Bank Diversification: Incentives, Fallacies and a Remedy, Andreas Blöchlinger (Zürcher Kantonalbank) and Basile Maire (Zürcher Kantonalbank and University of Zurich) |
| Liquidity Risk in Banking: Is There Herding?, Diana Bonfim (Banco de Portugal and ISEG) and Moshe Kim (Universitat Pompeu Fabra and University of Haifa) |
Dependent Credit Rating Transitions and Empirical Estimates for Event Correlations, D.V. Boreiko (Free University of Bozen-Bolzano), Y.M. Kaniovski (Free University of Bozen-Bolzano) and G.Ch.Pflug (University of Vienna)
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| The Riskiness of Risk Models, Christophe M. Boucher (A.A.Advisors-QCG (ABN AMRO), Variances and University of Paris-1, (CES/CNRS)) and Bertrand B. Maillet (A.A.Advisors-QCG (ABN AMRO), Variances and University of Paris-1, (CES/CNRS and EIF)) |
| Risk Allocation: The Double Face of Financial Derivatives, Fulvio Corsi (University of Lugano), Hykel Hosni (Scuola Normale Superiore, Pisa) and Stefano Marmi (Scuola Normale Superiore, Pisa) |
| Alternative Modeling for Long Term Risk, Dominique Guégan (Université Paris 1 Panthéon-Sorbonne) and Xin Zhao (Université Paris 1 Panthéon-Sorbonne) |
| Bank Stability and Market Discipline: The Effect of Contingent Capital on Risk Taking and Default Probability, Jens Hilscher (Brandeis University) and Alon Raviv (Brandeis University) |
The Credit Ratings Game – revisited, Stefan Hirth (Aarhus University) |
| The Emergence and Future of Central Counterparties, Thorsten V. Koeppl (Queen’s University) and Cyril Monnet (Federal Reserve Bank of Philadelphia) |
| Herding Behavior in Bank Lending: Evidence from U.S. Commercial Banks, Chen Liu (Queen’s University) |
| Banks’ Use of Credit Derivatives and the Pricing of Loans: What Is the Channel and Does It Persist Under Adverse Economic Conditions?, Lars Norden (Erasmus University and ERIM), Consuelo Silva Buston (European Banking Center and Tilburg University) and Wolf Wagner (European Banking Center, TILEC and Tilburg University) |
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