Conference on the Interaction of Market and Credit Risk
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.
|Event dates:||2007-12-06 – 2007-12-07|
|Deadline Call for Papers:||2007-06-29|
|Organizers:||Deutsche Bundesbank Research Task Force of the Basel Committee on Banking Supervision Journal of Banking & Finance|
|Classification:||G1 - General Financial Markets ; G2 - Financial Institutions and Services|
|Event type:||Konferenzen, Tagungen; Conferences|