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.

Alan D. White,
Rotman School of Management, University of Toronto, (Programme Chair)
John C. Hull,
Rotman School of Management, University of Toronto
David Lando
Copenhagen Business School
Roger M. Stein,
Moody's KMV, New York
Domenico Sartore,
Monica Billio
Luigi De Felice,
Andrea Giacomelli,
Loriana Pelizzon,
Agnese Sironi,
Banca Intesa

Credit Risk Evaluation Designed for Institutional Targeting in finance

Counterparty Credit Risk

Venice, 22 - 23 September 2005
last updating:
03 November 2005