The ESSEC Wealth management Club, chaired by Gabriel Eschbach, puts together the alumni of the ESSEC Wealth management training for practionners (ESSEC campus in the CNIT - La Défense - Paris) and of the ESSEC Wealth management course for ESSEC MBA students and ESSEC master students in finance (ESSEC campus in Cergy-Pontoise).
Next conference : December 15 2009 (ESSEC campus in the CNIT - La Défense - Paris)
Conference May 26 2009 (ESSEC campus in the CNIT - La Défense - Paris)
In September 2000, with Professor Pradeep Yadav from the Scottish Institute of Research in Investment and Finance (SIRIF), François Longin organized a conference on the theme « The state of the art of value-at-risk » in Edinburgh in Scotland.
For both academics and practitioners, this conference presented recent advances on value at risk or VaR. This risk measure has become within a few years the standard to measure market risks taken by financial institutions.
In May 2003, with Antoine Frachot from Crédit Lyonnais, François Longin organized the annual conference of the Eurobanking association. This association gathers operational research groups of European financial institutions.
The Eurobanking association gathers research groups in European banks carriyng out work in the following fields : stratetgy and marketing, control and planning, data management and risk management.
Business models in banking presented at the conference organized by Cass Business School and ESSEC (London, The United Kingdom, December 2009).
Business models in banking presented at the conference organized by Credit Suisse, Cass Business School and ESSEC (Paris, France, November 2009).
A brief review of EVT basics and operational risk measures presented at the conference "Extreme value theory and finance" organiezd by Prof. Marie Kratz and Prof. Jean-Pierre Indjehagopian at ESSEC Business School (La Défense, France, January 2009).
Explain the current crisis: the change in banking business model presented at the conference "Questionner la crise" organized by Prof. Alain Pekar-Lemprereur at ESSEC Business School (Cergy-Pontoise, France, Décembre 2008).
From the financial crisis to the economic crisis presented at the ESSEC Transactions conference at ESSEC Business School (Cergy-Pontoise, France, December 2008).
Term-guaranteed fund management : the option method vs the cushion method presented at the IHEC seminar (Carthage, Tunisia, April 2004) and at the Eurobanking 2003 Conference (Bordeaux, France, May 2003) and the French Finance Association Meeting (Lyon, France, June 2003).
Quantifying the operational risk in investment fund valuation presented at the Eurobanking 2003 Conference (Bordeaux, France, May 2003).
Stress Testing: How Quantitative Techniques Can Help? presented at the Lisbon Business School research seminar and at the Risk Conference (London, U.K., October 2003), the Risk ALM Annual Conference (Paris, France, October 2002).
Beyond the VaR presented at the French Finance Association Meeting (Paris, France, June 2000) and at the Scottish Institute of Research in Investment and Finance (SIRIF) Conference on the theme "The state of the art of value at risk" (Edinburgh, Scotland, September 2000).
Extreme correlation of international equity markets presented at the Bachelier research seminar (Paris, France, October 1997), Lausanne University and Geneva University research seminars and at the American Finance Association Meeting (New York, U.S.A., January 1999), the CCF Quants seminar (Champigny-sur-Marne, France, November 1999), the French Finance Association Meeting (Aix-en-Provence, France, June 1999), Eurobanking (Prague, Czech Republic, May 2000) and the Risk Conference (Paris, France, November 2000).
Portfolio insurance and market crashes presented at the INQUIRE Conference (Leeds, U.K., 1996).
Stress testing: application of extreme value theory to foreign exchange markets presented at the International Trade and Finance Association Meeting (Atlantic City, U.S.A., May 1998).
Evaluating the Probability of an Extreme Price Movement: Different Approaches presented at the French Finance Association Meeting (Grenoble, France, June 1997).
From VaR to stress testing: the extreme value approach presented at research seminars at LSE, INSEAD and Lausanne University, and at the MGI Conference on the theme "Market Risks" (Paris, France, July 1996), the French Finance Association Meeting (Grenoble, France, June 1997), the European Financial Management Association Meeting (Lisbon, Portugal, June 1998) and the Conference on the theme "Computational Economics" (Cambridge, U.K., July 1998).
Winning in the best and worst of times: boom and crash options presented at research seminars at ESSEC, HEC, LSE, at CCF workshop (Paris), and at the European Institute for Advanced Studies in Management (EIASM) Conference on the theme "Risk Management and Value at Risk for Financial Institutions" (Brussels, Belgium, January 1996), the French Finance Association Meeting (Paris, France, December 1995), the Southwest Finance Association Meeting (San Antonio, U.S.A., March 1996), the Midwest Finance Association Meeting (Chicago, U.S.A., March 1996) and the Eastern Finance Association Meeting (Charlotte, U.S.A., April 1996).
The margin - volatility relationship: a test based on extreme price movements presented at the research seminar at LBS, the Conference on "Extreme Value Theory" at Manchester University (Manchester, U.K., May 1994) and the Conference on the theme "The Assessment of Financial Market Regulation" (Oxford, U.K., September 1994).
The threshold effect in expected volatility: a model based on asymmetric information presented at research seminars at INSEAD, ESSEC, HEC, Paris-Dauphine University, Dijon University, Sorbonne University, CREST, Erasmus University, Fordham University, Laval University, Montreal University, Limburg University, LSE and LBS, and the European Finance Association Meeting (Copenhagen, Denmark, August 1993).
The asymptotic distribution of extreme stock market returns presented at research seminars at Paris VI University (Bachelier seminar), Sorbonne University (Cournot seminar), ESSEC, HEC, LBS and the French Finance Association Meeting (Paris, France, December 1993).
Optimal margin level in futures markets: a method based on extreme price movements presented at the Conference on "Multivariate Extreme Value Theory with Applications to Economics and Finance" at Erasmus University (Rotterdam, The Netherlands, May 1994), the French Finance Association Meeting (Tunis, Tunisia, June 1994), the European Finance Association Meeting (Brussels, Belgium, August 1994), the CBOT Seventh Annual Futures Research Symposium (Bonn, Germany, September 1994) and the CEPR workshop on "Financial Markets" (Gerzensee, Switzerland, July 1995).