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Conference on Assessing and Managing Climate Change Risk - Venice 26/27 September 2019
by Monica Billio 27 Aug '19

27 Aug '19

18^th INTERNATIONAL CONFERENCE CREDIT 2019 */Assessing and Managing Climate Change Risk: /* */Opportunities for Financial Institutions/* ** Venice, Italy 26 –27 September 2019 *GRETA Associati *(Venice, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *Intesa Sanpaolo *(Milan, Italy) and *S&P Global Market Intelligence* (London, UK) are co-sponsors of a Conference to be held in Venice on September 26-27, 2019. The objective of the Conference is to bring together academics, practitioners and Ph.D. students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and atmospheric events and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* (Milan, Italy)**and the *Joint Research Center, European Commission *(Ispra, Italy), is the *eighteenth* of a series dedicated to various aspects of credit risk. //The adoption of the Paris Agreement on climate change and the UN 2030 Agenda for Sustainable Development marks a historical international commitment to the objective of a more sustainable economy and society. How to mobilise the necessary financing for green and sustainable investments is thus a primary need. // //Meanwhile, Regulators are discussing about a green-supporting or a brown-penalising factor since they want to make sure financial institutions are prepared. It is to find the way to support sustainable investments but it is primarily a discussion about credit risk.// //The banking and insurance industries and more in general the financial sector has to develop new asset management strategies and to adjust their credit allocation practices to cope with these new challenges and take advantage of the new opportunities. All t////hese changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design adapted policy tools.//// The SCIENTIFIC COMMITTEE consists of: ·*Carlo Carraro*(Ca’ Foscari University of Venice & CMCC, Programme Chair)** ·*Stefano Battiston *(University of Zurich) ·*Monica Billio *(Ca’ Foscari University of Venice & GRETA) ·*Francesca Campolongo *(Joint Research Center, European Commission) ·*Robert Engle *(New York University) ·*Thomas Heller *(Climate Policy Initiative & Stanford University) ·*Andreas Hoepner*(University College Dublin) ·*StevenOngena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) ·*StephenSchaefer *(London Business School) ·*Cristiano Zazzara*(S&P Global Market Intelligence, New York) PROGRAMME *Thursday, September 26 2019* 08.30 - 09.00 _Registration_ 09.00 - 09.15 _Welcome_: *Michele Bugliesi* (Rector, Ca’ Foscari University of Venice) _Opening Remarks:_ *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC, Programme Chair) 09.15 - 11.00 _Session I: BANKS AND CREDIT RISK_ Chairman: *Monica Billio* (Ca’ Foscari University of Venice & GRETA) •*Key-note talk:*/Banks and Climate Risk/, *Til Schuermann* (Oliver Wyman, New York) •/Climate Change and Credit Risk/, Giusy Capasso (Bocconi University)and *Gianfranco Gianfrate* (EDHEC Business School, Nice) - _Discussant:_*Roberto Panzica* (European Commission) •/Relaxing Credit Constraints: Credit Risk, Financial Intermediation Quality, and Environmental Impact/, *Ashay Kadam* (Indian Institute of Management at Udaipur)and Magdalena Pisa (WHU - Otto Beisheim School of Management) - _Discussant:_ *Andrea Giacomelli* (Knowshape, Venice) 11.30 - 13.15 _Session II: CLIMATE RISK AND EQUITY MARKETS_ Chairman: *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC, Programme Chair) •*Key-note talk*: /New Results on Sustainable Investing/, *Robert Engle* (New York University) •/Climate Risks and Stock Returns/, Eugenio Carnemolla (University of Lausanne)and *Giuseppe Vinci* (Rice University, Houston) - _Discussant:_ *Massimiliano Caporin* (University of Padua) •/Investor Ownership and Carbon-Intensive Stocks: Who Holds the Carbon Risk Bomb?/, Lukas Benz (University of Augsburg), Stefan Paulus (University of Augsburg), Julia Scherer (University of Augsburg), Janik Syryca (University of Augsburg)and *Stefan Trück* (Macquarie University, Sidney) - _Discussant:_ *Thomas Heller* (Climate Policy Initiative & Stanford University) 14.15 - 15.45 _Session III: CLIMATE POLICY RISK_ Chairman: *Reinhard Harry Schmidt* (SAFE - Goethe University Frankfurt) •/Being Stranded with Fossil Fuel Reserves? Climate Policy Risk and the Pricing of Bank Loans/, *Manthos D. Delis* (Montpellier Business School), Kathrin de Greiff (University of Zurich & Swiss Finance Institute)and Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) - _Discussant:_ *Cristiano Zazzara* (S&P Global Market Intelligence, London) •/Assessing Sustainable Finance Policies Via a Stock-flow Consistent Macro Model with Portfolio Choice/, Nepomuk Dunz (Wirtschaftsuniversität Wien), Irene Monasterolo (Wirtschaftsuniversität Wien)and *Marco Raberto* (University of Genoa) - _Discussant:_ *Carlo Giupponi* (Ca’ Foscari University of Venice) •/Carbon Pricing Paths /to a/Greener Future /and/Potential Roadblocks /to/Public Companies Credit-Worthiness/, *Giorgio Baldassarri Höger von Högersthal* (S&P Global Market Intelligence, London), Arsene Lui (S&P Global Market Intelligence, London), Hrvoje Tomicic (S&P Global Market Intelligence, London), Luka Vidovic (S&P Global Market Intelligence, London)and Cristiano Zazzara (S&P Global Market Intelligence, London) - _Discussant:_ *Anant K. Sundaram* (Dartmouth College) 15.45 - 16.30 _POSTER SESSION_ 16.30 - 18.15 _Session IV: CLIMATE CHANGE AND ASSET PRICES _ Chairman: *Stephen Schaefer* (London Business School) •*Key-note talk:*/ESG Engagement and Downside Risk/, *Andreas Hoepner*(University College Dublin) •/Is Firm-level Clean or Dirty Innovation Valued More?/, Antoine Dechezleprêtre (London**School of Economics), Cal B. Muckley (University College Dublin)and *Parvati Neelakantan* (University College Dublin) - _Discussant:_ *Marti G. Subrahmanyam* (New York University) •/ESG and Corporate Credit Spreads/, Florian Barth (Friedrich-Alexander Universität Erlangen-Nürnberg), *Benjamin Hübel* (Friedrich-Alexander Universität Erlangen-Nürnberg)and Hendrik Scholz (Friedrich-Alexander Universität Erlangen-Nürnberg) - _Discussant:_ *Loriana Pelizzon* (SAFE - Goethe University Frankfurt) _Social dinner at the Hotel Monaco: _*Speech *by*Ignazio Visco* (Governor, Bank of Italy) *Friday, September 27 2019* 09.00 - 10.45 _Session V: CLIMATE RISK PRICING AND ASSESSMENT_ Chairman: *Andrea Gasperini* (AIAF, Milan) •*Key-note talk:*/A Climate Finance Risk Assessment and Management Approach under Uncertainty/, *Irene Monasterolo* (Wirtschaftsuniversität Wien) •/The Greenium Matters: Evidence on the Pricing of Climate Risk/, *Lucia Alessi* (European Commission), Elisa Ossola (European Commission)and Roberto Panzica (European Commission) - _Discussant:_ *Andreas Hoepner* (University College Dublin) •/Climate Risk and Financial Stability in the Network of Banks and Investment Funds/, Alan Roncoroni (University of Zurich), *Stefano Battiston* (University of Zurich), Luis Onésimo Leonardo Escobar Farfán (Banco de Mexico)and Serafin Martinez Jaramillo (Banco de Mexico & Centro de Estudios Monetarios Latinoamericanos) - _Discussant:_ *Matteo Manera* (University of Milano-Bicocca) 11.15 - 12.45 _PANEL Session: CLIMATE CHANGE RISK: THE POLICY MAKERS' POINT OF VIEW_ Moderator: *Francesca Campolongo* (Joint Research Center, European Commission) _Participants:_ *Sergio Nicoletti Altimari*(European Central Bank) *Mattia Romani*(European Bank for Reconstruction and Development) *Nancy Saich*(European Investment Bank) *Manuela Zweimueller*(European Insurance and Occupational Pensions Authority) *Mario Nava*(European Commission)will contribute a video message 13.45 - 15.15 _Session VI: LENDING AND CLIMATE CHANGE_ Chairman: *Giulio Mignola* (Intesa Sanpaolo, Turin) •/High Water, No Marks? Biased Lending After Extreme Weather/, Nicola Garbarino (Bank of England)and *Benjamin Guin* (Bank of England) - _Discussant:_ *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) •/Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case/, Monica Billio (Ca’ Foscari University of Venice & GRETA), *Michele Costola* (SAFE - Goethe University Frankfurt), Loriana Pelizzon (SAFE - Goethe University Frankfurt)and Max Riedel (SAFE - Goethe University Frankfurt & Ca' Foscari University of Venice)- _Discussant:_ *Olivier De Jonghe* (National Bank of Belgium & Tilburg University) •/Climate Change and Bank Lending: the Case of Flood Risk in Italy, /*Ivan Faiella*(Bank of Italy)and Filippo Natoli (Bank of Italy) - _Discussant:_ *Malcolm Mistry* (Ca’ Foscari University of Venice & CMCC) 15.45 - 17.15 _PANEL Session Practice: CLIMATE CHANGE RISK: A PRACTITIONERS’ VIEW_ Moderator: *Isabella Bufacchi* (Il Sole 24 Ore) _Participants:_ *Mark Carhart*(Kepos Capital, New York) *Carlo Carraro*(Ca’ Foscari University of Venice & CMCC) *Robert Engle*(New York University) *Giulio Mignola*(Intesa Sanpaolo, Turin) *Jobst Neuss*(European Investment Fund, Luxembourg) *Til Schuermann*(Oliver Wyman, New York) *Cristiano Zazzara*(S&P Global Market Intelligence, New York) 17.15 - 18.15 _Session VII: CLIMATE CHANGE AND BOND MARKET_ Chairman: *Ludovic Thebault* (European DataWarehouse) •/Climate Change Implications for the Catastrophe Bonds Market: An Empirical Analysis/, *Claudio Morana* (University of Milano-Bicocca, Center for Research on Pensions and Welfare Policies & Rimini Centre for Economic Analysis)and Giacomo Sbrana (NEOMA Business School) - _Discussant:_ *Luca De Angelis* (University of Bologna) •/The Pricing of Green Bonds: Are Financial Institutions Special?/, Serena Fatica(European Commission), Roberto Panzica (European Commission)and *Michela Rancan* (European Commission) - _Discussant:_ *Marcello Pericoli* (Bank of Italy) _End of conference - *Exclusive visit to the Venetian Collection of Intesa Sanpaolo* and cocktail at the Querini Stampalia_ __ REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2019/credit2019.htm) Registration fees are: Early registration (within August 31st) Late registration (from September 1st on) Academics: 250 Euro + VAT 300 Euro + VAT Practitioners: 800 Euro + VAT 1000 Euro + VAT Academics Poster Presenter: 150 Euro + VAT 200 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT 500 Euro + VAT PhD Students*: 100 Euro + VAT 150 Euro + VAT *VAT is currently 22% * *Students will have to provide valid proof of their student status. The registration fees cover: Admission to all scientific sessions, Lunches and coffee service during the Conference and Conference kit. The registration fees do not fully cover the conference dinner on *September 26th, 2019*, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2019/credit2019.htm -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en CREDIT 2019 http://www.greta.it/credit/credit2019/credit2019.htm -- Nota automatica aggiunta dal sistema di posta.

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open position: Substitute lecturer in mathematical statistics - University of Gothenburg
by Antonio DI CRESCENZO 26 Aug '19

26 Aug '19

OPEN POSITION: Substitute lecturer in mathematical statistics Employment level: Fixed term Location: Department of Mathematical Sciences, University of Gothenburg Apply by: 2019-08-31 web: https://www.gu.se/english/about_the_university/job-opportunities/vacancies-… ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Concorso RTD.B - UPO (scadenza 22/09/2019)
by enea giuseppe bongiorno 26 Aug '19

26 Aug '19

*Concorso RTD.B - SC: 13/D1 - SSD: SECS-S/01 (Statistica)* *Università del Piemonte Orientale* Cari colleghi, con la presente si informa che è stato pubblicato il bando per un posto di ricercatore a tempo determinato, lettera B, per il settore concorsuale 13/D1 (Statistica), settore scientifico disciplinare SECS-S/01 (Statistica) presso il Dipartimento di Studi per l'Economia e l'Impresa (DiSEI) dell'Università del Piemonte Orientale. Il bando è disponibile alla pagina: https://www.uniupo.it/alta-formazione-aziende-lavoro/concorsi/concorsi-il-p… Le domande di partecipazione devono essere inviate entro il *22/09/2019* (ore 23.59). Si prega di diffondere la comunicazione tra i potenziali interessati. Cordiali saluti, Enea Bongiorno -- Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it web: upobook.uniupo.it/enea.bongiorno

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Seminario di Sam Thomas a Roma Tre 2 settembre ore 14:30
by Pietro Caputo 26 Aug '19

26 Aug '19

SEMINARIO Probabilita' Sam Thomas (Cambridge, UK) Titolo: Cutoff for Random Walk on Random Cayley Graphs Lunedi' 02 Settembre 2019 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract Consider the random Cayley graph of a finite group $G$ with respect to $k$ generators chosen uniformly at random, with $1 ll log k ll log|G|$: the vertices are the group elements, and $g,h in G$ are connected if there exists a generator $z$ so that $g = hz$ or $gz = h$. A conjecture of Aldous and Diaconis asserts that the simple random walk on this graph exhibits cutoff, at a time which depends only on $|G|$ and $k$, not on the algebraic structure of the group $G$ (ie universally in $G$). We verify this conjecture for a wide class of Abelian groups. Time permitting, we discuss extensions to the case where the underlying group $G$ is non-Abelian. There the cutoff time cannot be written only as a function of $|G|$ and of $k$; it depends on the algebraic structure. This is joint work with Jonathan Hermon.

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Cirm conference PDE/Probability, last announcement
by Pietro Caputo 24 Aug '19

24 Aug '19

Dear colleagues, There will be a conference at CIRM on October 14-18 on PDE/Probability interactions, with a focus on particle systems and hyperbolic conservation laws. Pre-registration is open until early september on the website: https://conferences.cirm-math.fr/2083.html There will be two mini courses, by Christophe Bahadoran (Université Clermont-Auvergne) and Alexis Vasseur (University of Texas at Austin), as well as talks by Boris Andreianov (Université de Tours) Raphael Butez (Weizmann Institute of Science) Laura Caravenna (Universita degli Studi di Padova) Kleber Carrapatoso (Université de Montpellier) Djalil Chafaï (Université Paris-Dauphine) Helge Dietert (Université Paris Diderot) Jean Dolbeault (Université Paris-Dauphine) Mitia Duerinckx (ENS Lyon et Université Libre de Bruxelles) Nicolas Fournier (Sorbonne Université) Cyril Labbé (Université Paris-Dauphine) Mauro Mariani (Higher School of Economics, Moscow) William Ocafrain (Université Paul Sabatier, Toulouse) Felix Otto (Max Planck Institute for Mathematics in the Sciences, Leipzig) Fraydoun Rezakhanlou (University of California, Berkeley) Samir Salem (Université Paul Sabatier, Toulouse) Marielle Simon (Inria Lille-Nord Europe) Ariane Trescases (Université Paul Sabatier, Toulouse) Please pass on this announcement to anyone who might be interested in the conference, in particular PhD students. Apologies if you receive this announcement multiple times. Best wishes, Pietro Caputo, Max Fathi, Arnaud Guillin and Julien Reygner <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> Garanti sans virus. www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> <#m_-7676172159550020676_DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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Seminario Prof. Macci 6/9/19 ore 15:30 Insubria University
by Elisa Mastrogiacomo 21 Aug '19

21 Aug '19

Seminar announcement: Macci on Large deviations for risk measures models – September 6, 2019 - 15.30-16.30 Dear Colleagues, On September 6, 2019, 15.30-16.30, Prof. Claudio Macci (University of Roma Tor Vergata) will give a talk on “Large deviations for risk measures in finite mixture models” (joint with Valeria Bignozzi and Lea Petrella). Insubria University Dept. Economics, Via Monte Generoso 71 Sala del Consiglio primo piano Below you find an abstract of Claudio’s paper. You are all invited. Best regards, Elisa Mastrogiacomo Abstract Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is evaluated on the estimated mixture instead of the (unknown) true one, then it is important to investigate the committed error. In this paper we study the asymptotic behaviour of estimated risk measures, as the data sample size tends to infinity, in the fashion of large deviations. We obtain large deviation results by applying the contraction principle, and the rate functions are given by a suitable variational formula; explicit expressions are available for mixtures of two models. Finally, our results are applied to the most common risk measures, namely the quantiles, the expected shortfall and the shortfall risk measure.

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Fwd: University of Oxford: faculty position in Mathematical & Computational Finance
by Marco Romito 17 Aug '19

17 Aug '19

-------- Forwarded Message -------- Subject: University of Oxford: faculty position in Mathematical & Computational Finance Date: Sat, 17 Aug 2019 17:10:16 +0200 From: Rama Cont <Rama.Cont(a)maths.ox.ac.uk> Call for applications: Departmental Lecturer in Mathematical and Computational Finance Mathematical Institute, University of Oxford https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=… Grade 9: £47,263 - £53,765 with a discretionary range to £59,828 p.a. Application Deadline: *September 20, 2019* The Oxford Mathematical Institute proposes to appoint a *Departmental Lecturer in Mathematical and Computational Finance*. This is a *full-time permanent position*, equivalent to a tenured U.S. Associate professor. The Departmental Lecturer will have an outstanding research record in the area of Mathematical and Computational Finance and will be expected to engage in research projects and mentorship of graduate students, lead independent research projects and contribute to the teaching and academic administration as Course Director for the MSc in Mathematical and Computational Finance.The Mathematical, Physical and Life Sciences Division runs periodic exercises to confer the title of Associate Professor to suitably qualified staff members who have met the university’s criteria. The successful candidate will be expected to have a doctorate in mathematics or closely related subject with proven ability and potential to carry out high quality independent research at an international level in Mathematical and Computational Finance, as evidenced by, for example, publications in leading international journals, together with the ability and willingness to undertake the role of Course director for the MSc in Mathematical & Computational Finance. Please direct informal enquiries to the Recruitment Administrator using the email address below, quoting vacancy reference 142100. Applicants should read the job description before writing their application. You will be required to upload a letter setting out how you meet the selection criteria, a curriculum vitae including full list of publications, details of teaching experience, a statement of research interests and the contact details of three referees as part of your online application. For more information on the Oxford Mathematical & Computational Finance Group: https://www.maths.ox.ac.uk/groups/mathematical-finance To apply: https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=… NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by*12.00 noon on Friday 20 September 2019*. Contact Person : the Recruitment Administrator Vacancy ID : 142100 Contact Phone : 01865 273518 Closing Date : 2*0-Sep-2019* Contact Email : vacancies(a)maths.ox.ac.uk <mailto:vacancies@maths.ox.ac.uk?subject=Departmental%20Lecturer%20in%20Mathematical%20and%20Computational%20Finance>

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Concorso RTDA SECS-S/06 università di Verona, scad 22/8/2019
by Cecilia 17 Aug '19

17 Aug '19

Concorso RTDA SECS-S/06 S.C. 13/D4 Metodi Matematici dell’Economia e delle Scienze Attuariali e FinanziarieUniversità di Verona, Dipartimento di Scienze per l'Economia, scadenza 22/8/2019 Bando https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-…

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PhD positions at ETH
by Daniele Cappelletti 02 Aug '19

02 Aug '19

Segnalo due posizioni di dottorato all'ETH, nel gruppo di Control Theory and System Biology <https://mail.ethz.ch/owa/redir.aspx?C=2XSFS4-kVXjKIgR9ycYf_X5K4qAuqGShasSts…>. Il progetto e' volto a sviluppare nuovi strumenti teorici da applicare alla biologia moderna (informazioni piu' dettagliate sono presenti nella locandina e nei link sottostanti). Sono richieste solide basi di teoria dei processi stocastici (o comunque disponibilita' ad apprenderle) e inventiva. Il termine di presentazione delle domande e' il primo settembre. Cordiali saluti, Daniele Cappelletti %%%%%%%%%%%%%%%%%%% You can access the advertisement directly via the following links: - Browser: https://apply.refline.ch/845721/7307/pub/1/index.html <https://mail.ethz.ch/owa/redir.aspx?C=3PvliOca-wxs8fQ8W0RMlAcJipYP7MIBef_pW…> - Mobile: https://m.refline.ch/845721/7307/pub/1/index.html <https://mail.ethz.ch/owa/redir.aspx?C=cFP9Ym6rGCFaGSeSp-9fpBlLkvGpxMQx4KdO6…> The advertisement is also attached to this email as a PDF.

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avviso di seminario UniTN
by Stefano Bonaccorsi 02 Aug '19

02 Aug '19

Eigenvalue bounds for the Laplacian on planar metric graphs *Giovedì 8 agosto 2019 * *Luogo: *Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Sala Seminari "-1" *Ore*: 11:00 *Relatore:* - *Marvin Plümer* (FernUniversität Hagen, Germany) *Abstract:* Self-adjoint differential operators – in particular Schrödinger-type operators – acting on metric graphs have been studied very actively, in recent years. Here, a metric graph is a collection of intervals whose endpoints are identified in a graph-like fashion. In this talk, we present some new developments in the theory of Laplacians on metric graphs: in particular, we discuss the role played by planarity in spectral theory and derive some lower and upper bounds for the eigenvalues of the Laplacian. To derive upper bounds we make use of a geometric representation for planar graphs provided by the classical Circle Packing Theorem of Koebe, Andreev and Thurston. For the derivation of lower bounds, we extend and apply a recently developed transference principle by Amini and Cohen-Steiner that compares eigenvalues of continuous and discrete models in a very convenient way. In this context we give a brief introduction to metric graphs and differential operators on metric graphs. This is joint work with Delio Mugnolo. *Referente*: Stefano Bonaccorsi

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