Agenda
Registration & Welcome Coffee
h. 9:30 - 10:00
The power of Derivatives: Pricing and Hedging of Power Purchase Agreements
h 10.00 - 11.00
Christian Kappen
Manager at d-fine
Interest Rates modelling following the transition from IBOR to the new RFRs
h. 11.00– 12.00
Vincenzo Russo
Head of Group Life and Health Risk Capital Model at Generali
Time is money: Interest rates in non-life insurance models
h. 12.00 - 13.00
Julia Eisenberg
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Associate Professor at Vienna University of Technology, Department of Financial and Actuarial Mathematics |
Lunch
h. 13:00 – 14:00
Interest rate modeling with overnight rates and expected jumps
h. 14:00 – 15:00
Claudio Fontana
Full Professor at the University of Padova, Department of Mathematics "Tullio Levi-Civita"
The use of AI in Banking Industry
h. 15:00 – 16:00
Andrea Claudio Cosentini
Head of Data Science & AI at Intesa Sanpaolo
Alessandro Castelnovo
Lead Data Scientist at Intesa Sanpaolo