This is the inaugural conference of the Chaire "Stress Test, RISK Management and Financial Steering" with topics on rare event simulation, uncertainty quantification, dependance modelling, risk measures.

Registration is mandatory, and it will open in February 2019.

Invited speakers

  • Fabio Bellini, Bicocca Univ. Milano (confirmed) 
  • Areski Cousin, Strasbourg University (confirmed)
  • Michel Crouhy, Natixis (confirmed)
  • Jean-Pierre Fouque, Santa Barbara South California (confirmed)
  • Pedro Gurrola-Perez, Bank of England (confirmed)
  • Bertrand Iooss, Electricité de France (confirmed)
  • Marc Irubetagoyena, BNP Paribas (confirmed)
  • Harry Joe, University of British Columbia
  • Stéphane Loisel, Lyon 1 University (confirmed)
  • Patricia Mosser, Columbia University
  • Gareth Peters, Heriot-Watt University (confirmed)
  • Chang-Han Rhee, Northwestern University (confirmed)


Round table with participation of practitioners:

  • Chairman: Michel Crouhy, Natixis
  • Participants: TBA

Organizing committee

  • Dorinel Bastide
  • Antoine Bezat
  • Stefano De Marco
  • Josselin Garnier
  • Emmanuel Gobet
  • Marc Irubetagoyena
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