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Call for Papers

Since 2007, the financial crisis has triggered deep changes of various kinds. Central banks have experimented with new monetary policies (low interest rates, quantitative easing, forward guidance...). In the meantime the first steps towards a more neutral monetary policy are taken. The banking industry has had to develop new asset management strategies and to adjust its credit allocation practices in order to cope with a new environment characterized, in particular, by a prolonged period of very low risk-free returns. Meanwhile, regulatory frameworks have been reshaped all around the world, with the introduction of new requirements or guidelines including regulation on credit impairment provisioning. All these changes have called for a substantial amount of research to improve the knowledge of the mechanisms at play during the crisis, to design adapted policy tools and to provide a better description of the new economic and financial environment.

The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular:

  • Loan level data and credit risk analysis: credit registries; big data analytics; credit risk measurement; credit risk modelling.
  • Financial regulation and credit cycles: macro-prudential regulation; banking cycles; bank business models; rational inattention.
  • Macro-economic determinants of SMEs’ credit risk and SME loan portfolios: ECB policy; macro-parameters for SMEs’ credit risk; industry sector specialization; loan portfolio allocation.
  • IFRS9, credit impairments and SME financing: expected credit loss; internal models versus standardized approach; procyclicality.
  • The economic impact of government support measures (i.e. Credit Guarantee Schemes, Venture Capital): availability; real effects; inequality.
  • Monetary policy, financial regulation and credit cycles: unconventional monetary policy; monetary policy normalization; macro-prudential tools; banking cycles.
  • Macro-prudential regulation and real estate valuation: macro-prudential tools; loan-to-value; loan-to-income; collateral value; real estate prices.

Those wishing to present a paper at the Conference should submit by May 25, 2018 to the address given below (preferably in electronic format).

Please indicate to whom correspondence should be addressed.

Decisions regarding acceptance will be made by June 25, 2018.

The final version of accepted papers must be received by August 31, 2018.


European DataWarehouse (Frankfurt am Main, Germany) will offer access to its ABS loan level database to the authors of the selected papers on the following topics: loan level data, credit risk analysis, loan level data analytics, credit risk measurement, credit risk modelling, loan-to-value, loan-to-income, collateral value, real estate valuations.

Please send papers to:
GRETA Associati
San Polo, 2605 - 30125 Venice, ITALY
Phone : +39 041 5238178
Fax : +39 041 5286166


European Investment Fund
European DataWarehouse
Intesa San Paolo




Dipartimento di Economia ICEF

European Investment Bank