Shedding Light on Non-Financial Risks – a European Survey

Shedding Light on Non-Financial Risks – a European Survey — January 2012

About the Authors

François Cocquemas is a PhD in Finance candidate and research assistant at EDHEC-Risk Institute. His research specialises in market microstructure, asset pricing and the evaluation of regulatory impacts. François holds a Master in Finance from Sciences Po Paris and a Master in Economics and Public Policy from École Polytechnique, ENSAE and Sciences Po Paris. Before joining EDHEC, he has worked as a lecturer in economics at Sciences Po Paris and as an equity research analyst at Natixis Securities. Noël Amenc is professor of finance and director of EDHEC-Risk Institute. He has a masters in economics and a PhD in finance and has conducted active research in the fields of quantitative equity management, portfolio performance analysis, and active asset allocation, resulting in numerous academic and practitioner articles and books. He is a member of the editorial board of the Journal of Portfolio Management , associate editor of the Journal of Alternative Investments and a member of the scientific advisory council of the AMF (French financial regulatory authority). Samuel Sender has participated in the activities of EDHEC-Risk Institute since 2006, first as a research associate—at the same time he was a consultant to financial institutions on ALM, capital and solvency management, hedging strategies, and the design of associated tools and methods. He is now applied research manager at EDHEC-Risk Institute. He has a degree in statistics and economics from ENSAE (Ecole Nationale de la Statistique et de l'Administration Economique) in Paris.

4

An EDHEC-Risk Institute Publication