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Back to News 14/05/2013

The 30th conference of the French Finance Association (AFFI) from May 28 to 31, 2013

The international financial research community meets at EMLYON Business School from May 28 to 31, 2013.

Robert Engle, a professor at New York University and a winner of the Nobel Prize in economics in 2003, is one of the speakers this year. He will address the theme: “Global Financial Stability and Systemic Risk Today”. Jean-Charles Rochet, president of the Econometric Society, will also be present, along with Yacine Aït-Sahalia and Damiano Brigo, professors at Princeton and Imperial College, respectively.

François Quittard–Pinon, president of the AFFI, and Olivier Le Courtois, both research professors at EMLYON, are the organizers of this year’s event.

While the papers presented cover all areas of financial research, the organizers have decided to highlight the theme of financial risk management: “Back in 2007, i.e. before the subprime crisis, we created the CEFRA (Center for Financial Risk Analysis), a research center dedicated to studying all of the risks that affect the financial and insurance sectors. The conference will feature a round table dedicated to this subject with directors in the banking and insurance sectors.”

About the organizers

François Quittard–Pinon is a professor of finance, in charge of the Quantitative Finance specialized master's degree at EMLYON. His specialty is Financial Modeling, focusing on asset allocation and derivatives valuation and coverage with a particular interest for rate instruments. His recent research has been devoted to the application of quantitative methods in life insurance finance. He has published several books and many scientific articles in journals. He is the former Director of the Laboratory of Actuarial Sciences of the ISFA and he is currently the president of the French Finance Association.

Olivier Le Courtois is a professor of finance and insurance and the Director of the Center for Financial Risk Analysis (CEFRA) at EMLYON. His expertise focuses in particular on derivatives valuation, the capitalistic structure of companies, portfolio management and risk management. He has published many academic papers. His most recent work, "Extreme Financial Risks and Asset Allocation" co-authored with Christian Walter, was published by Economica (2012).

About the CEFRA

Founded in 2007, the CEFRA produces research in the fields of risk management, asset allocation, corporate finance theory, financial economics and contract valuation (options and insurance products). Risk analysis, especially financial risk, is the preferred subject of CEFRA’s researchers, whose objective is to stimulate exchanges between corporate finance, market finance, insurance and risk management. The CEFRA organizes several research seminars every year.

For more information, visit the AFFI website.

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