主題：Introduction to financial Risk Management
主要內容： The relevance of risk management is demonstrated by recent events. It is vital to the very existence of an organization's ability to identify, prioritize and manage financial risk, whether that is volatility in oil and gas prices, interest rates, exchange rates or demand. Risk management in the shipping industry reflects a cross-disciplinary field based on instruments and methods of financial econometrics, statistics and mathematical optimization in the current turbulent economic environment of Covid – 19, extreme events and 'black swans.' This "Financial Risk Management Introduction" seminar focusing on the shipping industry helps you to understand risk management and corporate governance in the shipping. You will be more confident in analyzing and making recommendations to create business strategies that balance the risks of shipping companies' operations, reputation and stability. The purpose of this seminar is to offer the definition of risk. In addition, we will try to highlight the value of risk to an organization and how it can be handled with the risk management framework. Then we will discuss the various forms of financial risk and, ultimately, we will concentrate on the financial risk that shipping companies face.
專家姓名：TSATSARONIS MICHAIL
工作單位：University of the Aegean
專長和學術成就：? Financial Management: corporate finance, globalisation, mergers & acquisitions, corporate governance & social responsibility, financial intermediation. ? Portfolio Management: accounting models, dynamic asset allocation, actively managed funds, hedge funds. ? Econometrics: time series analysis, machine learning techniques ? Risk Management: volatility modelling, spillover dynamics, diversification tools. ? Sectorial focus: investment, finance, shipping, commodities, energy, transportation.
專家簡介：Michael Tsatsaronis 00306937493190 [email protected] Damianou 2B, Chios, 82132, Greece Page 1 / 5 WORK EXPERIENCE EDUCATION AND TRAINING PERSONAL INFORMATION Michael Tsatsaronis Damianou 2B, Chios, 82132, Greece 00306937493190 [email protected] Skype: Michael Tsatsaronis Sex Male | Date of birth 11/07/1981 | Nationality Greek 01/09/2015 – Today Math Tutor M. Tsatsaronis – Freelance Teaching Services ? High school and Academic Math and Statistics Tutoring Business or sector Education Sector 01/03/2018 - Today 22/10/2013 – 20/06/2015 19/11/2010 – 20/06/2011 Associate Professor at Applied Mathematics and Statistics Mercantile Shipping Marine Academy Applied Mathematics and Statistics Teaching Business or sector Shipping / Education Sector 16/02/2010 – 20/06/2010 Scientific Contributor Institute of Professional Constitution ? Statistics and Econometrics Tutoring Business or sector Adult Education Sector 03/2017 – 09/2020 09/2005 – 10/2006 Phd in Financial Management, Risk and Econometric Modelling University of the Aegean MSc Shipping Trade and Transport University of the Aegean (Chios, Greece) ? Expertised in Shipping Finance, Corporate Governance, Shipping Derivatives 09/1999 – 02/2005 BSc / MSc Applied Mathematics and Physics National Technical University of Athens ? Applications of Mathematics in Computing Science, Economics and Statistics Michael Tsatsaronis 00306937493190 [email protected] Damianou 2B, Chios, 82132, Greece Page 2 / 5 PERSONAL SKILLS Mother tongue(s) Greek Other language(s) UNDERSTANDING SPEAKING WRITING Listening Reading Spoken interaction Spoken production English Excellent Excellent Very Good Very Good Excellent Proficiency Certificate (University of Michigan) C2 Levels: A1/A2: Basic user - B1/B2: Independent user - C1/C2 Proficient user Common European Framework of Reference for Languages Communication skills Good Communication Skills: ? good communication skills gained through my 15 year experience as tutor/professor in adult classes of 20 – 30 persons Job-related skills ? Excellent use of numbers and statistic issues. ? Very good knowledge of econometrics ? Good ability of organising project groups Digital competence SELF-ASSESSMENT Information processing Communication Content creation Safety Problem solving Independent user Independent User Independent user Independent user Proficient user Levels: Basic user - Independent user - Proficient user ? good command of office suite (word processor, spread sheet, presentation software) ? good command of econometric suites such as E-Views, R, SPSS Michael Tsatsaronis 00306937493190 [email protected] Damianou 2B, Chios, 82132, Greece Page 3 / 5 ADDITIONAL INFORMATION Publications ? Syriopoulos, T., Tsatsaronis, M., Gkorilla, M. (2020). ‘The global cruise industry: Financial performance evaluation’, Research in Transportation Business & Management, 2020. DOI:https://doi.org/10.1016/j.rtbm.2020.100558 ? Syriopoulos, T., Tsatsaronis, M., Karamanos, I. (2020). ‘Support Vector Machine Algorithms: An Application to Ship Price Forecasting’, Computational Economics, 2020. DOI: https://doi.org/10.1007/s10614-020-10032-2 ? Garefalakis, A., Alexopoulos, G., Tsatsaronis, M., Lemonakis, C. (2017). ‘Financial & investment strategies to captivate S&P 500 volatility premium’, Investment Management and Financial Innovations (open-access), 14(3), 39-53, 2017. DOI: http://dx.doi.org/10.21511/imfi.14(3).2017.04 ? Syriopoulos, T. & Tsatsaronis, M. (2012). ‘Corporate Governance Mechanisms and Financial Performance: CEO Duality in Shipping Firms’, Eurasian Bus Rev, 2(1), 1 – 30. DOI: https://doi.org/10.14208/BF03353805 ? Syriopoulos, T. & Tsatsaronis, M. (2011). ‘The corporate governance model of the shipping firms: Financial performance implications’, Maritime Policy & Management 38(6):585-604, DOI: https://doi.org/10.1080/03088839.2011.615867 ? Syriopoulos, T., Tsatsaronis, M., Roumpis, E. (2007). ‘Financial Decisions, Ownership and Governance on Corporate Value’, SSRN Electronic Journal. DOI: http://dx.doi.org/10.2139/ssrn.968280 Michael Tsatsaronis 00306937493190 [email protected] Damianou 2B, Chios, 82132, Greece Page 4 / 5 Conferences ? Annual conference of the International Association of Maritime Economists (IAME), “The Impact of Corporate Social Responsibility on Corporate Financial Performance: An Empirical Study on Shipping”, 10-13 June, PolyU, Hong Kong. ? 10th National Conference of Financial Engineering and Banking Society (FEBS), “Does the Value-at-Risk legislative framework lead to procyclical risk estimations?”, 20 – 21 December 2019, Athens, Greece. ? Annual conference of the International Association of Maritime Economists (IAME), “Support Vector Machine (SVM) Assessment in Ship Price Forecasting”, 25 – 28 June 2019, Athens, Greece. ? Annual conference of the International Association of Maritime Economists (IAME), “In time of crisis: Financial performance of Greek ports”, 25 – 28 June 2019, Athens, Greece. ? International Conference on Business & Economics of Hellenic Open University (ICBE – HOU), “Support Vector Machine (SVM) Assessment in Shipping Freights Forecasting”, 22 – 23 February 2019, Athens, Greece. ? 9 th National Conference of Financial Engineering and Banking Society (FEBS), “High Yield Bond Spread Determinants: The Case of Shipping”, 21 – 22 December 2018, Athens, Greece. ? Jean Monnet Symposium, “Financing Decisions in Ports: Which are the determinants of Capital Structure Decisions in the case of Port Operators?”, 28 – 29 June 2018, Chios, Greece. ? International Conference on Business & Economics of Hellenic Open University (ICBE – HOU), “Capital Structure Determinants According to Risk Periods in Shipping Companies”, 11-12 May 2018, Athens, Greece. ? International Conference on Business & Economics of Hellenic Open University (ICBE – HOU), “Estimating and Testing Optimal Hedge Ratio Efficiency in Global Commodities Markets”, 11-12 May 2018,Athens, Greece. ? 8 th National Conference of Financial Engineering and Banking Society (FEBS), “Different methods of estimating optimal hedge ratio in freight market and hedging effectiveness between freight derivatives and time charter”, 18 -19 December 2017, Athens, Greece. ? International Conference on Business & Economics of Hellenic Open University (ICBE – HOU), “Financial & Investment strategies to captivate S&P 500 volatility premium”, April 2017, Athens, Greece. ? Annual conference of the International Association of Maritime Economists (IAME), “Corporate governance in shipping: CEO duality”, Santiago de Chile, 2011. ? IAES 2011 Conference, “Corporate governance mechanisms and financial performance in shipping”, Piraeus, Greece. ? Econship 2011 Conference, “Corporate Governance in Shipping”, Chios, Greece. ? EBES 2011 Conference, “Corporate governance mechanisms and financial performance: CEO duality in shipping firms”, Istanbul, Turkey. ? 16th Annual Conference Of The Multinational Finance Society, “Ownership Structure and Corporate Performance: The Case of the Greek Shipping Firms”, Rethymno, Greece. ? Annual conference of the International Association of Maritime Economists (IAME), “Corporate governance and firm performance: The case of the greek shipping firms”, Copenhagen, Denmark, 2009. ? EEFS 2008 Conference, “Corporate governance, ownership and financial decisions on firm performance”, Prague, Czech. ? European Finance Association Annual Meeting 2007, “Financial Decisions, Ownership and Governance on Corporate Value”, Slovenia. Michael Tsatsaronis 00306937493190 [email protected] Damianou 2B, Chios, 82132, Greece Page 5 / 5 Honours and awards ? First successful in MSc program in Shipping Trade and Transport Educational Interest Academic Courses Research Interests ? Teaching methods, open learning techniques, e-learning, executive education, student-centred/ motivated approaches. ? Mathematics, Statistics, Linear Programming ? Econometrics, Financial Econometrics ? Finance, Financial Management ? Research Methodology ? Financial Management: corporate finance, globalisation, mergers & acquisitions, corporate governance & social responsibility, financial intermediation. ? Portfolio Management: accounting models, dynamic asset allocation, actively managed funds, hedge funds. ? Econometrics: time series analysis, machine learning techniques ? Risk Management: volatility modelling, spillover dynamics, diversification tools. ? Sectorial focus: investment, finance, shipping, commodities, energy, transportation.
時間：2020-12-09 15:00:00
地點：騰訊會議