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.