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Risk Measures and Regulation
On behalf of the Department of Mathematics and Statistics and the Department of Economics, you are cordially invited to a public lecture to be conducted by Professor Freddy Delbaen from ETH Zurich, Switzerland.
Abstract: Professor Delbaen will present some definitions of risk measures and relate them to current practice. The use of some risk measures increases the risk appetite. To avoid future financial crises, we need more than technical changes in capital requirements. The talk is a general talk without mathematics.