Archives for LFIN
May 19, 2023
Event
LFIN Seminar
Arturo Leccadito (University of Calabria)
will give a presentation on
Predictive identification robust confidence sets with application to tail risk measures
Abstract:
This work proposes a novel method for constructing confidence sets for predictions in parametric or semi-parametric...
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May 17, 2023
Event
Louvain Finance Day 2023
Louvain Finance Day – May 17th, 2023
The 2023 edition of the Louvain Finance Day will be dedicated to the role finance in view of the forthcoming climate and energy challenges.
Please find here the detailed programme or download the programme (PDF)....
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May 12, 2023
Event
JOINT ISBA-LFIN SEMINAR
Tiziano Bellini (Prometeia)
Model Risk Quantification in Commercial Banking: A Statistical Framework
Abstract :
A framework for quantifying model risks in commercial banking is proposed. Model Uncertainty is investigated from different angles with the aim to capture risks stemming from...
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May 05, 2023
Event
LFIN Seminar
Wolfgang Lemke (European Central Bank)
will give a presentation on
Natural rate chimera and bond pricing reality
Abstract :
We build a novel macro-finance model that combines a semi-structural macroeconomic module with arbitrage-free yield-curve dynamics. We estimate it for the...
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From 20 to 21/04/2023
Call for papers
Belgian Financial Research Forum 2023
The 17th meeting of the Belgian Financial Research Forum (BFRF) will take place at the National Bank of Belgium in Brussels (Belgium) on April 20-21, 2023. This research forum will be jointly
organized by Vrije Universiteit Brussel, Universiteit Gent, HEC-Liège, Katholieke Universiteit...
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