Monday, November 30, 2020
| Time | Event | (+) |
| 14:00 - 14:10 | Opening Words | |
| 14:10 - 14:40 | The climate spread of corporate and sovereign bonds - Stefano Battiston |
|
| 14:40 - 14:50 | Q&A | |
| 14:50 - 15:20 | Climate Stress Tests: The ACPR's pilot exercise for the credit sector - Elisa Ndiaye |
|
| 15:20 - 15:30 | Q&A | |
| 15:30 - 16:00 | Break | |
| 16:00 - 16:30 | Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model - Stéphane Girard |
|
| 16:30 - 16:40 | Q&A | |
| 16:40 - 17:10 | Cascade Sensitivity Measures - Silvana Pesenti |
|
| 17:10 - 17:20 | Q&A |
Tuesday, December 1, 2020
| Time | Event | (+) |
| 14:10 - 14:40 | Stress Testing exposures towards CCPs: Quantification and Probabilisation - Dorinel Bastide | |
| 14:40 - 14:50 | Q&A | |
| 14:50 - 15:20 | Stress tests in CCPs: overview and best practices - Claude Martini |
|
| 15:20 - 15:30 | Q&A | |
| 15:30 - 16:00 | Break | |
| 16:00 - 16:30 | Darwinian model risk and reverse stress testing - Stéphane Crépey | |
| 16:30 - 16:40 | Q&A | |
| 16:40 - 17:10 | Optimal Bailouts and the Doom Loop with a Financial Network - Agostino Capponi |
|
| 17:10 - 17:20 | Q&A | |
| 17:20 - 17:30 | Closing Remarks |
