TOPICS: - Credit risk and market risk - Bank financing of private equity and hedge funds - Securitization of bank loans - Regulation of hedge fund and private equity - Credit derivative markets and risk management - International prudential regulation and bank crisis management - Macroeconomic...

The goal of the conference is to bring together researchers working on sovereign risk. The topics of the conference are the following: • Theoretical models. Why do countries repay their debts? What are the effects of sovereign risk? • Empirical analysis. What are the costs of default? When...

The 1-week training module covers important areas of corporate finance. It will cover both theoretical and empirical issues. It is aimed at finance PhD students working on any topic who wish to obtain a wider grounding than the specific area of their thesis as well as students specifically...

We invite empirical, theoretical, and experimental papers on all aspects of fixed-income markets. Topics: - Liquidity and Microstructure of Bond Markets - Relationship between Derivatives and Cash Markets - Inflation-linked Securities - Corporate Bond Markets - Default Risk - Integration and...

We welcome research papers from doctoral students in the following areas: - Game Theory (Non-Cooperative and Cooperative) - Models of Social Interaction - Network Economics - Economics of Information and Incentives - Evolutionary Game Theory - Dynamic Economic Models - Financial Markets -...

TOPICS: Areas of interest include, but are not limited to, the following: - Statistical Significance and Economic Value of Return and Volatility Predictability in Asset Returns (e.g. Commodities, Derivatives, Equities, Fixed Income, Foreign Exchange, Hedge Funds and REITs) - Risk and Return of...

This conference will bring together experts in liquidity and researchers who analyze the underlying mechanisms that cause liquidity dislocations. The goal is to further the understanding of these mechanisms and to link them to current policy tools.

Program: Session 1 Corporate Governance Session 2 International Financial Intermediation Session 3 Contigent Claims Session 4 Corporate Investment Decisions

Papers in all areas of asset pricing are invited.

Topics: a) Integrated modelling and management of market and credit risk. b) Joint pricing and trading of market and credit risk. c) Potential implications of the integrated modelling and pricing of market and credit risk for bank behaviour and capital holding.