A Credit Contagion Model for Loan Portfolios in a Network of Firms with Spatial Interaction, Diana Barro (Università Ca' Foscari di Venezia & SSAV) e Antonella Basso (Università Ca' Foscari di Venezia & SSAV)

Risk Management for LBOs in Buy-and-Hold Portfolios, Dion Bongaerts (University of Amsterdam) e Erwin Charlier (ABN-AMRO Bank N.V., Amsterdam)

Pricing of Corporate and Portfolio Securities in Buyer-Supplier Networks, Gorazd Brumen (University of Zürich) e Paolo Vanini (University of Zürich & Zürcher Kantonalbank)

Collateral Squeeze and the Cost of Capital for SMEs: An Analysis of the Reform of the Severance Payments System in Italy, Riccardo Calcagno (Vrije Universiteit, Tinbergen Institute, Amsterdam, CeRP & Università di Torino), Roman Kraussl (Vrije Universiteit & Center for Financial Studies, Francoforte) e Chiara Monticone (CEPR & Università di Torino)

Acquisition versus Greenfield: The Impact of the Mode of Foreign Bank Entry on Information and Bank Lending Rates, Sophie Claeys (Sveriges Riks, Stockholm) e Christa Hainz (University of Munich)

Asset Correlations and Credit Portfolio Risk: An Empirical Analysis, Klaus Düllmann (Deutsche Bundesbank), Martin Scheicher (European Central Bank) e Christian Schmieder (Deutsche Bundesbank)

CART Analysis of Qualitative Variables to Improve Credit Rating Processes, Giampaolo Gabbi (Università di Siena & SDA Bocconi School of Management, Milano), Massimo Matthias (Università di Siena) e Marco De Lerma (Università di Siena)

Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios, Evelyn Hayden (Oesterreichische Nationalbank), Daniel Porath (University of Applied Sciences, Magonza) e Natalja von Westernhagen (Deutsche Bundesbank)

Comparison of the Informational Bases of Merton Type Models and Accounting Models to Assess Default within Small and Medium Sized Enterprises, Shu-Min Lin (University of Edinburgh) e Jake Ansell (University of Edinburgh)

Credit Portfolio Risk and Asset Price Cycles, Klaus Rheinberger (University of Applied Sciences, Vorarlberg) and Martin Summer (Oesterreichische Nationalbank)

Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking, Daniel Rösch (Universität Regensburg) e Harald Scheule (The University of Melbourne)

Political Risk and Firm Default Probability - Exploring Export Credits to HighRisk Countries, Annika Sandström (Swedish School of Economics and Business Administration, Helsinki)

The Correlation of a Firm’s Credit Spread with its Stock Price: Evidence from Credit Default Swaps, Martin Scheicher (European Central Bank)

A Firm’s Optimizing Behaviour under a Value-at-Risk Constraint, Vanda Tulli (Università di Milano-Bicocca) e Gerd Weinrich (Università Cattolica di Milano)

Rating Migration Dependence: Structured Products versus Corporates, Astrid Van Landschoot (Standard & Poor’s, Londra)