Focus: Credit Risk, Integrated Risk Management, Interest Rate Term Structure, Portfolio and Hedge Fund Management and other areas of Quantitative Finance.

Konfirmatorische Faktoren- und Regressionsanalyse, Pfadanalyse, Multigruppenanalyse, latente Merkmalsanalyse, Logik der Hypothesentestung, Fit- Masse, Strategien der Modellentwicklung, Bootstrapping.

Organized by the SEASREP Foundation, with support from the Toyota Foundation and Japan Foundation, the conference provides an occasion for SEASREP not merely to showcase its achievements over the years, but position itself as a regional institution and network in the next decade. The conference...

Die Bundesbank veranstaltet einen Workshop zum Thema "Forschung zu Finanzstabilität mit Hilfe von Bankdaten der Bundesbank". Die Zielgruppe des Workshops sind alle Forscher, die mit Bankdaten der Bundesbank arbeiten. Die Deutsche Bundesbank verfolgt mit dem Workshop das Ziel, den Austausch der...

The wide range of topics to be covered by the studies may include but is not limited by: a) Globalization and the chronic poor b) ‘Corporate globalization’ and the poor. c) Threshold and externality effects of globalization and dynamics of ‘between-country inequality’ e) Global economic...

Meeting India’s resource needs for future infrastructure development is a long-term industrial challenge and will require adjustments in consumption patterns both within the country and across the region. The public and private sectors must develop a holistic approach to the problem, linking...

The new “new economy” involves not only novel information, but it is also characterized by increased spatial and functional fragmentations of the value-added chains. On the one hand they may give rise to information failures and problems of uncertainty which require the development of new...

The conference will focus on issues related to risk measurement and systemic risks from a central bank perspective. Special emphasis will be devoted to questions relating to sources and consequences of financial contagion and its relation to other forms of systemic risk, macro stress testing,...