Topics: 1. Jumps and other forms of discontinuities or breaks in asset prices 2. Contagion versus spillovers: evaluation and policy consequences 3. Volatility, systemic risks, and the measurement of premia 4. Regulations that limit asset price movements: econometric and policy considerations 5....

The organisers invite theoretical, empirical and policy oriented contributions to the issue of a new financial architecture in international markets. While not restricted to the following topics, contributions are particularly welcome to the following topics: - Cross-border harmonization of...

The symposium will discuss what changes are needed to make banking systems more resilient before the next crisis hits with a particular focus on: - the role of sovereign guarantees particularly in relation to the newly established European Financial Stabilization Fund; - an assessment of public...

The 10th International Conference bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent...

We invite submissions in all areas of macro and financial econometrics, including: - The modelling of long term financial volatility - Dynamic correlations and volatility spillovers in times of financial turmoil - The risk-return relationship - Inflation persistence - Central Bank...

This year’s conference will focus on a wide range of topics, including: - Reaping the rewards across converging channels: Learning valuable lessons from those who are developing new initiatives. - Fighting fraud: Managing increasingly complex security models. - Meeting SEPA migration...

Papers are welcome on theoretical and empirical topics, examining all aspects of recent developments in banking, international banking, finance and banking, and the linkage between banking and the economy, especially, but not exclusively, on the following themes: - Reconsidering banking and its...

The main issues discussed at this year’s event will include: - New strategies • Business models. Emerging business models to drive customer adoption across both mobile banking and payments. How to build the right applications and how to differentiate your proposition. • Partnerships. How...

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...

Die Jahrestagung 2011 wird besonders geprägt durch die beiden Schwerpunktthemen - Räumliche Statistik und - Jenseits des BIP - die Vermessung der Wohlfahrt. Daneben finden die Feierlichkeiten zum hundertjährigen Bestehen der Deutschen Statistischen Gesellschaft statt. Das...