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Research Project Seminars
Financial Engineering and Risk Management Lab will lead 3 research project seminars in the 2020/21 academic year.

  1. Model risk: modern estimation techniques and management
  2. Quantitative methods of risk management and financial engineering
  3. Term structure of interest rates in developing markets (not running in 2020/21)

Please address all enquiries to Victor Lapshin (vlapshin@hse.ru). More details on the research project seminars in 2020/21 can be found here.

Previous workshop series by the Laboratory

Scientific-educational workshop “Financial Markets Modeling"

Laboratory for Financial Engineering and Risk Management holds weekly scientific and educational seminar "Modelling of financial markets." The main purpose of this seminar is the formation of graduate students’ skills required for independent research. As a result of the seminar students should write a master’s thesis on the chosen topics.

Firstly, it is a question of the following general competence:
  • monitoring of the latest achievements in the fields of risk management, financial engineering and actuarial science;
  • skills of the individual scientific research in these areas;
  • the ability to use the results of research in practice;
 Secondly, it is a question of the following special competence:
  • ability to organize and realize the full project cycle including the preparation of research program, development tools, conducting empirical research, input, processing and analysis of data, writing the final analytical report;
  • ability to assess the quality and representativeness of the empirical data;
  • skills of using application packages for data analysis and modeling;
  • skills of using scientific sources in English;
  • skills of planning and organization of research.

In this seminar students are involved in the analysis of articles on professional topics as listeners and as speakers. In addition, there are speeches of leading specialists from the HSE and other universities of the country, such as MSU. Thus, students have the opportunity to follow the latest scientific studies conducted in leading educational institutions in Russia and abroad. Students can more consciously choose or adjust the theme of his master's thesis using the information from the workshops.

Students also have the opportunity to use workshops for talking about the progress of its scientific research, the results and the difficulties. The main purpose of this form of the workshop is to provide students with the opportunity to discuss the available research. With help of discussion, which actively involve teachers and students of the Department of Risk Management and Insurance of the HSE, the student learns to defend its point of view. Moreover, the student receives a great opportunity to learn about other views on the solutions encountered in the process  of writing a thesis problems and/or selection of the future direction of its work.

Scientific-practical workshop "Financial Risk Management and Insurance"

Laboratory for Financial Engineering and Risk Management holds regular scientific and practical seminar "Financial Risk Management and Insurance" under the auspices of the International Association of Risk Managers PRMIA (Professional Risk Managers' International Association). Representatives of Russian companies, banks, investment and insurance companies make presentations on workshops. The purpose of these workshops is to discuss the developments of financial engineering and risk management, as well as best practices of Russian leading financial institutions. Much attention is paid to the implementation of various methods of management of market, credit and operational risk.

All interested are invited to participate in workshops.

 Previous workshops



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