Counterparty Credit Risk
The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: - Examination of counterparty credit risk, qualitative and quantitative analysis; - Credit risk mitigation tools and the role of credit risk mitigation in banking decisions; - Contract design as a tool for controlling counterparty risk; - Credit derivatives, how they can be used to control credit risk, their valuation and design; - Problems in aggregating and credit risk across a portfolio; - Validation of banking and trading book credit risk models; - Role of regulatory capital.
|Event dates:||2005-09-22 – 2005-09-23|
|Organizers:||Centre for Research on e-finance (HEC Montreal, Canada) Department of Economics of the University of Venice ABI - Italian Banking Association|
|Classification:||G0 - Financial Economics. General|
|Call for papers deadline:||2005-05-15|