This is the inaugural conference of the Chaire “Stress Test, RISK Management and Financial Steering” whose research focus is on rare event simulation, uncertainty quantification, dependence modelling, and risk measures.

Registration is free but mandatory. Due to the capacity of the venue, the number of participants is limited to 50.

Registration deadline: April 30th

Please apply on the registration webpage. Soon after the registration deadline, you will receive an email confirming you are officially registered.

A confirmed registration is intended to be a commitment to take part in the full event. Registered participants will have access to

  • slides of the presentations
  • coffee breaks
  • lunch breaks on Tuesday 28th and Wednesday 29th


  • Fabio Bellini, Bicocca Univ. Milano  
  • Areski Cousin, Strasbourg University
  • Michel Crouhy, Natixis
  • Fabrizio Durante, Università del Salento
  • Jean-Pierre Fouque, Santa Barbara South California
  • Pedro Gurrola-Perez, Bank of England
  • Bertrand Iooss, Electricité de France
  • Marc Irubetagoyena, BNP Paribas
  • Stéphane Loisel, Lyon 1 University
  • Gareth Peters, Heriot-Watt University
  • Chang-Han Rhee, Northwestern University
  • Lakshithe Wagalath, IESEG

Round table

  • Chairman: Michel Crouhy, Natixis
  • Participants:
    • Antoine Bezat, BNP Paribas, Head of Stress Testing Methodologies and Models
    • Vivien Brunel, Société Générale, Head of Risk and Capital Modelling
    • Sophie Didelot,  BPCE, Head of Enterprise Risk management (TBC)
    • Ali El Hamidi, Credit Agricole CIB, Global Head of Models and Portfolio Risks


  • Dorinel Bastide
  • Antoine Bezat
  • Stefano De Marco
  • Josselin Garnier
  • Emmanuel Gobet
  • Marc Irubetagoyena


Please apply on the registration webpage


Maison des Polytechniciens 12 rue de Poitiers, Paris, 75007