报告时间：5月23日（周一）下午一点，
报告地点：统计楼105报告厅
报告人：法国巴黎一大Dominique Guégan教授
报告题目：Financial Regulation: More Accurate Measurements for Control Enhancements
摘要：This talk analyses how risks are measured in financial institutions, for instance Market, Credit, Operational, etc. with respect to the choice of the risk measures, the choice of the distributions used to model them and the level of confidence selected. We discuss and illustrate the characteristics, the paradoxes and the issues observed comparing the Value-at-Risk and the Expected Shortfall in practice. This paper is built as a differential diagnosis and aims at discussing the reliability of the risk measures.