Concept
Prime de risque
Personnes associées (30)
Damir Filipovic
Damir Filipovic holds the Swissquote Chair in Quantitative Finance and is Swiss Finance Institute Professor at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. Prior to this, he was head of the Vienna Institute of Finance and professor at the University of Vienna. He previously held the chair of financial and insurance mathematics at the University of Munich, and he was on the faculty of Princeton University. He received his Ph.D. in mathematics from ETH Zurich in 2000. Damir Filipovic worked as a scientific consultant for the Swiss Federal Office of Private Insurance from 2003 to 2004. There he co-developed the Swiss Solvency Test, which defines the regulatory capital requirement for all Swiss based insurance companies and groups. He is on the editorial board of several academic journals. His research interests include the term structure of interest rates, credit and volatility risk, quantitative methods in risk management, and stochastic processes. His papers have been published in a variety of academic journals including the Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, and the Annals of Applied Probability. He is the author of a textbook titled Term-Structure Models.
Jacques Fellay
Jacques Fellay is a medical scientist with expertise in infectious diseases and human genomics. He obtained his MD from the University of Lausanne in 2002 and his PhD from University of Utrecht. After a clinical training in infectious diseases in Switzerland and a 4-years postdoctoral fellowship at Duke University, he joined the EPFL in April 2011 with an SNF Professorship.
On top of his EPFL affiliation, Jacques is also Head of Precision Medicine at the University Hospital (CHUV) in Lausanne, Group Leader at the Swiss Institute of Bioinformatics, and Co-director of the Health2030 Genome Center at Campus Biotech in Geneva.
Marie-Valentine Renée Agnès Florin
Marie-Valentine Florin is the executive director of the International Risk Governance Center. She organises IRGC collaborative activities, focusing in particular on the role of IRGC as a multi-stakeholder platform and a convening place at the interface between science and public policy. She joined the International Risk Governance Council (IRGC Foundation) www.irgc.org in 2006.From 2000-2006, she worked for local authorities, helping them develop and implement strategies for sustainable development, and for philanthropic and humanitarian organisations. She spent the first part of her career (1984-1999) in an international socio-cultural research and marketing consulting firm. Marie-Valentine graduated from Science Po in Paris (public policy and management), and then earned post-graduate diplomas in marketing strategy, sustainable development and environmental diplomacy. Her current involvement in IRGC activities is mostly related to:- systemic risks and transitions, governance of risks related to emerging and converging technologies- digital policy, specific risks related to machine learning- precision medicine- synthetic biology- nanotechnology- climate engineering Member of Advisory Committee to the World Economic Forum Global Risk Report 2015-2021; Fellow of the Society of Risk Analysis (SRA).
Erwan Morellec
ERWAN MORELLEC is Swiss Finance Institute Professor and Professor of Finance at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. He is also the Head of the SFI Léman Centre, the Head of the SFI nation-wide PhD Program, and a CEPR Research Fellow. Formerly on the faculties of the Simon School of Business of the University of Rochester (USA) and HEC Lausanne (Switzerland), he holds a Ph.D. in Finance from HEC Paris.
Professor Morellec is most active in the areas of corporate finance and banking and has taught several courses on these subjects to undergraduate, MBA, and doctoral students. His recent research examines the effects of prudential regulation on banks' insolvency risk or the effects of financial market imperfections on corporate investment, financing, and risk management decisions. His research has been presented at major academic conferences and seminar series around the world and is published in top rated academic journals such as the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, and the Journal of Economic Theory. He has received several research and teaching awards.
Thierry Meyer
Originaire de Genève, né en 1961, Thierry Meyer reçoit en 1986 son diplôme (MSC) dingénieur chimiste de lEcole Polytechnique Fédérale de Lausanne (EPFL). Il reçoit en 1989 son doctorat (PhD) à EPFL pour sa thèse sur le micromélange dans des milieux fortement visqueux. Il rejoint l'institut du génie chimique de 1989 jusqu'à 1993 en tant que scientifique senior dans le domaine des réactions de polymérisation. Il entre, en 1994, à la division " Pigments " de Ciba-Geigy SA, où il travaille au développement et à la mise en production de plusieurs pigments de hautes performances. Il assume la fonction de chef de projets pour l'introduction de nouveaux pigments en fabrication. En 1997, il est nommé chef de fabrication pour la production de la division pigments de Ciba Spécialités Chimiques SA à Monthey. Il est pendant cette même période nommé chargé de cours à l'EPFL. Retournant à l'institut du génie chimique d'EPFL à Lausanne vers la fin de 1998, il a été nommé « d'enseignement de maître et de recherche » (MER) pour mener un nouveau groupe de recherche dans le domaine des polymères et les fluides supercritiques, et enseigner aux chimistes, ingénieurs chimistes et en sciences des matériaux, les disciplines telles que le développement de procédés, l'introduction au génie chimique, le chimie organique et des polymères au programme de bachelor et master. En 2005 il assume la responsabilité du service de Sécurité et Santé au Travail de la faculté des sciences de base en plus de ses activités de recherches traitant de la gestion des risques (risk management) et des fluides supercritiques. Il enseigne actuellement l'introduction au génie chimique au niveau bachelor, le risk management au niveau master et des cours de formation continue dans le domaine de la sécurité (safety) et de la gestion des risques (engineering risk management). Il agit également comme consultant et expert en matière de risk management et génie chimique auprès du tribunal de l'ICC (chambre de commerce internationale) du World Business Organization, auprès de plusieurs bureaux d'études et de consultants ainsi quauprès dindustries. Thierry Meyer est actuellement membre de plusieurs associations internationales de la fédération Européenne du génie chimique et de la société chimique Américaine et American Institute of Chemical Engineers. Il a été élu Président de la European Working Party on Polymer Reaction Engineering de 2001 jusqu'à 2006. Il est actuellement le représentant académique Suisse dans la European Working Party on Loss Prevention and Safety Promotion et dans la European Working Party on Education. Il est membre de plusieurs editorial boards: Chemical Engineering Research and Design, Macromolecular Reaction Engineering, Chemical Engineering and Technology, Journal of Chemical Health and Safety.