Credit Risk, Financial Crises, and the Macroeconomy
|
Friday, September 25 2009 POSTER SESSION 2
|
|
|
Financial Crisis: Estimating the Risk of Assets in Balance, Giovanni Barone-Adesi (Swiss Finance Institute) and Giuseppe Corvasce (Swiss Finance Institute) Sovereign Risk Premia, Nicola Borri (Boston University) and Adrien Verdelhan (Boston University) Modeling Credit Risk through the Austrian Business Cycle: An Update of the OeNB Model, Michael Boss (Oesterreichische Nationalbank), Gerhard Fenz (Oesterreichische Nationalbank), Johannes Pann (Oesterreichische Nationalbank), Claus Puhr (Oesterreichische Nationalbank), Martin Schneider (Oesterreichische Nationalbank) and Eva Ubl (Oesterreichische Nationalbank) Foreign Currency Lending-Borrower or Bank Driven?, Martin Brown (Swiss National Bank), Karolin Kirschenmann (University of Mannheim) and Steven Ongena (CentER - Tilburg University and CEPR) Foreign Currency Borrowing by Small Firms, Martin Brown (Swiss National Bank), Steven Ongena (CentER - Tilburg University and CEPR) and Pinar Yeşin (Swiss National Bank) Detecting Regime Shifts in Corporate Credit Spreads, Georges Dionne (HEC Montreal), Pascal François (HEC Montreal) and Olfa Maalaoui (KAIST Graduate School of Finance & Copenhagen Business School) The Role of Financial Variables in Predicting Economic Activity, Raphael Espinoza (International Monetary Fund), Fabio Fornari (European Central Bank) and Marco J. Lombardi (European Central Bank) The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices, Ingo Fender (Bank for International Settlements) and Martin Scheicher (European Central Bank) Analysis of the Public/Private investment Plan (PIPP) in the US and Formulation of Alternative Structures for Comparative Analysis, Phil Kongtcheu (Tsinghua University Beijing)
Interbank Market Integration, Bank Competition, Loan Rates, and Firm Leveraging, Steven Ongena (Tilburg University, CentER - Tilburg University and CEPR) and Alexander Popov (European Central Bank) Are Banks Different? Evidence from the CDS Market, Burkhard Raunig (Oesterreichische Nationalbank) and Martin Scheicher (European Central Bank)
A
Macro and Rational
Approach to
Asset Price Bubbles: Definition and Early Indentification at Real Time,
Yuming Sheng (School of Business and Law, Nanjing Normal
University)
|
Credit Risk Evaluation Designed for Institutional Targeting in finance