C.R.E.D.I.T. 2010 Credit Risk Evaluation Designed for Institutional Targeting in finance "Credit Risk, Systemic Risk, and Large Portfolios"
The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: - Default risk, concentration risk, contagion risk, systemic risk; - Large portfolios ,granularity adjustment; - Pricing derivatives written on aggregate characteristics of large portfolios; - Default event risk premium; - Disentangling default risk and liquidity risk.
|Event dates:||2010-09-30 – 2010-10-01|
|Deadline Call for Papers:||2010-05-15|
|Organizer:||GRETA Associati, Venice|
Phone : +39 041 5238178; Fax : +39 041 5286166; e-mail: firstname.lastname@example.org
|Classification:||G2 - Financial Institutions and Services ; G3 - Corporate Finance and Governance|
|Event type:||Konferenzen, Tagungen; Conferences|