Topics: - Stress test - Assessment of quality of capital - Risk retention - QM (qualified mortgages) and QRM (qualified residential mortgages) - Scenario analysis - Liquidity risk measurement - Reverse stress test - Short term liquidity versus long term funding - Sustainability management -...

This conference aims to join academics, futures industry professionals and policy makers from China and abroad to discuss developments and emerging risks of derivative markets; to research current problems and progress in practical applications; and to discuss policy recommendations. Papers can...

Preliminary program: - How Do Business Cycles become Global? Common Shocks or Spillovers? - Asian-Pacific Financial Market Interactions with the U.S. and China: A Structural VAR Approach - Foreign Bank Subsidiaries' Default Risk during the Global Crisis: What Factors Help Insulate Affiliates...

The organizers invite submissions of high-quality and unpublished research papers addressing contemporary issues related to the Chinese capital market. Possible research areas include, but are not limited to: financial openness, corporate finance, asset pricing and valuation, corporate...

Jan Mossin (1936-1987) made several important contributions to modern finance. Most important is his work on the CAPM in his Econometrica article from 1966: Equilibrium in a Capital Asset Market. Another important contribution, central to the topic of the conference, is his Journal of Business...

The 4th China International Conference in Finance provides an open platform to bring together scholars worldwide to present research and to stimulate discussions on the new developments in finance. Papers of all areas of finance are welcome. Those with direct implications on issues relevant to...

We welcome papers from any discipline relevant for finance and insurance to be submitted for presentation at the symposium. However, this year we especially want to focus on Solvency II, securitization of insurance risks, and fair market value of pension and insurance liabilities.