21st INTERNATIONAL CONFERENCE
CREDIT 2022
Long Run Risks
Venice, Italy
22 –23 September 2022
GRETA Associati (Venice, Italy), CRIF (Bologna,
Italy), European Datawarehouse (Frankfurt, Germany), European
Investment Bank (Luxembourg) and Intesa Sanpaolo
(Milan, Italy) are partners in organising a Conference to be held
in Venice on September 22-23, 2022.
The Conference CREDIT 2022 will bring together academics,
practitioners and PhD students working in various areas of
financial and credit risk with the aim to create a unique
opportunity for participants to discuss research progress and
policy and industry-relevant insights as well as directions for
future research.
CREDIT 2022 is the twenty-first in a series of events
dedicated to various aspects of credit risk and organised under
the auspices of the Department of Economics and VERA -
Venice centre in Economic and Risk Analytics for public policies
- of the Ca’ Foscari University of Venice, ABI - Italian
Banking Association, AIAF - Associazione Italiana per l'Analisi
Finanziaria, and AIFIRM - Associazione Italiana
Financial Industry Risk Managers.
The theme of this year’s conference brings the attention on long run
risks, whose notion is multifaceted, but whose impact is becoming
more and more evident and is receiving attention both at political
and regulatory level.
The organizers encourage submissions on any topic within the
overall theme of the conference and in the following areas in
particular:
• Long Run Risks: Modelling; Backtesting and Validation; ESG
Risks for significantly wider time horizons with respect to the most
traditional financial risks (Market, Credit, etc.)
• Long Run Investments and Portfolios: Illiquidity premium in the
short vs the long run; Investment risk in real assets: Focus on Real
Estate risk; Investment policies for Insurance and Pension Funds;
Private vs Public Markets in long run portfolios, the role of
Private Equity and the contribution to Venture Capital; Fintech for
Sustainability
• Long Run Business Strategies: Sustainability Plans;
Restructuring of Production Processes; Mitigation of Climate
Physical and Transition Risks
• Long Run Climate Policies: New regulatory actions to reduce
emissions of air pollutants and greenhouse gases; New financial
regulations to promote the Low-Carbon Transition at public and
private level
• Socio-economic Stability in the Long Run: Inflation dynamics;
Impact of transition costs from an economic and social point of
view; New measures to manage migrations due to Climate Change
• Long Run Market Information and Disclosure: International
Financial Reporting Standards; International Accounting Standards;
Long Run Financial Regulation (Banks, Insurers, Funds)
The final program will include both submitted and invited papers.
Acceptances received so far from invited speakers include Robert
Engle (Stern Business School, New York University) and
Lucrezia Reichlin (London Business School). The Conference
will also feature panel discussions on researchers',
practitioners' and policy makers’ views of the major issues at
stake
The SCIENTIFIC COMMITTEE for the Conference consists of:
• Stefano Giglio (Yale School of Management, Programme
Chair)
• Monica Billio (Ca’ Foscari University of Venice &
GRETA)
• Francesca Campolongo (Joint Research Center, European
Commission)
• Helmut Kraemer-Eis (European Investment Fund)
• Jan Pieter Krahnen (Leibniz Institute for Financial
Research SAFE & Goethe University, Frankfurt)
• Elisa Luciano (University of Torino & Collegio Carlo
Alberto)
• Irene Monasterolo (EDHEC Business School & EDHEC-Risk
Institute, Nice)
• Steven Ongena (University of Zurich, Swiss Finance
Institute, KU Leuven & CEPR)
• Stephen Schaefer (London Business School)
• Claudio Tebaldi (Bocconi University)
CALL FOR PAPERS
Those wishing to present a paper at the Conference should submit
by May 31, 2022 to the address given below (preferably in
electronic format). Please indicate to whom correspondence should
be addressed. Decisions regarding acceptance will be made by June
30, 2022. The final version of accepted papers must be
received by August 31, 2022.
Please send papers to:
GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY
Phone : +39 041 5238178 - e-mail: credit@greta.it
More detailed information available on the Conference website: