Topics: - the evolution of bank business models and risk-taking preferences in response to regulatory change (Basel III) - the implications of the zero bound problem for (SME) lending choices - the existence of multiple policy objectives and private vs government lending - the challenges...

The symposium covers all areas of theoretical corporate finance, including theory papers that combine corporate finance theory with a related area such as banking, market micro-structure, asset pricing, and financial accounting.

We are pleased to announce details of the latest EABCN Training School; a three-day course entitled "Term structure models and the zero lower bound". Dr Jens Christensen will teach the course. Jens Christensen is a senior economist in the Financial Research Section of the Federal Reserve Bank of...

This year’s conference will focus on Efficiently Inefficient Markets.

The conference will provide a forum to discuss innovative research on long-term growth, the determinants of natural real interest rates, and secular stagnation and to facilitate the exchange of views among researchers and policymakers. The Program Committee welcomes papers addressing (but not...

Topics: - Systemic vs Systematic Risk Measurement, Systemic Risk Factors, - Stress Testing, Systemic Risk Allocation Capital Adequacy and Procyclicality, - Contagion Model, Double Default, Bilateral Counterparty Risk and Chain Failures, - Network Modelling Tools, - Risk Concentration, -...

Topics: - risk management and corporate governance in financial institutions - transparency of risk models, within and outside the organization - compensation, risk-taking and risk management - endogenous risk, liquidity risk and systemic risk - benefits and pitfalls of reduced-form models in...

Topics: - Persistence in Linear and Nonlinear Dynamic Models: Low Frequency Analysis, Long Run Risk (LRR) Asset Pricing Model, Persistence of Extreme Events, Long Term Volatility; - Long Term Interest Rates: Actualization for Long Term Investment Projects, Social Efficient Discount Rate, Term...

Topics: a. Mark to market accounting b. Opacity of banks’ assets c. The role of credit rating agencies d. Corporate governance, risk taking and disclosure e. Disclosure regulation f. Market discipline and its role during the banking crisis

Topics: - Economic Foundation of Risk Dependence: term structure of dependence, contagion models, effects of cycles, links between real and financial factors, dynamic of demand, lapse and prepayment, long run factors such as longevity, global warming or demography, effect of life cycle for...