Conferences given by Georges Dionne

Keynote Speaker

  • Les implications réelles de la gestion des risques sur la valeur de la firme, Société canadienne de science économique, Montreal, 9 May 2018.
  •  Risk Management and Corporate Governance: The Importance of Independence and Financial Knowledge, China International Conference on Insurance and Risk Management (CICIRM 2014), Shenzhen, China, 23-27 July, 2014.
  •  La gouvernance de la gestion des risques, Journées internationales du risque 2014, Poitiers, France, 12-13 June, 2014.
  •  Credit Risk, presidential address, Canadian Economic Association Meeting, Montreal, 1st June 2013.
  •  An Extension of the Consumption-Based CAPM Model, TRIA conference, Taipei, Taiwan, 24 November 2012.

Conferences

  • Reinsurance Demand and Liquidity Creation, 45th Seminar of the European Group of Risk and Insurance Economists (EGRIE), Nuremberg, 18 September 2018.
  • Discussant of Jingyuan Li, Jianli Wang, and Ho Yin Yick paper: Capacity aversion, 45th Seminar of the European Group of Risk and Insurance Economists (EGRIE), Nuremberg, 17 September 2018.
  • Real implications of corporate risk management: Evidence from U.S. oil producers, Lingnan University, 22 June 2018.
  • The Impact of Central Clearing on the Market for Single-name Credit Default Swaps, International Risk Management Conference 2018, Paris, 7 June 2018.
  • Reinsurance Demand and Liquidity Creation, Canadian Economics Association Annual Meeting, Montreal, 1st June 2018.
  • Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China, 44th Seminar of the European Group of Risk and Insurance Economists (EGRIE), London, 18 September 2017.
  • Asymmetric Effects of the Limit Order Book on Price Dynamics, Northern Finance Association Annual Meeting, Halifax, 16 September 2017.
  • Reinsurance Demand and Liquidity Creation, American Risk and Insurance Association (ARIA) 2017 Annual Meeting, Toronto, 7 August 2017.
  • Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China, Canadian Economics Association Annual Meeting, Antigonish, 3 June 2017.
  • Les effets de la tarification de l’assurance sur la sécurité routière : une analyse expérimentale en Chine, Société canadienne de science économique, Ottawa, 10 May 2017.
  • Health Care Workers’ Risk Perceptions and Willingness to Report for Work during an Influenza Pandemic, CEAR/MRIC Behavioral Insurance Workshop 2016, Ludwig-Maximilians University, Munich, 13 December 2016.
  • Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis, American Bankers Association 2016 ABA Operational Risk Modeling Forum, Washington, 4 November 2016 (with Samir Saissi Hassani).
  • Dynamic Corporate Risk Management: Motivation and Real Implications, Northern Finance Association, 18 September 2016, Mont Tremblant (Canada) (with M. Mnasri).
  • Insurance Incentives and Road Safety: Evidence from a Natural Experiment in China, American Risk and Insurance Association (ARIA) 2016 Annual Meeting, Boston, 9 August 2016 (with Ying Liu).
  • Modelling and Estimating Individual and Firm Effects, American Risk and Insurance Association (ARIA) 2016 Annual Meeting, Boston, 8 August 2016.
  • Dynamic Corporate Risk Management: Motivations and Real Implications, Canadian Economic Association Meeting, Ottawa, 4 June 2016 (with Mohamed Mnasri).
  • Modelling and Estimating Individual and Firm Effects with Count Panel Data, Canadian Economic Association Meeting, Ottawa, 4 June 2016 (with Denise Desjardins and Jean-François Angers).
  • An Extension of the Consumption-based CAPM Model, École Normale Supérieure de Cachan, 23 May 2016.
  • How Can (Re)Insurers Contribute to Economic Resilience in Climate Risk Events?, 2nd Behavioral and Experimental Economics Workshop of Paris-Saclay, École Normale Supérieure de Cachan, 13 May 2016.
  • Gestion des risques dans un contexte de changements climatiques, Université Laval, 7 April 2016.
  • The Governance of Risk Management: The Importance of Directors Independence and Financial Knowledge, American Risk and Insurance Association and American Economic Association, San Francisco, 4 January 2016 (with Olfa Maalaoui).
  • Governance of Risk Management, Modelling in Life Insurance: A Management Perspective Conference, Lyon, 7 October 2015.
  • Risk Management and Corporate Governance: The Importance of Independence and Financial Knowledge, CEAR/Huebner Conference 2nd Annual Summer risk Institute, Georgia State University, Atlanta, 27 July 2015 (with Olfa Maalaoui and Thouraya Triki).
  • Policy Making and Climate Risk Insurability: How Can (Re)Insurers Contribute to Economic Resilience in Climate Risk Events?, Seminar on Climate Risk, SCOR Foundation, Paris, 9-10 June 2015.
  • Effects of the Limit Order Book on Price Dynamics, Canadian Economic Association Meeting, Toronto, 30 May 2015 (with Xiaozhou Zhou and Maria Pacurar).
  • Can Higher Order Risks and Risk Attitudes Explain the Credit Spread Puzzle?, Canadian Economic Association Meeting, Toronto, 30 May 2015 (with Olfa Maalaoui).
  • Risk Management and Corporate Governance: The Importance of Independence and Financial Knowledge, Société canadienne de science économique Annual Meeting, Montreal, 14 May 2015.
  • Étude des comportements de sécurité routière des propriétaires, exploitants et conducteurs des véhicules lourds, Société de l’assurance automobile du Québec, Quebec, 26 March 2015.
  • L’état connu de la gestion du risque, Colloque Gestion des risques, Comptables professionnels agréés du Québec (CPA), Montreal, 12 February 2015.
  • Detecting Regime Shifts in Default and Liquidity Spreads? with Olfa Maalaoui, 6th French Econometrics Conference (celebrating Christian Gouriéroux’s Contribution to Econometrics), Paris, France, 4-5 December 2014.
  • Risk Management and Corporate Governance: The Importance of Independence and Financial Knowledge, with Olfa Maalaoui and Thouraya Triki, Chaire ACPR régulation et risques systémiques, Banque de France, Paris, France, 2 December 2014.
  • Risk Management and Corporate Governance: The Importance of Independence and Financial Knowledge, with Olfa Maalaoui and Thouraya Triki, Rowe Shool of Business, Dalhousie University, Halifax, 10 October 2014.
  • Can Higher-Order Risks and Risk Attitudes Explain the Credits Spread Puzzle?, with Cedric Okou, Chaire Asset Management, Université Paris Dauphine, Paris, France, 10 June 2014.
  • Value and Risk Effects of Corporate Hedging: Some Evidence from the U.S. Oil and Gas Industry, 48th Annual Conference of The Canadadian Economics Association, Simon Fraser University, Vancouver, May 29 – 1 June 2014.
  • La valeur économique de la gestion des risques, 54e Congrès annuel de la Société canadienne de science économique, University of Ottawa, Ottawa 14-16 May 2014.”
  • Health Care Workers’ Risk Perceptions of Personal and Work Activities and Willingness to Report for Work during an Influenza Pandemic, Risk, Perception, and Response Conference, Harvard University, Boston, 21 March 2014.
  • La détection des régimes de défaut de liquidité durant la période 2002-2012, 13th annual conference Les journées du CIRPÉE, Lac-Beauport, 27 September 2013.
  • An Extension of the Consumption-Based CAPM Model, 40th Seminar of the European Group of Risk and Insurance Economists (EGRIE), Paris, 17 September 2013.
  • An Extension of the Consumption-Based CAPM Model, Ecole Polytechnique, Paris, 11 June 2013.
  • Une extension du modèle CCAPM, Société canadienne de science économique, Quebec, 15 May 2013.
  • Gestion des risques, finance structurée et crise financière, Midi de la recherche, HEC Montréal, 10 April 2013.
  • First-order (Conditional) Risk Aversion, with Applications in Finance and Insurance, Université Paris I La Sorbonne, 12 December 2012.
  • An Extension of the Consumption-Based CAPM Model, Université Paris I La Sorbonne, 12 December 2012.
  • First-order (Conditional) Risk Aversion, with Applications in Finance and Insurance, NCCU conference, Taipei, Taiwan, 26 November 2012.
  • When Can Expected Utility Handle First-order Risk Aversion?, American Risk and Insurance Association (ARIA) 2012 Annual Meeting, Minneapolis, Minnesota, 7 August 2012.
  • First-order (Conditional) Risk Aversion, Background Risk and Risk Diversification, Risk and Choice: A Conference in Honor of Louis Eeckhoudt, Toulouse, 12 July 2012.
  • Perception des risques et présence au travail des travailleurs de la santé durant une pandémie d’influenza, Société canadienne de science économique, Mont-Tremblant, 10 May 2012.
  • Aversion au risque (conditionnel) de premier ordre et diversification, Société canadienne de science économique, Mont-Tremblant, 9 May 2012.
  • Étude des comportements de sécurité routière des propriétaires, exploitants et conducteurs de véhicules lourds, FQRSC, Quebec, 14 December 2011.
  • A Theoretical Extension of Consumption-Based CAPM Model, 11th annual conference Les journées du CIRPÉE, Becancour, 8 October 2011.
  • A Theoretical Extension of Consumption-Based CAPM Model, The 38th Seminar of the European Group of Risk and Insurance Economists (EGRIE), Vienna, 19 September 2011.
  • A Theoretical Extension of Consumption-Based CAPM Model, American Risk and Insurance Association (ARIA) 2011 Annual Meeting, San Diego, California, 10 August 2011.
  • The Impact of Prudence on Optimal Prevention Revisited, American Risk and Insurance Association (ARIA) 2011 Annual Meeting, San Diego, California, 9 August 2011.
  • A Theoretical Extension of the Consumption-Based CAPM Model, Canadian Economic Association Meeting, Ottawa, 3 June 2011.
  • A Theoretical Extension of the Consumption-Based CAPM Model, Société canadienne de science économique, Sherbrooke, 11 May 2011.
  • A Theoretical Extension of the Consumption-Based CAPM Model, Mathematical Finance Days, Institut de finance mathématique de Montréal, Montreal, 9 May 2011.
  • A Theoretical Extension of the Consumption-Based CAPM Model, Risk Theory Society 2011, University of Arkansas-Little Rock, 16 April 2011.
  • Does Asymmetric Information Affect the Premium in Mergers and Acquisitions?, 10th annual conference Les Journées du CIRPÉE, Sainte-Adèle, 1st October 2010.
  • Modeling and Estimating Individual and Firm Effects with Panel Data, World Risk and Insurance Economics Congress, Singapore, 28 July 2010.
  • Does Asymmetric Information Affect the Premium in Mergers and Acquisitions?, Canadian Economic Association Meeting, Quebec, 29 May 2010.
  • L’asymétrie d’information affecte-t-elle la prime payee lors d’une acquisition d’entreprise ? Société canadienne de science économique, Lac-Beauport, 12 May 2010.
  • Point Record Incentives, Asymmetric Information and Dynamic Data, Temple University, Philadelphia, 4 March 2010.

Fonds Gérard-Parizeau

Gérard-Parizeau Conferences

Seminars organisations: Finance Department of HEC Montréal and Canada Research Chair in Risk Management: http://www.hec.ca/en/finance/seminars/.

Canada Research Chair in Risk Management, Social Sciences and Humanities Research Council of Canada, 2018-2024, $1,400,000.

Research infrastructure: Research program on high frequency trading and asymmetric information in financial markets, Canada Foundation for Innovation and John R. Evans Leaders Fund, 2017-2022, $1,900,000.

Insurance fraud detection, Intact Insurance, 2018-2020, $140,000.

Asymmetric information tests with dynamic machine learning and panel data, IVADO, 2017-2019, $200,000.

Simulator models for the limit order book and its applications to evaluating the liquidity cost of intraday trading strategies, Montreal Institute of Structured Finance and Derivatives, 2016-2018, $60,000.

The demand for reinsurance, SCOR Foundation for Science, 2015-2019, $300,000.

The Role of Illiquidity in CDS-Bond Basis, Montreal Institute of Structured Finance and Derivatives, 2015-2017, $60,000.

Moral hazard in banks’ securitization, Institut Louis-Bachelier and Université Paris Dauphine, 2015-2017, 10,000 euros.

Securitization and asymmetric information in financial markets, Social Sciences and Humanities Research Council of Canada, 2012-2017, $194,000.

Canada Research Chair in Risk Management, Social Sciences and Humanities Research Council of Canada, 2011-2017, $1,400,000.

Research infrastructure, Canada Foundation for Innovation, Government of Quebec, and private partners, 2011-2015, $714,000.