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  Auspices



Comune of Florence


 
 
Call for papers

CALL FOR PAPERS
Internationl Risk Management Conference 2010
3rd edition 
Florence, June 3-5, 2010
 
Financial Stability and Value.
Will the capital markets recover permanently?
An interdisciplinary perspective on today's new risk scenario


New York University - Florence Campus, Villa La Pietra


Paper Submission:
Full-papers are due by March 30th 2010 (final draft is allowed)

 

 Conference Topics:

1. Financial Stability and Value and the Sustainability of the Recovery
More in detail the following questions are likely to be answered:
- Is the recovery sustainable?
- Is the industry building up a second credit bubble?
- Is risk-management important outside of credit and market risk management?
- What is the role of liquidity in financial stability programs? How can it be measured? 


Permanent Thematic Areas

Please quote the conference thematic area (listed below) in which the paper falls in.
Maximum two papers per person can be submitted to the Scientific Committee

2. Risk management, banking and regulation
A. International institutions, market regulation and supervision
B. Credit risk and portfolio management
C. Liquidity risk after the subprimes upheavel
D. Counterpart risk
E. Market and reputation risk
F. Banking system and Basel 2
G. Deposit insurance
H. Rating failure in the subprimes’ crisis
I. Banks’ risks and management compensation
 3. Corporate Finance & Risk Management
A. Fair value and assets’ value fairness
B. Assets valuation under uncertainty
C. Financial & Corporate Risk Management
D. Corporate Governance and Market Relationship
E. Hedging enterprise risk
F. Treasury management and liquidity crisis
G. Managing Market Imperfections
H. Value maximization in volatile markets
I. Capital structure and credit ratings fundamentals
J. Liquidity shortage and companies credit crunch
4. Quantitative tools for risk management
A. Volatility and GARCH models
B. Regime-switching models
C. Empirical asset pricing
D. Learning in financial markets
E. Predictability in financial markets
F. Forecasting risk
G. Lévy processes
H. Statistical classification and prediction models
I. Multi-decision rules
J. Model averaging and model selection
K. Asset bubbles
L. Ambiguity and other decision rules in Finance

5. Financial accounting and risk management
A. IAS and IFRS and risk management
B. Fair Value Vs Historical Cost under the crisis
C. Internal auditing and corporate risk management
D. Accounting Measurement and Performance Measurement

 Plenary Session Keynotes Speakers: Edward Altman, Menachem Brenner, David Lando
Invited speakers: Federico Bandi, Til Schuermann, Andrea Sironi



    To download the call for papers (pdf) click here 
Full papers must be submitted by email before March 30th, 2010 at the following address: irmc@finanzafirenze.org

The Conference Coordinator will communicate you the list of accepted papers by April 15th, 2010.
If you have any questions, please do not hesitate to contact the Conference Coordinator.