On top of the uncertainty around Covid-19, the current environment is challenging for the financial industry in many countries, with historically low interest rates, inflated asset values and increased competition among banks and other financial institutions. Are there any unintended regulatory...

This workshop aims to consider the impacts of post-crisis reforms and to understand innovations and emerging risks that could impact individual financial institutions and the financial system more broadly. We invite empirical and theoretical contributions on any topic that can help address these...

Topics: - Fair value accounting - Loan loss provisioning models, banks' practices, and pro-cyclicality - Information disclosure, market discipline and bank behaviour Submissions that deal with other research questions pertinent to bank accounting and its interaction with regulatory rules are...

One outcome of the recent crisis has been further consolidation of the global banking system. There are economic reasons for anticipating economies of scale in banking. Size and scope can be used to diversify risks. Aside from diversification, there may be technical and relationship lending...

Submissions in other areas of risk management, banking supervision and financial stability are also welcome. 1. Causes of and lessons from the financial crisis 2. Crisis resolution and implications for the design and stability of the financial system and regulation

Financial stability is emerging as a distinct policy function of central banks, requiring its own scholarship separate from, but related to, monetary policy or bank supervision. One element of financial stability is to understand the benefits of and potential risks posed by new financial...

The topic of the conference is stress testing of infrequently traded credit risk.The programme committee encourages the submission of papers in the following areas: - Link between macroeconomic risk and portfolio credit risk - The use of multi-factor credit risk models in stress tests - Design...

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.

Topics at the workshop will be: 1. Relationship between different types of risk and their management 2. Implications of linkages between different types of risks 3. Incentives, risk transfers and systemic risk