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 |
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Deadline Call for Papers: | 2005-05-15 |
Organizer: | |
Country: |
Italy
|
Conference venue: | Venice |
Classification: | G0 - Financial Economics. General |
Language: | English |
Event type: | Konferenzen, Tagungen; Conferences |
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