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.

Proposals with a special focus on Emerging Economies are especially encouraged. SUBJECT CODES: Management [including General Management, International Management, Human Resource Management, Strategic Management, Organizational Science]; International Business; Management Science; Finance; Management...

Proposals with a special focus on Emerging Economies are especially encouraged. SUBJECT CODES: Management [including General Management, International Management, Human Resource Management, Strategic Management, Organizational Science]; International Business; Management Science; Finance; Management...

Proposals with a special focus on Emerging Economies are especially encouraged. SUBJECT CODES: Management [including General Management, International Management, Human Resource Management, Strategic Management, Organizational Science]; International Business; Management Science; Finance; Management...