Vienna (1814-1815)
https://en.wikipedia.org/wiki/Congress_of_Vienna
-----------------------------------------------------
-- From: Office BWG <office(a)bwg.at> --
Günter Strobl
Professor of Finance
University of Vienna
invites you to the
38th WORKSHOP of the
AUSTRIAN WORKING GROUP ON BANKING & FINANCE
September 22 and 23, 2023
Location: SkyLounge, Oskar-Morgenstern-Platz 1, 1090 Vienna
Program Committee: Thomas Gehrig, Gyöngyi Lóránth, and Günter Strobl
The workshop will be held in cooperation with the Austrian Society for Bank Research (BWG), Vienna.
CALL for PAPERS:
The workshop will take place on Friday, September 22, 2023 (1:00pm to 7:00pm) and on Saturday, September 23, 2023 (9:00am to 3:00pm) at the University of Vienna (on site as scheduled).
Please submit your paper (in PDF format) no later than June 30, 2023, via email to
awg2023(a)univie.ac.at<mailto:awg2023@univie.ac.at>
Papers will be selected by a program committee consisting of Thomas Gehrig, Gyöngyi Lóránth, and Günter Strobl. Paper selection will be finalized by August 15, 2023.
In order to promote the desired workshop character of the event, each lecture can be discussed by a discussant. Participants who wish to proceed in this way should indicate this separately when submitting their application.
Further information (in English) and the possibility to register (registration deadline: August 31, 2023) can be found on the conference website<https://www.bwg.at/course/view.php?id=24#section-1> set up for this purpose.
AUSTRIAN WORKING GROUP ON BANKING AND FINANCE (AWG)
Goals:
Creation of an Austria-wide discussion forum for theoretical and empirical research work in the field of banking and finance. Promotion of cooperation within universities and cooperation with practice.
Participants:
It is aimed at young scientists at all universities and related research institutions as well as practitioners in credit institutions, insurance companies and the finance departments of companies.
Focus:
Asset Pricing - Banking - Behavioral Economics - Central Banking and Regulation - Corporate Finance and Governance - Derivatives - Empirical Finance - Experimental Finance - Financial Econometrics - Financial Economics - Financial Intermediation and Institutions - Financial Innovations - Household Finance - International Finance - Market Microstructure - Performance Measurement - Portfolio Analysis - Real Estate Finance - Risk Management.
Registration for participation is mandatory. Participation in the workshop is FREE.
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-- From: Sandra Trenovatz <sandra(a)fam.tuwien.ac.at> --
Sehr geehrte Damen und Herren,
hiermit darf ich Sie an folgende von FAM organisierte internationale
Veranstaltung an der TU Wien und die Frist für die vergünstigte "early
bird" Registrierung erinnern:
Workshop "Climate Change and Insurance"
Mi.-Fr., 4.-6. September 2024, TU Wien
https://fam.tuwien.ac.at/cci2024/
Aufgrund meiner sehr knappen Aussendung akzeptieren wir für
Abonnent_innen des Vienna Finance Newsletters (VFN-L) early bird
registration bis
Freitag, 5. Juli 2024 (statt 30. Juni):
https://fam.tuwien.ac.at/cci2024/registration_VFN-L.php
Ich darf auch nochmals dankend an die Firmen verweisen, die diesen
CCI-Workshop großzügig finanziell unterstützen. Vielen Dank an:
Gold Sponsor
- Generali
Silver Sponsors
- Beltios
- B&W Deloitte
- KPMG
- Milliman
- Wiener Städtische Versicherung - Vienna Insurance Group
Die Ausrichtung einer internationalen Veranstaltung ist ohne Sponsoring
nicht möglich. Weitere Sponsoren - auch für andere Veranstaltungen wie
Actuarial Modelling Club (AMC) oder den in Planung befindlichen Vienna
Congress on Mathematical Finance - sind herzlich willkommen.
Mit besten Grüßen,
Sandra Trenovatz
------------------------------------------------------------------
General Information
At this *Workshop “Climate Change and Insurance” (CCI 2024)* the main
aim is to enhance understanding of climate change impacts on the
insurance industry. Without proper management of its climate risks, the
insurance sector is vulnerable and may simply collaps under the weight
of underestimated claims - such a scenario would have catastrophic
implications for business and society.
The three-day event CCI 2024 is designed to initiate and strengthen
collaborations between practicing actuaries and academics, nationally
and internationally. We encourage both - practitioners and researchers -
for *submissions* related to the following themes, although any other
topic addressing climate-related risks is also welcome:
- Climate modelling
- The role of actuaries in handling the climate change
- Catastrophe risks and climate change
- Impact of climate change on mortality
- Pricing of climate change risks
- Sustainable finance
The workshop starts with an introductory talk to Climate Change and
Insurance and offers plenary & contributed talks.
In the framework of a *panel discussion* on the topic "Climate Change
and Insurance: Past, Present and Future" we offer the conference
participants a platform for discussions with a number of renowned experts.
An *introductory mini-workshop on AI in Climate Risk* will complete the
program.
------------------------------------------------------------------
Datum, Zeit und Ort:
Start: Mittwoch, 4. September 2024, um 9:00
Ende: Freitag, 6. September 2024, ca. 13:00
TU Wien, Freihaus, Wiedner Hauptst 8-10, 1040 Wien
Eingeladene Plenarsprecher_innen & Diskussant_innen:
- M. Carmen Boado-Penas,
Heriot-Watt University
"Climate emergency: Understanding the risks"
- Jose Garrido,
Concordia University Montreal
"Actuarial climate indexes: International
comparative study and insurance applications"
- Robert Holzmann,
Gouverneur der Oesterreichischen Nationalbank
"Damages by extreme weather and the case of insurance"
- Chris Kenyon,
MUFG Securities EMEA plc & Univ. College London
"Climate-economy scenario/probability
construction for financial markets"
- Ralf Korn,
TU Kaiserslautern and Fraunhofer ITWM
"Optimal investment with sustainable assets -
Aspects for a life insurer"
- Frank Schiller,
Munich RE
"Climate Change might not only impact the
insurance risks – The whole business model
needs a thorough review"
Leiter der Panel Discussion:
- Reinhold Kainhofer
Wiener Städtische, GV ÖFdV, Vorstandsmitglied AVÖ
Program:
- Eine Programmübersicht finden Sie unter:
https://fam.tuwien.ac.at/cci2024/program.php
Registrierung:
- Vergünstigte Anmeldung (early bird registration)
für Abonent_innen dieser Mailingliste (FAM-vr)
verlängert bis Freitag, 5. Juli 2024:
https://fam.tuwien.ac.at/cci2024/registration_FAM-vr.php
- Reguläre Anmeldung bis 18. August 2024:
https://fam.tuwien.ac.at/cci2024/registration.php
Continuing Professional Development (CPD):
Der Workshop zählt als Weiterbildung (CPD)
für Anerkannte Aktuare der AVÖ, DAV und SAV.
Es können (mind.) 15 CPD-Punkte gesammelt werden.
https://fam.tuwien.ac.at/cci2024/cpd.php
Sponsoren:
Gold Sponsor
- Generali
Silvers Sponsor
- Beltios
- B&W Deloitte
- KPMG
- Milliman
- Wiener Städtische Versicherung - Vienna Insurance Group
Bei Fragen wenden Sie sich gerne an
Julia Eisenberg <jeisenbe(a)fam.tuwien.ac.at> bzw.
Sandra Trenovatz <cci2024(a)fam.tuwien.ac.at>
-- From: AWG2024 <AWG2024(a)tuwien.ac.at> --
Dear colleagues,
please let us draw your attention to the AWG workshop, which will be held September 13 and 14, 2024, at TU Wien. The deadline for paper submission is June 15, 2024. You find further details on the Workshop in the call for papers, which is online available at
https://www.tuwien.at/index.php?eID=dumpFile&t=f&f=212741&token=17e380f48e2…
We are looking forward to meeting you at the AWG workshop in September,
Wolfgang Aussenegg / Thomas Dangl
e-mail: AWG2024(a)tuwien.ac.at <mailto:AWG2024@tuwien.ac.at>
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-- From: "Krickl, Sabina" <Sabina.Krickl(a)wu.ac.at> --
3 Teaching and Research Associates
You want to understand how things are connected and make a fundamental impact? We offer an
environment where you can realize your full potential. At one of Europe’s largest and most modern
business and economics universities. On a campus where quality of work is also quality of life. We
are looking for support at the
Institute for Finance, Banking and Insurance
Part-time, 30 hours/week
Starting October 01, 2024, and ending after 6 years
What to expect
• The main tasks are research and teaching in the areas of corporate finance, asset pricing
and financial markets.
• In research, the focus is on working on the PhD dissertation which is expected to consist of
empirical or theoretical projects in the research areas mentioned.
• In teaching, the tasks involve the courses offered by the institute in the field of finance and
the support of senior faculty in the supervision of bachelor theses.
What you have to offer
Prerequisite is a degree that entitles to complete a doctorate or PhD. The following qualifications
are also required:
• Excellent knowledge of finance
• Programming skills (favorably in R)
• Very good knowledge in mathematics and statistics
• Experience in dealing with data analysis (especially larger data sets) is an advantage
• Ability to work in a team
• Very good command of English (German is not necessary)
Contact for further information: Prof. Stefan Pichler (stefan.pichler(a)wu.ac.at<mailto:stefan.pichler@wu.ac.at>)
What we offer you
• Inspiring campus life with over 2,400 employees in research, teaching, and
administration and approximately 21,500 students
• A modern campus with spectacular architecture in the heart of Vienna
• Excellent accessibility by public transportation
• Meaningful work in an open-minded, inclusive, and family-friendly environment
• Flexible working hours
• A wide range of benefits, from an in-house medical officer to athletic activities and a
meal allowance to a variety of employee discounts
Curious? Visit our website and find out more at www.wu.ac.at/benefits<http://www.wu.ac.at/benefits>.
The minimum monthly gross salary amounts to €2,684.10 (14 times per year). This salary may be
adjusted based on job-related prior work experience. In addition, we offer a wide range of
attractive social benefits.
Do you want to join the WU team?
Then please submit your application by May 29, 2024 under www.wu.ac.at/jobs<http://www.wu.ac.at/jobs> (ID 2096).
We are looking forward to hearing from you!
____________________________________________________________
Sabina Krickl
Department-Office FAS D4
Department of Finance, Accounting and Statistics
WU
Wirtschaftsuniversität Wien
Vienna University of Economics and Business
Welthandelsplatz 1, Building D4, Entrance A, 4th floor<http://gis.wu.ac.at/index.html?roomShow=Sabina%20Krickl>, 1020 Vienna, Austria
[T] +43 1 31336/5238
[M] +43 676 8213 5238
[E] sabina.krickl(a)wu.ac.at<mailto:sabina.krickl@wu.ac.at>
www.wu.ac.at/fas/structure/departmentadministration/<http://www.wu.ac.at/fas/structure/departmentadministration/>
____________________________________________________________
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-- From: "Sandra Trenovatz (CCI 2024)" <cci2024(a)fam.tuwien.ac.at> --
Dear colleagues and friends,
we invite you to the
Workshop "Climate Change and Insurance" (CCI 2024)
September 4-6, 2024, Vienna, Austria
https://fam.tuwien.ac.at/cci2024
The main aim of this three-day event is to enhance understanding of
climate change impacts on the insurance insustry. CCI 2024 is designed
to initiate and strengthen collaborations between practicing actuaries
and academics in research.
Abstract submission and registration are open now!
We encourage both - practitioners and researchers - for submissions.
Important Dates:
- Abstract submission deadline: May 15, 2024.
- Notification of acceptance: May 31, 2024.
- Early registration until June 30, 2024
Plenary speakers:
- M. Carmen Boado-Penas,
Heriot-Watt University, UK
"Climate emergency: Understanding the risks"
- Jose Garrido,
Concordia University Montreal, Canada
"Actuarial climate indexes: International comparative study and
insurance applications"
- Robert Holzmann,
Governor Austrian National Bank (OeNB), Austria
"Damages by extreme weather and the case of insurance"
- Chris Kenyon,
MUFG Securities EMEA plc & Univ. College London, UK
"Climate-economy scenario/probability construction for financial markets"
- Ralf Korn,
TU Kaiserslautern and Fraunhofer ITWM, Germany
"Optimal investment with sustainable assets - Aspects for a life insurer"
- Frank Schiller,
Munich RE, Germany
"Climate Change might not only impact the insurance risks – The whole
business model needs a thorough review"
CCI 2024 includes:
- mini-workshop on "AI in Climate Risk".
- panel discussion with renowned experts:
"Climate Change and Insurance: Past, Present and Future"
Publication offer:
- Special Issue "Climate Change and Insurance"
in the European Actuarial Journal
Subscribe to CCI-News to get oven-fresh updates:
https://fam.tuwien.ac.at/mm/postorius/lists/cci-news.fam.tuwien.ac.at
We look forward to welcoming you in Vienna!
Hirbod Assa, Carmen Boado-Penas, Julia Eisenberg
--
Sandra Trenovatz - CCI 2024 administration
cci2024(a)fam.tuwien.ac.at +43-1-58801-10511
------------------------------------------
Workshop "Climate Change and Insurance"
TU Wien, Vienna, Austria
Wed-Fri, September 4-6, 2024
https://fam.tuwien.ac.at/cci2024/
------------------------------------------
-- From: "Frey, Rüdiger" <Ruediger.Frey(a)wu.ac.at> --
Registration and abstract submission for the workshop on Advances in Risk Modeling at the Vienna University of Economics and Business from July 2-3, 2024 is now open.
This event is being organized by Rüdiger Frey and Johanna G. Nešlehová. It will showcase recent advances in risk modeling and quantification. There will be a blend of methodological contributions and applications, mostly in the areas of financial and climate risk. A major theme will be to identify and address challenges posed by complex data structures, rare events or intricate forms of dependence arising in these areas.
The workshop will feature invited presentations by leading international experts:
* Hansjörg Albrecher, Uni Lausanne
* Valeria Bignozzi, University of Milano Bicocca
* Valérie Chavez, Uni Lausanne
* Katia Colaneri, University of Rome Tor Vergata
* Vicky Fasen, KIT Karlsruhe
* Christian Genest (online), McGill, Montréal
* Marius Hofert, The University of Hong Kong
* Sebastian Lerch, KIT Karlsruhe
* Alex McNeil, York Management School
* Marco Oesting, Universität Stuttgart
* Ostap Okhrin, TU Dresden
* Almut Veraart
* Johanna Ziegel, ETHZ
combined with a limited number of contributed short talks and posters.
Registration is free but mandatory and abstract submission for contributed talks or posters is open from March 11 to April 7, 2024. Due to space and time constraints, contributed talks and posters will be selected by the organizers; registration by non-presenting attendees will be treated on a first-come first-served basis. Young researchers are particularly encouraged to submit a short talk or a poster.
Further information, registration and abstract submission are available at
https://www.wu.ac.at/en/statmath/events/advances-in-risk-modelling/
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-- From: Hansjoerg Albrecher <hansjoerg.albrecher(a)unil.ch> --
First Announcement
35th International Summer School of the Swiss Association of Actuaries
(2024)
Topic: Modelling and Quantifying Mortality and Longevity Risk
Scientific Directors: Katrien Antonio, Torsten Kleinow and Michel Vellekoop
Location: University of Lausanne
Dates: 3-7 June 2024
For more information and registration, see https://saa-iss.ch/
Please also inform colleagues who might be interested.
-- From: 260624-3825 <260624-3825(a)wu.ac.at> --
Dear everyone,
How are housing markets affected by the accumulation of recent crises shaking economies? We will discuss this question and related topics during the "3rd WORKSHOP ON RESIDENTIAL HOUSING MARKETS: A Market in Distress and Potential Solutions" taking place at the Vienna University of Economics and Business in collaboration with the University of Cambridge.
We are delighted we will have Prof. Dr. Helen Bao (University of Cambridge) as a keynote speaker.
Key facts
* When? 26.-27. June 2024
* Where? Vienna University of Economics and Business
* Abstracts Submission Deadline: 31. January 2024
* Contact: 260624-3825(a)wu.ac.at<mailto:260624-3825@wu.ac.at>
More Details and Abstract Submission: https://short.wu.ac.at/twtq
Best regards,
The Organizing Committee
Anja M. Hahn, Sanela Omerovic and Sofie R. Waltl
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-- From: "Helmreich, Silvia" <silvia.helmreich(a)fh-vie.ac.at> --
Neues Weiterbildungsangebot: Meldewesen für Banken
Banken unterliegen aufgrund ihrer Bedeutung für die Finanzmärkte weitaus strengeren Vorschriften und Meldeverpflichtungen als andere Unternehmen, denn Verwerfungen in diesem Bereich können gravierende Auswirkungen auf gesamte Volkswirtschaften haben. Neue regulatorische Vorgaben stellen die Mitarbeiter:innen von Banken oftmals vor große Herausforderungen.
Am Donnerstag, dem 17. März 2022 startet an der FH des BFI Wien das berufsbegleitende Executive Programme Meldewesen für Banken, das Ihnen einen Überblick über die vielfältigen und laufend steigenden Anforderungen des Meldewesens für Banken vermittelt.
Jetzt informieren:
https://www.fh-vie.ac.at/de/seite/executive-education/meldewesen-banken
Sudiengebühr
€ 3.950 (mehrwertsteuerfrei)
Bewerbungsfrist
Bewerbungen sind bis 3. März 2022 per E-Mail an anita.stiedl(a)fh-vie.ac.at möglich.
Studieninhalte
• Überblick Basel III
• Meldungen: Eigenmittel und Eigenmittelanforderungen, Leverage Ratio
• Liquiditätsrisiko
• Asset Encumbrance und Funding Plans
• AnaCredit, GKE und Großkredite
• FINREP: nGAAP, IFRS9, VERA inklusive VERA-H
• BRRD II: Die Abwicklungsfähigkeit von Banken und das MREL Erfordernis
• Datenmodell OeNB, Cubes
• BIRD und Zukunftsvisionen
Termine
17.03.2022: 9:00-12:00 Uhr | 13:30-16:30 Uhr
18.03.2022: 9:00-12:00 Uhr | 13:30-16:30 Uhr
07.04.2022: 9:00-12:00 Uhr | 13:30-15:00 Uhr
07.04.2022: 15:00-16:30 Uhr
08.04.2022: 9:00-12:00 Uhr
19.05.2022: 9:00-12:00 Uhr | 13:30-16:30 Uhr
20.05.2022: 9:00-12:00 Uhr | 13:30-16:30 Uhr
02.06.2022: 13:00-20:00 Uhr
03.06.2022: 9:00-12:00 Uhr | 13:30-15:00 Uhr
Prüfung: 01.07.2022 13:30-16:30 Uhr
Abschluss
FH Zertifikat „Meldewesen für Banken“
________________________________
Fachhochschule des BFI Wien GmbH | Rechtsform: Gesellschaft mit beschränkter Haftung | Sitz: Politische Gemeinde Wien | FN 148597a | Handelsgericht Wien