Dear Colleagues and Friends,
It is our pleasure to invite you to attend the 11th International Conference on Credit Risk Evaluation Designed for Institutional Targeting in finance.
The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of financial risk management. The conference this year focuses on Sovereign Risk and 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 is the eleventh of a series dedicated to various aspects of credit risk.
The co-sponsors of the Conference are GRETA Associati (Venice, Italy), Intesa Sanpaolo (Milan, Italy) and Pixart Printing (Venice Italy). The Conference is organised under the auspices of the Department of Economics of the University Ca’ Foscari of Venice, ABI - Italian Banking Association and European Investment Bank.
The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular:
- Debt and sovereign risk: How to measure sovereign risk, public debt sustainability, sovereign risk premia, sovereign credit ratings;
- Contagion in sovereign debt markets: sovereign debt pricing, spillover effects within sovereign debt markets and from sovereign debt markets to other markets, interdependence of the financial sector and sovereign credit risk, impact of sovereign risk on liquidity;
- Regulatory and supervisory challenges raised by the sovereign debt crisis: implications for prudential regulation, European Financial Stability Facility (EFSF).
The final program will include both submitted and invited papers. Acceptances received from invited speakers include Viral V. Acharya (New York University, Stern), Franklin Allen (University of Pennsylvania), Hélène Rey (London Business School), Roberto Rigobon (Massachusetts Institute of Technology) and Robert W. Jenkins (Financial Policy Committee of the Bank of England and London Business School). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems.
The Scientific Committee
Stephen M. Schaefer, London Business School, Programme Chair
Viral V. Acharya, New York University
Francis Longstaff, University of California
Roberto Rigobon, Massachusetts Institute of Technology
Loriana Pelizzon, University Ca’ Foscari of Venice
Ilya A. Strebulaev, Stanford University
Vikrant Vig, London Business School
The Local Organisers
Davide Alfonsi, Intesa Sanpaolo