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GRETA Associati (Venice, Italy), Intesa Sanpaolo (Milan, Italy) and Finanziaria Internazionale (Conegliano, Italy) are co-sponsors of a Conference to be held in Venice on September 22 - 23, 2008. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of credit risk modeling. 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. The Conference, organised under the auspices of the Department of Economics of the University Ca'Foscari of Venice and ABI - Italian Banking Association, is the seventh of a series dedicated to various aspects of credit risk. |
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| The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: | |||||
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Liquidity effects in the pricing of corporate bonds and credit derivatives; | ||||
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Funding liquidity and financial crises; | ||||
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Contagion in credit markets; | ||||
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Credit and liquidity effects in interbank markets. | ||||
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The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include Carlo Acerbi (Abaxbank), Tobias Adrian (Federal Reserve Bank of New York), Edie Hotchkiss (Boston College, Massachusetts) and Hayne Leland (Hass School of Business, University of California, Berkeley). 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. |
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Credit Risk Evaluation Designed for Institutional Targeting in finance
Liquidity and Credit Risk
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last updating:
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| 2 July 2008 |
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