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Centre for Research on e-finance (HEC Montreal, Canada) Department of Economics of the University of Venice ABI - Italian Banking Association

Dates:
September 22-23, 2005
Description:
Counterparty Credit Risk
Location:
Venice, Italy
Subject:
The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: - Examination of counterparty credit risk, qualitative and quantitative analysis; - Credit risk mitigation tools and the role of credit risk mitigation in banking decisions; - Contract design as a tool for controlling counterparty risk; - Credit derivatives, how they can be used to control credit risk, their valuation and design; - Problems in aggregating and credit risk across a portfolio; - Validation of banking and trading book credit risk models; - Role of regulatory capital. [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
G
Sponsor:
URL:
http://www.greta.it/credit/credit2005/credit2005.htm

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