CALL FOR PAPERS
FINANCIAL RISKS INTERNATIONAL FORUM
2008 SESSION
STRUCTURED PRODUCTS AND CREDIT DERIVATIVES
March 27th - 28th, 2008
The Financial Risks International Forum on "Structured
Products and Credit Derivatives" is an international
Research Forum for academics and professionals organised by
Finance INNOVATION:
http://www.finance-innovation.org/index_en.htm
We invite you to submit papers for this meeting which will
take place in Paris on March 27th & 28th, 2008.
PAPER SUBMISSIONS:
An Executive Summary (two pages) or preferably a complete
paper in PDF format must be submitted electronically by
December 1st, 2007 using the submission form:
http://www.finance-innovation.org/risk07
The results of the selection procedure will be sent by mid-
January 2008. For any inquiry, email:
Email: MAILTO:risk@finance-innovation.org
OBJECTIVES:
The forum pursues three objectives:
- to identify the main streams of researches that will
structure the market evolution in the future;
- to organize presentations and debates on the content of
these new contributions;
- to assess with professionals the market/regulatory
impacts of those new trends.
TOPICS:
- New Credit Products & Market Innovations (credit index,
leveraged credit products, Asset Backed Securities, new
management technics, dynamic management of CDO's, credit
volatility management, Insurance Linked Securities)
- Rating of Structured Products (rating models, convergence
of interest between structuror, agent and investor,
rating of cash and structured products)
- Regulation (business standards, Basel II, transparency)
- Advances in Quantitative Modelling and Risk Management
(correlation risk, dynamic modelling, rare events,
numerical methods, model validation)
EXPENSES:
Finance INNOVATION may cover travel and accommodation
expenses for the authors of selected papers (upon request
and only one author by paper).
SCIENTIFIC COMMITTEE OF THE CONFERENCE:
- Edward ALTMAN, New York University
- Noel AMENC, EDHEC Business School
- Joel BESSIS, HEC Business School
- Jean-Francois BOULIER, CAAM
- Pierre COLLIN-DUFRESNE, Goldman Sachs Asset Management,
New York - Haas School of Business, University of
California, Berkeley
- Rama CONT, Ecole Polytechnique - Columbia University
- Michel CROUHY, IXIS CIB
- Nicole EL KAROUI, Ecole Polytechnique
- Christian GOURIEROUX, CREST
- Antoine HYAFIL, HEC Business School
- Robert JARROW, Cornell University
- Elyes JOUINI, Paris Dauphine University
- Jean-Michel LASRY, Calyon
- Jean-Paul LAURENT, Institut de Science Financiere et
d'Assurances (ISFA)
- Hayne LELAND, Haas School of Business, University of
California, Berkeley
- Monique JEANBLANC, Evry University
- Christian SAGUEZ, Ecole Centrale
- Kenneth SINGLETON, Stanford University
- Jean TIROLE, IDEI Toulouse
- Fan YU, Michigan State University
Posted 10/28/07
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