CREDIT 2018
General Information

Welcome

Programme & Papers
Conference Venue
Registration
Committees
Past CREDIT Events
Technical Information
Call for Papers
Keynote Speakers
Important Dates
Author Instructions
Travel & Lodging
Accommodations
Networking Dinner
About Venice
Must See-sights

 

 

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Programme

Thursday, September 27 2018

108.30 - 09.00 Registration
109.00 - 09.15

Welcome: Monica Billio (Ca’ Foscari University of Venice & GRETA)
Opening Remarks: Hans Degryse (KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair)

109.15 - 11.00 Session I: RECENT DEVELOPMENTS IN CREDIT RISK MEASUREMENT
Chairman: Hans Degryse (KU Leuven, Halle Institute for Economic Research & CEPR)
      • Credit Risk Analysis Using Machine and Deep Learning Models
        Peter Martey Addo (French Development Agency & Laboratory of Excellence for Financial Regulation, Paris), Dominique Guegan (Laboratory of Excellence for Financial Regulation, Paris, University Paris 1 Pantheon Sorbonne & Ca’ Foscari University of Venice) and Bertrand Hassani (Laboratory of Excellence for Financial Regulation, Paris & Capgemini Consulting, Courbevoie)
        Discussant: Monica Billio (Ca’ Foscari University of Venice & GRETA)
      • Estimation of Probability of Default with Machine Learning Techniques: A Comparative Approach
        Stefano Bonini (Accenture Finance&Risk & University of Bologna) and Giuliana Caivano (Accenture Finance&Risk & University of Bologna)
        Discussant: Roberto Casarin (Ca’ Foscari University of Venice & GRETA)
111.00 - 11.30 Coffee break
111.30 - 13.00 Session II: DISCIPLINING BANKS, BAILOUTS AND BAIL-INS
Chairman: Alain Monfort (CREST & Bank of France)
      • Unconventional Monetary Policy and Credit Rating Inflation
        Nordine Abidi (European Central Bank), Matteo Falagiarda (European Central Bank) and Ixart Miquel-Flores (European Central Bank)
        Discussant: Stephen Schaefer (London Business School)
      • Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins
        Thorsten Beck (University of London, CEPR & CESifo), Samuel Da-Rocha-Lopes (European Banking Authority & Nova School of Business & Economics, Lisbon) and André F. Silva (Federal Reserve Board)
        Discussant: Hans Degryse (KU Leuven, Halle Institute for Economic Research & CEPR)
113.00 - 14.30 Lunch
114.30 - 16.00 Session III: BANK LENDING POLICIES
Chairman: Stephen Schaefer (London Business School)
116.00 - 17.00 Coffee break and Poster Session 1
117.00 - 18.00 Session IV: DEFAULTS: TIME AND CONTAGION
Chairman: Reinhard H. Schmidt (Goethe University Frankfurt)
      • Disastrous Defaults
        Christian Gouriéroux (University of Toronto & Toulouse School of Economics), Alain Monfort (CREST & Bank of France), Sarah Mouabbi (Bank of France) and Jean-Paul Renne (HEC Lausanne)
        Discussant: Andrea Giacomelli (Knowshape & GRETA)
120.00 Networking dinner

 

Friday, September 28 2018

109.00 - 11.00 Session V: INVESTMENT, FINANCING AND DEFAULT RISK
Chairman: Helmut Kraemer-Eis (European Investment Fund)
      • Residential Mortgage Defaults and Positive Equity: Lessons from Europe
        Virginia Gianinazzi (Università della Svizzera Italiana & Swiss Finance Institute), Loriana Pelizzon (Ca’ Foscari University of Venice & SAFE-Goethe University Frankfurt) and Alberto Plazzi (Università della Svizzera Italiana & Swiss Finance Institute)
        Discussant: Ludovic Thebault (European DataWarehouse)
111.00 - 11.30 Coffee break
111.30 - 13.15 Session VI: BANKS, COLLATERAL AND ASYMMETRIC INFORMATION
Chairman: Domenico Sartore (Ca’ Foscari University of Venice & GRETA)
      • Lending Relationships and the Collateral Channel
        Gareth Anderson (University of Oxford & Bank of England), Saleem Bahaj (Bank of England), Matthieu Chavaz (Bank of England), Angus Foulis (Bank of England) and Gabor Pinter (Bank of England)
        Discussant: Olivier De Jonghe (National Bank of Belgium & Tilburg University)
113.15 - 14.30 Lunch
114.30 - 16.00

PANEL SESSION: SMALL BUSINESS RISK, FINANCIAL REGULATION AND BIG DATA ANALYTICS
Chairman: Fabrizio Galimberti (Columnist, Il Sole 24 Ore)

Participants:
Davide Alfonsi (Group Risk Manager, Intesa Sanpaolo, Turin)
Renzo Avesani (Chief Risk Officer, Unipol Gruppo Finanziario, Bologna)
Loriana Pelizzon (Full Professor in Economics, Ca’ Foscari University of Venice)
Dale Gray (Senior Risk Expert, International Monetary Fund, Washington)
Nina B. Shapiro (former Vice President Finance and Treasurer, World Bank Group's International Finance Corporation, Washington)

 

116.00 - 17.00 Coffee break and Poster Session 2
117.00 - 18.15 Session VII: BANKS AND INCENTIVES
Chairman: Ludovic Thebault (European DataWarehouse)
      • Bank Bonus Pay as a Risk Sharing Contract
        Matthias Efing (HEC Paris), Harald Hau (University of Geneva, CEPR & Swiss Finance Institute), Patrick Kampkötter (University of Tübingen) and Jean-Charles Rochet (University of Geneva & Swiss Finance Institute)
        Discussant: Roman Goncharenko (University of Vienna moving to KU Leuven)
118.15 End of Conference
Sponsors:
GRETA
European Investment Fund
European DataWarehouse
Intesa San Paolo

 

 

 

Auspices:
Dipartimento di Economia ICEF
ABI

European Investment Bank

 

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