The CREDIT Network. Domenico Sartore



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Transcription:

The CREDIT Network Domenico Sartore

The CREDIT network The DE of the University of Venice, with its associate partner GRETA Associati, is the co-ordinator of the: CREDIT network: which comprises the bulk of academic research groups in Europe on issues of Credit risk modeling along with two important banks.

Members Ca Foscari University of Venice, D. Sartore (core members: M. Billio, A. Giacomelli, L. Pelizzon, D. Sartore) Tilburg University, B. Werker CREST, C. Gouriéroux London Business School, S. Schaefer Universidad Carlos III de Madrid, I. Pena The Swiss Federal Institute of Technology of Zürich, P. Embrechts European Center for Advanced Research in Economics and Statistics, G. Deelstra Copenhagen Business School, D. Lando Intesa Sanpaolo BNP Paribas

Activities Credit conferences Research projects Exchange students Training Research papers

CREDIT Conferences Assessing the Risk of Corporate Default Liquidity and Credit Risk Dependence Modelling for Credit Portfolios Credit Risk, Financial Crises, and the Macroeconomy Validation of Credit Risk Models Credit Risk, Systemic Risk, and Large Portfolios Counterparty Credit Risk Risks in Small Business Lending Credit Ratings Stability and Risk Control in Banking, Insurance, and Financial Markets Sovereign Risk and its Consequences for Financial Markets, Institutions and Regulation

Sovereign Risk and its Consequences for Financial Markets, Institutions and Regulation The Scientific Committee: Stephen M. Schaefer, London Business School, Programme Chair Viral V. Acharya, New York University Francis Longstaff, University of California Roberto Rigobon, Massachusetts Institute of Technology Loriana Pelizzon, University Ca Foscari of Venice and GRETA Ilya A. Strebulaev, Stanford University Vikrant Vig, London Business School

Sovereign Risk and its Consequences for Financial Markets, Institutions and Regulation Invited speakers: Viral V. Acharya (New York University, Stern) Franklin Allen (University of Pennsylvania) Hélène Rey (London Business School) Roberto Rigobon (Massachusetts Institute of Technology) Robert W. Jenkins (Financial Policy Committee of the Bank of England and London Business School)

Sovereign Risk and its Consequences for Financial Markets, Institutions and Regulation Co-sponsors was: Intesa Sanpaolo (Milan, Italy) GRETA Associati (Venice, Italy) European Investment Bank Institute (Luxemburg) PixartPrinting (Venice, Italy) Banca d Italia

Sovereign Risk and its Consequences for Financial Markets, Institutions and Regulation PANEL SESSION: SOVEREIGN DEBT CRISIS AND THE FUTURE OF EURO: LOOKING AHEAD Chairman: Fabrizio Galimberti (Il Sole 24 Ore) Participants: Andrea Beltratti (Intesa Sanpaolo, Chairman of the Management Board) Maria Cannata (Ministry of Economy and Finance, Department of the Treasury, Director General of the Public Debt Directorate) Robert W. Jenkins (Financial Policy Committee of the Bank of England & London Business School) Fabio Panetta (Banca d Italia, Managing Director for the Eurosystem and the Financial Stability) Hélène Rey (Banque de France, Board of the Collège de l'autorité de Contrộle Prudentiel & London Business School) Stefano Visalli (McKinsey, Director, Member of the European Banking Exco)

CREDIT 2013 International Conference CREDIT 2013 Venice, 26-27 September 2013 Scientific Chairman: Paul Embrechts (Department of Mathematics, ETH Zurich) Title: RISK, REGULATION AND OPPORTUNITIES IN AN INCREASINGLY INTERCONNECTED WORLD

CREDIT 2013 Open to suggestions from EIB Institute Open to: collaboration on specific projects arrange for visiting positions of EIB experts channel to the Network Participants EIB requests for expertise