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), *European Investment Fund* (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), *Marcin Kacperczyk *(Imperial College London) 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 and EDHEC-Risk Climate Impact Institute (ERCII))* • 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:
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Monica Billio