CALL FOR PAPERS ON RISKS ANALYSIS AND RISK MANAGEMENT:
CONFERENCE OF THE IMF AND THE WORLD BANK
Organizers:
Stijn Claessens (IMF) and Asli Demirguc-Kunt
(World Bank)
October 2-3, 2008
World Bank Washington, D.C.
PROGRAM COMMITTEE:
Viral Acharya (LBS), Franklin Allen (Wharton), Claudio
Borio (BIS), Charles Calomiris (Colombia), Philipp Hartmann
(ECB), Paul Kupiec (FDIC), Antony Saunders (NYU), Rene
Stulz (Ohio), Robert Townsend (Chicago)
We are inviting submissions for research papers on
macroeconomic and microeconomic aspects of risk analysis
and risk management in financial services, with particular
reference to developing countries. Papers on all aspects
of risk analysis and risk management are welcome, with
academic quality the determining criterion for acceptance.
TOPICS:
Topics of interest include, but are not limited to:
- Risks analyses. New techniques for assessing
countries' financial vulnerabilities, the risks of
banking and financial crises; analysis of risks and risk
management at firm and household level; long term welfare
consequences of crises on households.
- Globalization, financial conglomerates, changes in
financial services industries. Implications for risk
management, risk sharing, financial stability and
economic performance, especially in emerging markets and
developing countries.
- Financial innovation. Influence on financial stability
and performance of growth in securitization, derivatives,
integrated management of risks (e.g., integration of
market and credit risks), hedge funds, angel finance,
venture capital, and private equity. The (changing)
relationships between macro- and micro risks.
- Financial cycles (credit, asset prices). Analyses and
implications for risk management, prudential regulation
and monetary policy.
- Liquidity risks and contagion. Interaction between
market and funding liquidity; and between market and
credit risks. Contagion in interbank, assets and global
financial markets. Analyses and implications for risk
measurement and management.
- Regulation: Effects of (new) regulations (e.g., Basel II,
accounting rules) on risk management and risks. Tailoring
of regulation to country circumstances.
The goal is a highly interactive conference, and only a
small number of papers will be selected.
PAPER SUBMISSION PROCEDURE:
The sponsors will cover economy class travel and local
costs for all invited participants. Please send papers by
April 1, 2008 to:
Email: MAILTO:Hparthasarathy@worldbank.org
The acceptance decisions will be made by May 15.
Posted 12/9/07