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International Conference on "Credit Solutions for the Real Economy: Implications for Investors, Financial Stability and Policy Design" in Venice - Programme
by Monica Billio 23 Sep '16

23 Sep '16

15th INTERNATIONAL CONFERENCE C R E D I T 2016 *Credit Solutions for the Real Economy: Implications for Investors, Financial Stability and Policy Design *Venice, Italy 6 - 7 October 2016 The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference this year focuses on *New Credit Solutions for the Real Economy and their Implications for Investors, Financial Stability and Policy Design *and will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference is the *fifteenth *of a series dedicated to various aspects of credit risk. The *co-sponsors* of the Conference are *GRETA Associati* (Venice, Italy), *Intesa Sanpaolo *(Milan, Italy), the*European Investment Fund *(Luxembourg), *Research Center SAFE *at Goethe University Frankfurt (Frankfurt, Germany) and *European Investment Bank__*(Luxembourg). The Conference is organised under the auspices of the *Department of Economics of the University Ca Foscari of Venice*, *ABI - Italian Banking Association__*and*European Investment Bank Institute*. The Scientific Committee for the Conference consists of: *Loriana Pelizzon *(Research Center SAFE at Goethe University Frankfurt, Ca Foscari University of Venice & GRETA, Programme Chair), *Francesca Campolongo *(JRC, European Commission), *Marco Da Rin *(Tilburg University), *Helmut Kraemer-Eis *(European Investment Fund), *Jan Pieter Krahnen *(Research Center SAFE at Goethe University Frankfurt),*Adair Morse *(University of California, Berkeley), *Steven Ongena *(University of Zurich, SFI & CEPR) and *Stephen Schaefer *(London Business School) PROGRAMME Thursday, October 6 2016 9.00 - 9.15_Welcome and Opening Remarks _*Monica Billio* (Ca Foscari University of Venice & GRETA) *Loriana Pelizzon* (Research Center SAFE at Goethe University Frankfurt, Ca Foscari University of Venice & GRETA, Programme Chair ) 9.15 - 11.00_Session I: Alternative and Digital Financing I_ - Chairman:*Stephen Schaefer *(London Business School) Key-note talk: /Lending Markets in Transition: Platforms, Borrowers & Investors,/ *Adair Morse* (University of California) /Payment Instruments, Enforceability and Development: Evidence from Mobile Money Technology, /Thorsten Beck**(City University London & CEPR),**Haki Pamuk**(Tilburg University & Wageningen University),**Ravindra Ramrattan**(FSD Kenya & Tilburg University)**and*Burak R. Uras* (Tilburg University & European Banking Center) - _Discussant:_ *Dale Gray *(International Monetary Fund) /How Does P2P Lending Fit Into the Consumer Credit Market?, /*Calebe de Roure *(Frankfurt School of Finance & Management),**Loriana Pelizzon**(Research Center SAFE at Goethe University Frankfurt, Ca Foscari University of Venice & GRETA), Paolo Tasca**(University College London, Centre for Blockchain Technologies) and Anjan Thakor (Washington University) - _Discussant:_ *Bruno Parigi *(University of Padova) 11.45 - 12.45_Session II: Credit Risk_ - Chairman:*Helmut Kraemer-Eis* (European Investment Fund) /Keeping It Personal or Getting Real? On the Drivers and Effectiveness of Personal versus Real Loan Guarantees, /*Sergio Mayordomo *(Bank of Spain), Antonio Moreno (University of Navarra), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) and María Rodríguez-Moreno (Bank of Spain) - _Discussant:_ *Vladimir Volkov *(University of Tasmania) /Default Risk Premium in Credit and Equity Market: A New Approach for Structural Model Estimation, /Alessandro Beber**(City University London),*Raffaele Corvino *(City University London) and Gianluca Fusai (City University London & Università del Piemonte Orientale) - _Discussant:_ *Alain Monfort* (CREST & Banque de France) 14.15 - 15.45_Session III: The Role of the Public Sector in Promoting the Development of Alternative Financing Channels_ - Chairman:*Loriana Pelizzon *(Research Center SAFE at Goethe University Frankfurt, Ca Foscari University of Venice & GRETA) /A Short Description of EIF Activities,/ *Helmut Kraemer-Eis* (European Investment Fund) /The Impact of EIF on the VC Ecosystem, /*Simone Signore *(European Investment Fund) and *Dario Prencipe *(European Investment Fund) /Dual Recourse Instrument - A Long Term Financing Solution for SME Loans, /*Luca Bertalot *(European Mortgage Federation - European Covered Bond Council (EMF-ECBC)), /Transparency The Way to Restore Confidence in the European ABS Market, /*Christian Thun *(European DataWarehouse GmbH) 15.45 - 16.45_Poster Session 1 _ 16.45 - 17.45_Session IV: Alternative and Digital Financing II_ - Chairman:*Francesca Campolongo *(JRC, European Commission) /Informational Synergies in Consumer Credit, /*Martin Hibbeln* (University of Duisburg-Essen), Lars Norden**(Getulio Vargas Foundation), Piet Usselmann (Braunschweig Institute of Technology) and**Marc Gürtler**(Braunschweig Institute of Technology) - _Discussant:_ *Marco Da Rin* (Tilburg University) /The Evolution of the Bitcoin Economy: Extracting and Analyzing the Network of Payment Relationships, /*Paolo Tasca* (University College London, Centre for Blockchain Technologies), Shaowen Liu (Deutsche Bundesbank) and Adam Hayes (University of Wisconsin-Madison) - _Discussant:_ *Ryan Stauffer *(University of Calgary) Friday, October 7 2016 9.00 - 10.45_Session V: Financing SME_ - Chairman:*Massimiliano Marini *(Intesa Sanpaolo) Key-note talk: /Financing Scale-Ups, /*Thomas Hellmann *(Oxford Said Business School) /Assessing the Credit Worthiness of Italian SMEs and Mini-bond Issuers, /Edward I. Altman (New York University),**Maurizio Esentato**(Classis Capital SIM S.p.A) and *Gabriele Sabato* (WiserFunding Ltd.) - _Discussant:_ *Francesca Campolongo *(JRC, European Commission) /Support for the SME Supporting Factor - Multi-Country Empirical Evidence on Systematic Risk Factor for SME Loans, /*Michel Dietsch* (ACPR Banque de France),**Klaus Düllmann (European Central Bank), Henri Fraisse (ACPR Banque de France), Philipp Koziol (European Central Bank) and Christine Ott**(Deutsche Bundesbank) - _Discussant:_ *Michele Costola *(Ca Foscari University of Venice) 11.30 - 13.15_Session VI: *SMEs Access to Financing and Bank Credit*_ - Chairman:*Pier Luigi Gilbert *(European Investment Fund) Key-note talk*:* /SMEs, Young Growth Firms and their Financing in Europe, /*Philipp Hartmann *(European Central Bank) /The Effect of Central Bank Liquidity Injections on Bank Credit Supply, /*Luisa Carpinelli* (Bank of Italy) and Matteo Crosignani (NYU Stern) - _Discussant:_ *Sven Klingler *(Copenhagen Business School) /The Demand and Supply of Mortgage Rate Fixation Periods. Managing Interest Rate Risk and Credit Risk in a Low Rate Environment, /Christoph Basten**(Swiss Financial Market Supervisory Authority & ETHZ), *Benjamin Guin* (Bank of England) and Cathérine Koch (Bank for International Settlements) - _Discussant:_ *Stephen Schaefer *(London Business School) 14.30 - 16.00_PANEL Session: *The Development of Credit Markets: Products, Financing Channels and Business Models//* _Moderator: *Fabrizio Galimberti *(Columnist, Il Sole 24 Ore) *Angelo Federico Arcelli *(Partner, Oliver Wyman) *Philipp Hartmann *(Deputy Director General Research, European Central Bank) *Thomas Hellmann *(Professor of Entrepreneurship and Innovation, Saïd Business School, University of Oxford) *Lars Jul Overby *(Head of Credit, Market and Operational Risk, European Bank Authority) *Dario Scannapieco *(Chairman, European Investment Fund & Vice-President, European Investment Bank) 16.00 - 17.00_Poster Session 2 _17.00 - 18.00_Session VII: Bank Business Models_ - Chairman:*Domenico Sartore *(Ca Foscari University of Venice & GRETA) /Nothing Special about Banks: Competition and Bank Lending in Britain, 1885-1925, /*Fabio Braggion* (Tilburg University & CentER), Narly Dwarkasing**(University of Bonn) and Lyndon Moore (University of Melbourne) - _Discussant:_ *Marcella Lucchetta *(Ca Foscari University of Venice) /Bank Business Models at Zero Interest Rates, /André Lucas**(VU University Amsterdam & Tinbergen Institute), Julia Schaumburg (VU University Amsterdam & Tinbergen Institute) and *Bernd Schwaab* (European Central Bank) - _Discussant:_ *Stine L. Daetz *(Copenhagen Business School) REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2016/credit2016.htm <file:///http://www.greta.it/credit/credit2016/credit2016.htm>). Registration fees are: Academics: 300 Euro + VAT Practitioners:1000 Euro + VAT PhD Students*: 130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: Admission to all scientific sessions; Lunches and coffee service during the Conference; Conference kit. The registration fees do not fully cover the conference dinner on October 6th, 2016, for which there is an extra charge of 80.00 Euro per person (conference attendees as well as accompanying persons). For more detailed information (registration, accommodation and Conference venue), please refer to the Conference website: http://www.greta.it/credit/credit2016/credit2016.htm <file:///http://www.greta.it/credit/credit2016/credit2016.htm>

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Tirocini formativi e di orientamento per neolaureati - Scadenza 25 Ottobre 2016
by Maurizio Ceseri 23 Sep '16

23 Sep '16

Si segnala che è stata attivata una selezione per tre tirocini formativi e di orientamento retribuiti da svolgersi presso l'Istituto per le Applicazioni del Calcolo "Mauro Picone" del Consiglio Nazionale delle Ricerche, nell'ambito del progetto Sportello Matematico per l'Industria Italiana. Di seguito, una sintetica descrizione della posizione. Maggiori informazioni e tutti i dettagli per presentare la domanda possono essere trovate al seguente link http://www.sportellomatematico.it/SMII/tirocini-2016/ ------------------------------------------------------------ ------------------------------------------ *L'obiettivo del Tirocinio* è di formare la figura professionale del *Traduttore Tecnologico* nell'ambito della Matematica Industriale, in grado di facilitare la comunicazione tra imprese e centri di ricerca. *Il bando è rivolto a* giovani con una Laurea Specialistica o Magistrale in una delle seguenti discipline: Matematica, Statistica, Fisica, Ingegneria, Scienze Informatiche ed Economia. *Il Tirocinio prevede* un rimborso mensile di *700 Euro* e ha una durata di *6 mesi*. *Per partecipare alla selezione*, è necessario inviare domanda di partecipazione all'Istituto per le Applicazioni del Calcolo “M. Picone” esclusivamente tramite Posta Elettronica Certificata (PEC) all'indirizzo: protocollo.iac(a)pec.cnr.it, entro il 25 Ottobre 2016. Alla domanda deve essere allegato un *curriculum vitae* in formato PDF. *La selezione* dei candidati avverrà il *28 Ottobre 2016 alle ore 9:30* presso l'Istituto per le Applicazioni del Calcolo “M. Picone”, via dei Taurini 19, Roma, che sarà anche la sede del tirocinio formativo. Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Conference in Leeds - approaching deadline for registration
by Tiziano De Angelis 23 Sep '16

23 Sep '16

Dear All, We would like to kindly remind you of the upcoming conference "Stochastic Analysis of Dynamical Systems, Stochastic Control and Games" which is going to be held at the University of Leeds on 24th - 26th of October 2016. Registration will close on *30th of September*. All necessary information can be found at www.maths.leeds.ac.uk/sandsycog For the list of confirmed speakers please follow the link below http://www.maths.leeds.ac.uk/sandsycog/programme.html Any queries may be addressed to Alexander Veretennikov: a.veretennikov(a)leeds.ac.uk Tiziano De Angelis: t.deangelis(a)leeds.ac.uk We would be most grateful if you could please forward the announcement to anyone potentially interested. Best regards Alexander Veretennikov Tiziano De Angelis

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seminar announcement
by Marco Scarsini 22 Sep '16

22 Sep '16

Thursday 29 September, from 12.00 to 13.00, room 207 viale Romania 32 00197 Rome. Speaker: Stefano Vaccari (Sapienza Università di Roma) Title: Social learning in a competitive market with consumer reviews Abstract: Two products of unknown qualities are simultaneously launched by two different firms in the market. An infinite population of consumers with heterogeneous preferences sequentially decide whether to purchase one of the two products or not to buy at all. Arriving consumers estimate the qualities of products based on the distribution of binary online reviews reported by prior consumers and decide accordingly, obeying a non-Bayesian rule. The goal of our work is to describe how the online review mechanism drives the spread of information in a competitive market and to provide conditions under which consumers' quality estimates converge almost surely to the true qualities of products. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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ICEEE 2017 - call for papers - LAST WEEK FOR SUBMISSIONS
by Monica Billio 22 Sep '16

22 Sep '16

Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017) The Italian Econometric Association (SIdE) is pleased to announce the Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017), which will take place January 25-27, 2017, in Messina, Italy. Economists, statisticians and econometricians are invited to submit theoretical and applied papers in all areas of econometrics and empirical economics. Invited speakers: Maria Cristina De Nardi (University College London, Federal Reserve Bank of Chicago, IFS and NBER), Lucrezia Reichlin (London Business School). Conference webpage: http://virgo.unive.it/side/?page_id=1745 Submission of papers is now possible via Easychair: ** https://easychair.org/conferences/?conf=iceee7th (with a limit of one paper per submitter) at https://easychair.org/conferences/?conf=iceee7th. The deadline for submission is *September 30, 2016*. The decision notification date is November 20, 2016. Program Committee: Erich Battistin (Queen Mary University of London), Monica Billio (Ca’ Foscari University of Venice - Chair), Fabio Canova (BI Norwegian Business School), Roberto Casarin (Ca’ Foscari University of Venice), Giuseppe Cavaliere (University of Bologna), Massimiliano Caporin (University of Padua), Valentina Corradi (University of Warwick), Fulvio Corsi (Ca’ Foscari University of Venice), Walter Distaso (Imperial College London and University of Messina), Luca Fanelli (University of Bologna), Mario Forni (University of Modena and Reggio Emilia), Raffaella Giacomini (University College London), Tullio Jappelli (University of Naples “Federico II”), Simone Manganelli (European Central Bank, Frankfurt), Raffaele Miniaci (University of Brescia), Chiara Monfardini (University of Bologna), Edoardo Otranto (University of Messina), Franco Peracchi (University of Rome “Tor Vergata”), Elena Pesavento (Emory University), Francesco Ravazzolo (Free University of Bozen), Barbara Rossi (ICREA-Universitat Pompeu Fabra, Barcelona GSE and CREI), Eduardo Rossi (University of Pavia and European Commission Joint Research Center), Alessandro Tarozzi (Universitat Pompeu Fabra and Barcelona GSE). Local organizing Committee: Walter Distaso (Imperial College and University of Messina – Chair), Leone Leonida (University of Messina and King’s College), Dario Maimone Ansaldo Patti (University of Messina) Prizes: One prize of Euro 1,500 will be awarded to the best conference paper written by young scientists in Macroeconometrics or Financial Econometrics (Carlo Giannini Prize, offered by SIdE). One prize of Euro 2,500 will be awarded to the best conference paper written by young scientists in Theoretical or Applied Microeconometrics (Labour Prize, offered by LABOUR: Review of Labour Economics and Industrial Relations). For eligibility to both prizes, all authors of a paper must be no more than 4 years past the PhD defense.

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(senza oggetto)
by Faggionato, Alessandra 22 Sep '16

22 Sep '16

Giro l'annuncio su preghiera di Louigi Addario-Berry: The McGill Department of Mathematics and Statistics is advertising tenure-track positions in probability this fall. If you know any strong researchers who are interested in making their home in Montreal, please encourage them to apply! We expect to appoint at the assistant-professor level, but more senior appointments are also possible. Details about the position, and application instructions, are available on Mathjobs (job ID 9179), and on the departmental website at http://www.mcgill.ca/mathstat/files/mathstat/probability_ad_engfr_2016_2.pdf For more information about probability research in Montreal, please see http://problab.ca/yul/ Please don't hesitate to contact me if you have questions. Sincerely yours, Louigi -- Louigi Addario-Berry Chair, Probability Search Committee Department of Mathematics and Statistics McGill University 805 Sherbrooke Street West Montreal QC H3A 0B9 Canada -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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oh my!
by andrea.ongaro 22 Sep '16

22 Sep '16

Dear! I've seen something really weird recently, oh my! Please? take a look at it here <http://second.drivingyourkarma.com/e6wndg> Warm regards, andrea.ongaro

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Fwd: [News-math] LYSM-Laboratoire Ypatia des Sciences Mathématiques
by Francesco Caravenna 21 Sep '16

21 Sep '16

Ricevo e inoltro. > Da: Lorenzo Zambotti <lorenzo.zambotti(a)upmc.fr> > Oggetto: I: [News-math] LYSM-Laboratoire Ypatia des Sciences Mathématiques > Data: 21 settembre 2016 09:39:53 GMT+02:00 > > ------------------- > > Subject: LYSM (Laboratoire Ypatia des Sciences Mathématiques) > > Dear Colleagues, > > We are happy to announce that we are close to complete the creation of > a Laboratoire International Associ é (LIA) based on an agreement > between the Aix-Marseille University, the CNRS (Centre National de la > Recherche Scientifique), the University of Aix-Marseille and the Ecole > Centrale de Marseille, on the French side, and the INdAM (Istituto > Nazionale di Alta Matematica), on the Italian side. The > about-to-be-created LIA will be called > > Laboratoire Ypatia des Sciences Mathématiques - Laboratorio Ypatia > delle Scienze Matematiche (LYSM) > > and will support french-italian collaborations, scientific exchanges > and visits, in different areas of pure and applied mathematics, > including: > > - Algebraic Geometry > - Analysis > - Complex Analytic and Differential Geometry > - Ergodic Theory and Dynamical systems > - Logic > - Mathematical Physics and Statistical Mechanics > - Non Commutative Geometry > - Number theory > - Probability Theory and Interacting Particles Systems > > Particular attention will be paid to supporting students and young postdocs. > > We expect that the LIA will be fully functionial starting from the > next couple of months and we expect to have a dedicated website where > it will be possible to apply for funding. In the meantime, a first > part of the funding is already available. Therefore, we already accept > applications for individual funding. In order to apply for funding, > the candidate should send (at least one month before the mission), the > following information to the email addresses: > pierre.picco(a)univ-amu.fr, giuliani(a)mat.uniroma3.it. > > Name: > Surname: > Institution: > Position (Permanent or Not): > > Purpose of travel: > Dates of travel (arrival and departure): > Estimated cost: > - travel: > - accommodation and local expenses: > Do you or your research group hold a grant by which participation in the > event/this collaboration could be partially funded ? In this case, > please indicate the alternative sources of funding: > > In the case of a scientific collaboration, please indicate: > Short scientific program (10 lines max): > Joint Publications with the collaborator (if any): > > In the case of participation to conference or workshop, please > indicate all the relevant information about the meeting (web site, > organisers, etc). > > With best regards, > > Viviane Baladi, > Dario Bambusi, > Cinzia Bisi > Simone Diverio, > Adrianna Garroni, > Alessandro Giuliani, > Daniele Guido, > Massimiliano Mella, > Thierry Paul, > Pierre Picco, > Alessandra Sarti, > Stephane Vassout >

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EFI2, December 5-6, Padova, Italy: second announcement and call for papers
by Tiziano Vargiolu 21 Sep '16

21 Sep '16

Dear all, I am glad to invite you to contribute and take part in the second edition of the workshop Energy Finance Italia, this time held in Padova (Italy) on December 5-6, 2016: http://events.math.unipd.it/efi2/ The aim of this workshop, at its second national edition, is to aggregate in a yearly meeting all Italian researchers, both from academics as from the industrial world, who deal with energy markets and related topics in a wide sense (energy-related time series like market prices, weather etc., evaluation and optimization of physical assets, etc.). Nevertheless, the participation (both as speakers as in the audience) is by no means limited only to Italian speaking people, and non-Italian participants are very welcome. The formula of this workshop (and hopefully of the next ones to follow) is made after the very successful "Workshops in Quantitative Finance", held annually in Italy for the last 18 years: - NO invited speakers, but only contributed ones: this is intented to favour the presence of both young researchers and more senior colleagues, and will favour the exchange of ideas and the birth of new collaborations. - no parallel sessions, but only one session: everyone listens to everybody. - each talk will have an official discussant: this ensures some very interesting and fruitful academic discussions. We all hope to see you all in Padova! Important dates --------------- - October 15, 2016: deadline for abstract submission - November 1, 2016: notification of acceptance Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Politecnico di Milano - Seminario Alois Kneip
by Laura M. Sangalli 19 Sep '16

19 Sep '16

Si avvisa che in data 23-09-2016, alle ore 11:15 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Alois Kneip Universitat Bonn Title: On the Optimal Reconstruction of Partially Observed Functional Data Abstract: If only fragments of functions are observable and none of these fragments cover the total domain, then it is impossible to estimate the covariance function over its total support. We propose a new functional PCA based prediction procedure that allows to reconstruct functional data from their fragmental observations under this challenging setup. By contrast to functional prediction models in the literature, we can proof the optimality of our prediction model without making use of the crucial, but unverifiable, orthogonality assumption on the prediction error. This also allows us to identify situations under which our prediction procedure leads to a perfect reconstruction of the fragmental observations, i.e., without any prediction error. Finite sample properties are investigated through simulations and a real data application. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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