INTERNATIONAL CONFERENCE
C. R. E. D. I. T. 2008
LIQUIDITY AND CREDIT RISK
Venice, Italy
22 - 23 September 2008
GRETA Associati (Venice, Italy) and Intesa Sanpaolo (Milan,
Italy) are co-sponsors of a Conference to be held in Venice
on September 22-23, 2008. The objective of the Conference
is to bring together academics, practitioners and PhD
students working in the area of credit risk modeling. 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. The Conference, organised
under the auspices of the Department of Economics of the
University Ca' Foscari of Venice and ABI - Italian Banking
Association, is the seventh 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:
- Liquidity effects in the pricing of corporate bonds and
credit derivatives
- Funding liquidity and financial crises
- Contagion in credit markets
- Credit and liquidity effects in interbank markets
SCIENTIFIC COMMITTEE:
The Scientific Committee for the Conference consists of:
- David Lando, Copenhagen Business School, Programme Chair
- Viral Acharya, London Business School & CEPR
- Edie Hotchkiss, Boston College, Massachusetts
- Loriana Pelizzon, University of Venice and GRETA
- Stephen Schaefer, London Business School
- Til Schuermann, Federal Reserve Bank of New York
CALL FOR PAPERS:
The final program will include both submitted and invited
papers. Acceptances received so far from invited speakers
include Carlo Acerbi (Abaxbank), Tobias Adrian (Federal
Reserve Bank of New York), Edie Hotchkiss (Boston College,
Massachusetts) and Hayne Leland (Hass School of Business,
University of California, Berkeley). 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.
PAPER SUBMISSION PROCEDURE:
Those wishing to present a paper at the Conference should
submit completed versions or extended abstracts by May 15,
2008 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 15, 2008. The final version of accepted papers must be
received by July 31, 2008.
Please send papers or extended abstracts to:
CONTACT: GRETA Associati
San Marco, 3870
30124 Venice, ITALY
Tel: +39 041 5238178
Fax: +39 041 5286166
Email: MAILTO:credit@greta.it
For more detailed information (registration, accommodation,
Conference venue), please refer to the Conference website:
http://www.greta.it/credit/credit2008/credit2008.htm
Posted 4/21/08
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