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CREDIT 2017 - Credit Risk Evaluation Designed for Institutional Targeting in finance

Start date

End date

September 28, 2017 September 29, 2017

Where

Venice, Italy [Map it]

Details

It is our pleasure to invite you to attend the 16th 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 risk management. The conference this year focuses on Interest Rates, Growth and Regulation 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 sixteenth of a series dedicated to various aspects of credit risk.

The co-sponsors of the Conference are GRETA Associati (Venice, Italy), the European Investment Fund (Luxembourg) and Intesa Sanpaolo (Milan, 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.

Since 2007, the financial crisis has triggered deep changes of various kinds. Central banks have experimented new monetary policies (low interest rates, quantitative easing, forward guidance...). The banking industry has had to develop new asset management strategies and to adjust its credit allocation practices in order to cope with a new environment characterized, in particular, by a prolonged period of very low risk-free returns. Alternatives and complements to commercial banking have continued their progress. Meanwhile, regulatory frameworks have been reshaped all around the world, with the introduction of new requirements or guidelines. All these changes have called for a substantial amount of research to improve the knowledge of the mechanisms at play during the crisis, to design adapted policy tools and to provide a better description of the new economic and financial environment.

The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular:

  • Low interest rates and asset management: emergence of alternative asset classes; changes in banks asset management, repositioning towards wealth management services.
  • Low interest rates and econometric modelling: Zero Lower Bound; lift off; unconventional monetary policy; default risk; contagion and systemic risk.
  • Interest rates and alternative financing: venture capital; credit risk in p2p lending/crowdfunding, is there adverse selection? the financing of SMEs; impact on the real economy.
  • New regulation environment: impact of Basel 4; internal models versus standardized approach; international harmonization; impact of TLAC (total loss absorbent capacity) and IFRS9.

The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include Thomas Philippon (New York University), Manju Puri (Duke University) and Jean-Paul Renne (University of Lausanne). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems.

 

The Scientific Committee

Alain Monfort, CREST-Paris, Programme Chair

Monica Billio, Ca’ Foscari University of Venice & GRETA

Francesca Campolongo, JRC, European Commission

Helmut Kraemer-Eis, European Investment Fund

Jan Pieter Krahnen, Research Center SAFE at Goethe University Frankfurt

Steven Ongena, University of Zurich, SFI & CEPR

Jean-Paul Renne, University of Lausanne

Fulvio Pegoraro, Bank of France

Bernd Schwaab, Europan Central Bank

The Local Organisers

Davide Alfonsi, Intesa Sanpaolo

Monica Billio, Ca’ Foscari University of Venice & GRETA

Andrea Giacomelli, Knowshape & GRETA

Pier Luigi Gilibert, European Investment Fund

Domenico Sartore, Ca’ Foscari University of Venice & GRETA