The 4th International Conference on Credit Analysis and Risk Management – Basel Workshop on Credit Risk – Call for Papers and Abstracts

05.12.2014 von

August 27-28, 2015, Basel, Switzerland

This conference is dedicated to special topics in credit risk measurement and management as well as to the discussion of causes and impacts of events on international financial markets and current regulatory activities in the field. Thereby, the conference is intended to expand the knowledge on the functioning of the credit business through discussion of both existing and new methods and models of credit analysis, credit risk management and related topics such as relationship lending and regulation.

For further Information, Submission of Papers and Conference Registration, please see our Conference Website

 

 

The 3rd International Conference on CREDIT ANALYSIS and RISK MANAGEMENT

30.04.2014 von

August 21-23, 2014, Rochester, MI, USA

Call for Papers and Abstracts and Panel Discussion Ideas

As with the 1st and 2nd Conferences, the meeting will include experts from both academia and industry (totaling over 100 at the first two conferences). They will be talking or presenting research on the subject of credit analysis and risk management.

The conference will include paper presentations, panel discussions, and special speakers, who will discuss/speak on a variety of different topics in credit and risk management. Analytical insights on individual sectors of credit risk, including with respect to commercial, retail, mortgage, municipal, and sovereign debt, are especially encouraged, as is research on credit analysis in general.

 

Special Keynote Speakers

Kevin Cooper (Ford Motor Credit)

Tyler Shumway (University of Michigan)

 Paper and Abstract Submissions:

Deadline for paper or abstract submission is May 15, 2014 (submit electronically to jamurphy@oakland.edu ). Authors will be notified by June 15, 2014. Deadline for registering is July 15, 2014 [sponsored by the Institute for Enterprise Risk Analysis in the Department of Accounting and Finance at Oakland University]

 Program Co-Chairs:

Daniel Rösch (Professor of Finance, University of Regensburg); Daniel.Roesch@wiwi.uni-regensburg.de

Joe Callaghan (Professor of Accounting, Oakland University); callagha@oakland.edu

Simone Westerfield (Professor of Finance, FHNW);  simone.westerfeld@fhnw.ch

J. Austin Murphy (Professor of Finance, Oakland University); for submissions: jamurphy@oakland.edu

 

http://www.oakland.edu/internationalcreditconference

 

 

World Economic Outlook WEO 1. Quartal 2014

23.01.2014 von

 

Prof. Dr. Josef Marbacher publiziert seinen vierteljährlichen weltwirtschaftlichen Ausblick (World Economic Outlook, WEO) auch in diesem Blog. Sehen Sie hier das aktuelle kommentierte Folienset der aktuellen Ausgabe:

1 Q 2014 JM WEO

 

World Economic Outlook WEO 4. Quartal 2013

15.10.2013 von

Prof. Dr. Josef Marbacher publiziert seinen vierteljährlichen weltwirtschaftlichen Ausblick (World Economic Outlook, WEO) auch in diesem Blog. Sehen Sie hier das aktuelle kommentierte Folienset der Ausgabe WEO 4Q 2013

Falls Sie keinen WEO verpassen wollen, so können Sie am einfachsten diesen Blog als RSS-feed abonnieren (unter ‘Beitrags-Feed (RSS)’, Link unten rechts).

 

World Economic Outlook WEO 3. Quartal 2013

04.10.2013 von

Josef Marbacher publiziert seinen vierteljährlichen weltwirtschaftlichen Ausblick (World Economic Outlook, WEO) auch in diesem Blog. Sehen Sie hier das kommentierte Folienset der Ausgabe WEO 3 Q 2013.

2nd International Conference on Credit Analysis and Risk Management – Basel Workshop on Credit Risk

16.09.2013 von

IMG_1601September 5-6, 2013, Basel, Switzerland

On September 5 / 6, the 2nd International Conference on Credit Analysis and Risk Management – Basel Workshop on Credit Risk – was held in Basel, Switzerland.

 

Jointly organized by the Institute for Finance (IFF), School of Business, University of Applied Sciences and Arts Northwestern Switzerland and the Universities of Basel, Hohenheim (Germany), Oakland (USA), Regensburg (Germany) and St. Gallen (Switzerland), the conference was deemed a great success and the ideal platform to expand the knowledge of credit analysis through discussion of both existing and new methods on the subject. In addition, the conference has revealed itself an important milestone towards establishing Basel as a widely recognized hub for latest research on credit risk-related topics.

In the course of the program, more than 70 international academics and practitioners gathered in Basel for two days to discuss latest academic research on topics such as ratings, regulation, relationship banking, and credit portfolio models. Various keynote speakers from the Financial Stability Board, the German Bundesbank, and other major financial institutions provided hands-on insights from a practitioner’s perspective.

Given the fast-paced environment of today’s global financial network, sophisticated but practicable models and effective regulation, alongside with well-wrought incentive schemes are more important than ever in order to address the currently imminent challenges. There is broad consent among all the participants that the recent and ongoing global financial crisis has exposed a weakness in credit analysis in the financial system. By encouraging the exchange of knowledge from multiple perspectives, the conference contributed to addressing these weaknesses and raising awareness for future challenges in the field of credit analysis and affiliated areas.

 

The conference was sponsored by Moody’s Analytics.

The detailed program and some impressions from the Conference.

 

 

 

World Economic Outlook WEO 2. Quartal 2013

16.04.2013 von

Das IFF publiziert seinen vierteljährlichen weltwirtschaftlichen Ausblick (World Economic Outlook, WEO) auch in diesem Blog. Sehen Sie hier das aktuelle kommentierte Folienset der Ausgabe 2 Q 2013 IFF WEO Grafiken d.

Falls Sie keinen WEO verpassen wollen, so können Sie am einfachsten diesen Blog als RSS-feed abonnieren (unter ‘Einträge RSS’, Link unten rechts).

World Economic Outlook WEO 4Q 2012

06.11.2012 von

Das IFF publiziert seinen vierteljährlichen weltwirtschaftlichen Ausblick (World Economic Outlook, WEO) auch in diesem Blog. Sehen Sie hier das kommentierte Folienset der Ausgabe 4. Quartal 2012

Falls Sie keinen WEO verpassen wollen, so können Sie am einfachsten diesen Blog als RSS-feed abonnieren (unter ‚Einträge RSS‘, Link unten rechts).

 

Ausfall-Wahrscheinlichkeiten Länder

07.06.2012 von

Heute wieder: Wie schätzt der CDS-Markt die Zahlungsfähigkeit verschiedener Länder ein? Das IFF berechnet in regelmässigen Abständen eine ad-hoc Rangliste mit den approx. Wahrscheinlichkeiten, dass ein bestimmtes Land seinen finanziellen Verpflichtungen in den nächsten fünf Jahren nicht nachkommen wird. Diese Berechnungen basieren auf den tagesaktuellen Prämien, die für fünfjährige Credit Default Swaps zu bezahlen sind. In der PDF-Datei (2012.06.07 PD Staaten) ist auf der ersten Seite unsere Rangliste per heute abgebildet, auf der zweiten Seite ein Chart mit dem Zeitverlauf einiger Länder.

The impact of counterparty risk on credit default swap pricing dynamics

04.04.2012 von

Im renommierten Journal of Credit Risk ist unter diesem Titel ein Artikel erschienen. Simone Westerfeld hat zusammen mit Stefan Morkoetter von der Uni St. Gallen sowie Johanna Pleus untersucht, ob und wie das Gegenparteirisiko die Preise von CDS-Kontrakten beinflussen kann.

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