· P. Shevchenko (Sep 2008). Quantifying Operational Risk - Loss Distribution Approach. Pre-conference workshop A for IIR conference Achieving Excellence in Operational Risk Management, Sydney, 17 September 2008.
· P.V. Shevchenko (2008). Model uncertainty in claims reserving within Tweedie's compound Poisson models. Department of Actuarial Studies, Macquarie University, 8 October 2008.
· P.V. Shevchenko (2008). (joint work with G. W. Peters and M. V. Wüthrich) Operational risk via Bayesian inference: modelling dependence and combining different data sources (abstract, poster), ISBA 2008, Hamilton Island, Australia, July 2008.
· P.V. Shevchenko (2008). (joint work with G. W. Peters and M. V. Wüthrich) Model risk in claims reserving within Tweedie's compound Poisson models. International conference ASTIN 2008, Manchester UK, July 08.
· P.V. Shevchenko (2008). (joint work with D. D. Lambrigger and M. V. Wüthrich) Give credit where credit is due: operational risk goes Bayesian, 38th ASTIN Colloquium, July 13-16 at Manchester, UK.
· P.V. Shevchenko (2008). Lecture on claims reserving problem in insurance distinguished lecture series in financial and actuarial mathematics, Vienna University of Technology, July 2008.
· P. Shevchenko (2008). Modelling Operational Risk using Bayesian Approach (abstract). ISBIS 2008 international conference, Prague, July 08.
· P. Shevchenko (Sep 2007). Bridging to Finance. Lead speaker's invited talk for conference “Quantitative Methods in Investment and Risk Management: sourcing new approaches from mathematical theory and the real world” Melbourne Centre For Financial Studies, 20 September 2007.
· P. Shevchenko (Sep 2007). Guest presenter for e-conference "Quantifying Operational Risk using Internal Data, Relevant External Data and Expert Opinions" at the Operational Risk Forum on Austega, 1-7 September 2007.
· P. Shevchenko (May 2007). Combining Data Sources for Quantification of Operational Risk,Vienna University of Technology. Invited talk, 29 May 2007.
· P. Shevchenko (May 2007). Financial Risk Management, talk at CSIRO Techfest, Melbourne.
· P. Shevchenko (March 2007). Quantitative Risk Management: research proposal, talk at Stream Leaders workshop, CSIRO Mathematical and Information Sciences, Sydney.
· P. Shevchenko (Feb 2007). Bridging to Finance, Science talk for DEC, CSIRO Mathematical and Information Sciences, Sydney.
· P. Shevchenko (Jan 2007). Modelling Operational Risk using credibility theory - a “Toy” model. Invited talk for CMIS LabLunch, Sydney.
· P. Shevchenko (7 Dec 2006). Modelling Extremes for Risk Management in Finance. Invited talk for CSIRO workshop Analysis Extreme Values, Sydney.
· P. Shevchenko (Oct 2006). Operational Risk Modelling. The University of New South Wales, Department of Mathematics and Statistics, Sydney, Invited talk.
· P. Shevchenko (Aug 2006). Toy model for Operational Risk: combining data sources. Commonwealth Bank of Australia, Sydney, Invited talk.
· P. Shevchenko (June 2006). Toy model for Operational Risk. Vienna University of Technology. Invited talk.
· P. Shevchenko (June 2006). Toy model for Operational Risk. ETH Department of Mathematics, Zurich. Invited talk.
· P. Shevchenko (June 2006). Modelling of Operational Risk. University of Geneva. Invited talk.
· P. Shevchenko (Apr 2006). Mathematical Modelling in Operational Risk and Option Pricing. Macquarie University, Sydney. Invited talk.
· J. Donnelly and P. Shevchenko (May 2005 and Sep 2005). Operational Risk - a risky business. Invited talk for CMIS LabLunch, Sydney and invited talk for CMIS stream leader workshop, Canberra.
· P. Shevchenko (Feb 2005). Operational Risk Modelling and Quantification. Invited talk for Cherry Bud conference: Risk Management: Theory and Practice, Keio University, Japan.
· P. Shevchenko (Apr 2005). Operational Risk Modelling and Quantification. Invited talk for the Fourth International Symposium on Business and Industrial Statistics (ISBIS4), Palm Cove, Australia.
· P. Shevchenko (2003). Local and stochastic volatility models for exotic options pricing consistent with the volatility smile. Invited talk for Financial Mathematics Colloquium. School of Mathematics and Statistics, University of Sydney.
· P. Shevchenko and Z. Zhu (2003). Volatility Skew calibration in Reditus - CSIRO exotic option platform. Invited talk, Q-group annual colloquium, Sydney.
· P. Shevchenko (2003). Copula and other dependence concepts: application to index returns. Invited talk for quantitative analysis group Commonwealth Bank, Sydney.
· P. Shevchenko (2003). Copula and other dependence concepts for applications in Operational Risk. Invited talk for Operational Risk workshop: Perspectives on Operational Risk, VisibleIT, Sydney.
· P. Shevchenko (2003). Pricing of Multi-Asset basket options via Monte Carlo simulations. Two day training course for Financial Engineering Workshop, School of Business, Bond University.
· P. Shevchenko (2003). Monte Carlo methods for option pricing and calibration of stochastic volatility model. Training course for quantitative analysis group National Australian Bank, Melbourne.
· P. Shevchenko (Apr 2003). Copula and other dependence concepts: application to index returns, invited talk for quantitative analysis group in CBA, Sydney.
· P. Shevchenko (Mar 2003). Pricing of Multi-Asset basket options via Monte Carlo simulations, training course for Financial Engineering Workshop, School of Business, Bond University
· P. Shevchenko (Mar 2003). Copula and other dependence concepts for applications in Operational Risk, invited talk for Operational Risk Workshop, Sydney
· P. Shevchenko (Feb 2002). Monte Carlo methods for option pricing and calibration of stochastic volatility model, training course for the client.
· P. Shevchenko (Jan 2002). Generalized Linear Models and Credibility theory, seminar for BFE, CMIS, Sydney.
· P. Shevchenko (Oct 2001). Copula and other dependence concepts, seminar for BFE, CMIS, Sydney.
· P. Shevchenko (Sep 2001). Modelling with copulas in Risk Management, invited talk for AMP, Sydney.
· P. Shevchenko (Aug 2001). KMV model for credit risk evaluation, seminar for BFE, CMIS, Sydney.
· P. Shevchenko (June 2001). Modelling with copulas, two seminars for quantitative analysis group in CBA, Sydney.
· P. Shevchenko, J. McManus and A. Karas (Apr 2001). Modelling concepts in Group Operational Risk Management system of CBA, technical seminar, CBA, Sydney.
· P. Shevchenko (Sep-Dec 2000). Stochastic volatility models, series of 4 seminars for quantitative analysis group in CBA, Sydney.
· P. Shevchenko (June 2000). Monte Carlo for pricing exotic options, invited talk for quantitative analysis group in CBA, Sydney.
· P. Shevchenko (Apr 2000). Financial Mathematics for Option pricing, invited talk for Mathematical Division ADFA, Canberra.
· P. Shevchenko (Jan 2000). Monte Carlo in option pricing, talk for BFE group, Sydney.
· P. Shevchenko (Dec 1999). Monte Carlo simulations for option pricing, invited talk for quantitative analysis group in CBA, Sydney