12th International Conference and Call for Papers
CREDIT 2013 - Risk, Regulation and Opportunities in an Increasingly Interconnected World

26 - 27 September 2013, Venice, Italy

GRETA Associati (Venice, Italy) and Intesa Sanpaolo (Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 26 - 27, 2013. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. 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 University Ca' Foscari of Venice, ABI - Italian Banking Association and European Investment Bank, is the twelfth of a series dedicated to various aspects of credit risk.

TOPICS: The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular:
- Credit Risk (Counterparty risk, Credit and Liquidity, Stressed credit risk measures)
- Insurance (Longevity Risk, Property Risk, Catastrophe Risk)
- Network Effects (Channels of contagion in the financial sector, Risk of SME networks)
- Market Structures (Dark Pools, Shadow Banking, High Frequency Trading)
- Risk Aggregation and Diversification (Firm wide integrated stress testing, Multivariate extreme events and Tail dependence)
- New Regulatory Frameworks and Their Consequences (Level playing field, European Banking Union, Financial conglomerates, Simplification of regulation)

The SCIENTIFIC COMMITTEE for the Conference consists of:
- Paul Embrechts, ETH Zurich, Programme Chair
- Monica Billio, Ca' Foscari University of Venice
- Damiano Brigo, Imperial College London
- Darrell Duffie, Stanford University
- Kenneth Singleton, Stanford University

CALL FOR PAPERS: The final program will include both submitted and invited papers. Acceptances received from invited speakers include Rama Cont (Imperial College London), Michel Dacorogna (SCOR), Tom Hurd (McMaster University, Ontario), Jean Lemaire (Wharton School, University of Pennsylvania) and Richard Olsen (Olsen Ltd, Zurich). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems.

PAPER SUBMISSION PROCEDURE: Those wishing to present a paper at the Conference should submit by May 31, 2013 to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by June 30, 2013. The final version of accepted papers must be received by August 31, 2013. Please send papers to:

GRETA Associati
San Polo, 2605
30125 Venice, ITALY
Phone: +39 041 5238178
Fax: +39 041 5286166
Email: credit@greta.it

FURTHER INFORMATION: More detailed information will be available shortly on the Conference website: http://www.greta.it/credit/credit2013/credit2013.htm



Posted 2/24/13