GRETA
Associati (Venice, Italy), Banca
Intesa (Milan, Italy) and Deloitte (Milan, Italy) are co-sponsors of a Conference to be held in Venice
on September 22 -23, 2005. The objective of the Conference
is to bring together academics, practitioners and PhD students working
in the area of credit risk modelling. The Conference will provide an
opportunity for participants engaged at the forefront of this area to
discuss open problems and challenges and may, in turn, suggest fruitful
directions for future research.
, organised with the participation of the Centre for Research on e-finance (HEC Montreal, Canada) and under the
auspices of the Department
of Economics of the University of Venice, and ABI
- Italian Banking Association, is the fourth of a series dedicated
to various aspects of credit risk.
|
|||||
The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: |
|||||
![]() |
Examination of counterparty credit risk, qualitative and quantitative analysis; | ||||
![]() |
Credit risk mitigation tools and the role of credit risk mitigation in banking decisions; | ||||
![]() |
Contract design as a tool for controlling counterparty risk; | ||||
![]() |
Credit derivatives, how they can be used to control credit risk, their valuation and design; | ||||
![]() |
Problems in aggregating and credit risk across a portfolio; | ||||
![]() |
Validation of banking and trading book credit risk models; | ||||
![]() |
Role of regulatory capital. | ||||
The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include Damiano Brigo (Banca IMI, Milan), John C. Hull (University of Toronto), William R. M. Perraudin (Imperial College), Roger M. Stein (Moody's KMV, New York) and Stuart M. Turnbull (The University of Houston). Each of the papers will have a discussant, chosen from the public or private sectors. The Conference will end with a panel discussion on the practical applicability of existing theoretical approaches and practitioners' views of the major outstanding problems. |
|||||
|
Credit Risk Evaluation Designed for Institutional Targeting in finance
Counterparty Credit Risk
last updating:
|
03 November 2005 |