GRETA Associati (Venice, Italy), Intesa Sanpaolo (Milan, Italy), Lince (Milan, Italy), Finanziaria Internazionale (Conegliano, Italy), Financial Innovations (Milan, Italy) and Banca d'Italia (Venice, Italy) are co-sponsors of a Conference to be held in Venice on September 24 - 25, 2009. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of credit risk modeling to discuss credit risk at time of financial crisis and the impact of macroeconomic factors on pricing risky debt, financial distress, recovery rates, and banking stability. The Conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the Department of Economics of the Ca'Foscari University Venice and ABI - Italian Banking Association, is the eighth 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:
Impact of the financial crisis and banking instability on credit markets;
Credit risk and business cycles;
The interplay between the real and financial sides of the macroeconomy;
Modeling the economics of financial crises.

 

The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include Martin Hellwig (Max Planck Institute), Francesco Garzarelli (Goldman Sachs), Christopher Mayer (Columbia Business School) and Kenneth J. Singleton (Stanford University). The Conference will also feature a panel discussion on researchers' and practitioners’ views of the major outstanding problems.

 
SCIENTIFIC COMMITTEE: LOCAL ORGANISERS:

Ilya Strebulaev,
Stanford University (Programme Chair)
Viral Acharya,
New York University, London Business School & CEPR

Monica Billio,
Ca' Foscari University Venice and GRETA
Darrel Duffie
,
Stanford University
Robert Goldstein,
University of Minnesota
David Lando,
Copenhagen Business School

Stephen Schaefer,
London Business School
Allan Timmermann
,
University of California San Diego

Monica Billio,
GRETA

Emanuele Facile
,
Financial Innovations
Andrea Giacomelli
,
GRETA
Milovan Milovic
Lince
Loriana Pelizzon,
GRETA

Domenico Sartore
,
GRETA
Silvio Cuneo,
Intesa Sanpaolo

Credit Risk Evaluation Designed for Institutional Targeting in finance

Credit Risk, Financial Crises,
and the Macroeconomy

Venice, 24 - 25 September 2009
last updating:
September, 4, 2009

 

 

GRETA

Intesa San Paolo

Lince
Finanziaria Internazionale

Financial Innovations


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