Here are the problems that will be addressed during the workshop.
1. Portfolio Construction in the Presence of Codependence Risk (submitted by the National Bank of Canada)
Coordinator: Bruno Rémillard (HEC Montréal) Presentation Work summary
Meeting rooms: Z-240 (Monday), Z-200 (Tuesday, Wednesday, Thursday)
2. Event Variables in Client Analytics (submitted by The Co-operators)
Coordinator: Thierry Duchesne (Université Laval) Presentation Work summary
Meeting rooms: Z-205 (Monday, Tuesday, Thursday), Z-215 (Wednesday)
3. Simulation of Extreme Events in the Presence of Spatial Dependency (submitted by Desjardins General Insurance Group)
Coordinator: Jean-François Quessy (Université du Québec à Trois-Rivières) Presentation Work summary
Meeting rooms: Z-210 (Monday, Tuesday, Wednesday), Z-260 (Thursday)
4. The Historical VaR (Value at Risk) in a Low-Rate Context (submitted by the Caisse de dépôt et placement du Québec)
Coordinator: Louis Doray (Université de Montréal) Presentation Work summary
Meeting rooms: Z-255 (Monday, Wednesday, Thursday), Y-117 (Tuesday)