Fachvortrag in englischer Sprache

Both solvency regulation and asset liability management require suitable quantitative measures of the downside risk. The talk reviews risk measurement in the context of internal models, discusses potential deficiencies of the current regulatory standards, and presents alternative scalar and set-valued risk functionals in the context of the axiomatic theory of monetary risk measures.

Speaker: Prof. Dr. Stefan Weber, Leibniz University Hannover