Poisson Autoregression for Corporate Default Counts, Arianna Agosto (Università di Bologna), Giuseppe Cavaliere (Università di Bologna), Dennis Kristensen (University College of London) and Anders Rahbek (University of Copenhagen)

How to Measure the Unsecured Money Market? The Eurosystem’s Implementation and Validation Using TARGET2, Luca Arciero (Banca d’Italia), Ronald Heijmans (De Nederlandsche Bank), Richard Heuver (De Nederlandsche Bank), Marco Massarenti (European Central Bank), Cristina Picillo (Banca d’Italia) and Francesco Vacirca (Banca d’Italia)

Ripple Effects from Industry Defaults, Dennis Bams (Maastricht University), Magdalena Pisa (Maastricht University & Luxembourg School of Finance) and Christian Wolff (Luxembourg School of Finance & CEPR)

Setting Countercyclical Capital Buffers based on Early Warning Models: Would it Work?, Markus Behn (Bonn Graduate School of Economics), Carsten Detken (European Central Bank), Tuomas Peltonen (European Central Bank) and Willem Schudel (European Central Bank)

Macroeconomic Determinants of Sovereign Credit Risk, Amina Ben Yahya (Paris North University & Research Team on Use of Personal Data in connection with the Economic Theory, Paris)

When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification, Fulvio Corsi (Università Ca’ Foscari di Venezia), Stefano Marmi (Scuola Normale Superiore) and Fabrizio Lillo (Scuola Normale Superiore, Università di Palermo & Santa Fe Institute)

Optimizing Portfolios with Allocations to Insured Death Benefit. A Proposed Methodology, Robert G. Danielsen (Financial Logic LLC, Minneapolis), Sergey S. Barabanov (University of St. Thomas, St. Paul), John Schweers (University of St. Thomas, St. Paul) and Michael F. Sullivan (University of St. Thomas, St. Paul)

A Macroeconomic Reverse Stress Test, Peter Grundke (Osnabrueck University) and Kamil Pliszka (Osnabrueck University)

Estimating Systematic Counterparty Risk in the Credit Default Swap Market, Hilke Hollander (Carl-von-Ossietzky Universität Oldenburg), Jörg Prokop (Carl-von-Ossietzky Universität Oldenburg) and Stefan Trück (Macquarie University, Sydney)

Conditional Euro Area Sovereign Default Risk, André Lucas (VU University Amsterdam & Tinbergen Institute), Bernd Schwaab (European Central Bank) and Xin Zhang (Sveriges Riksbank)

Italian Consumer Loan Market: Are Lenders Using Risk-Based Pricing?, Silvia Magri (Banca d’Italia)

Time Variation in Asset Return Dependence: Strength or Structure?, Thijs Markwat (Robeco Asset Management), Erik Kole (Erasmus University, Rotterdam) and Dick van Dijk  (Erasmus University, Rotterdam)

The Dynamics of Credit Rating Disagreement, Lars Norden (Erasmus University, Rotterdam) and Viorel Roscovan (Erasmus University, Rotterdam)

Assessing Good Bankruptcy Predictors: An Empirical Analysis, Valentina Santoni (Università di Sassari)