Call for participation CREDIT 2022 Long Run Risks - Random - Mailing list

23 Jul 2022


      21st INTERNATIONAL CONFERENCE
CREDIT 2022
*Long Run Risks *
Venice, Italy
22 –23 September 2022
*
*
*GRETA Associati* (Venice, Italy), *Algorand Foundation* (Republic of 
Singapore), *CRIF *(Bologna, Italy), *European Datawarehouse* 
(Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European 
Investment Fund *(Luxembourg) and *Intesa Sanpaolo* (Milan, Italy) are 
co-sponsors of 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 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)*
*
PROGRAMME
*Thursday, September 22, 2022**
*
*8.30 Registration*
*09.00 Welcome and Opening Remarks*
*09.15 Session I – CLIMATE RISK PRICING AND HEDGING**
*
* *Invited Talk: */TBA /- *Robert F. Engle*, New York University
  * /A Quantity-Based Approach to Constructing Climate Risk Hedge
    Portfolios/ - *Stefano Giglio*, Yale School of Management, New Haven
  * /Climate Linkers: Rationale and Pricing - /*Jean-Paul Renne*,
    University of Lausanne (join with Pauline Chikhani)
*11.00 Coffee break*
*
*
*11.30  Session II – CLIMATE CHANGE AND FINANCIAL STABILITY*/
/
* /The Shifts and the Shocks: Bank Risk, Leverage, and the
    Macroeconomy - /*Dmitry Kuvshinov*, Pompeu Fabra University,
    Barcelona (join with Björn Richter and Kaspar Zimmermann)
  * /Asset-level Climate Physical Risk Assessment and Cascading
    Financial Losses - /*Giacomo Bressan*, Vienna University of
    Economics and Business (join with Anja Duranovic, Irene Monasterolo
    and Stefano Battiston)
  * /Accounting for Climate Transition Risk in Banks’ Capital
    Requirements - /*Lucia Alessi*, European Commission - Joint Research
    Centre (join with Erica Francesca Di Girolamo, Andrea Pagano and
    Marco Petracco Giudici)
*13.00 Lunch*
*14.15 Session III – DISCLOSURE AND ESG INFORMATION*
* *Invited Talk*: /TBA - /*Lucrezia Reichlin*, London Business School
  * /TBA - /*Massimo Morini*, Algorand Foundation, Singapore
  * /Dynamic ESG Equilibrium - /*Andrea Tarelli*, Catholic University,
    Milan (join with Doron Avramov, Abraham Lioui, Yang Liu)
*16.30 Coffee break and POSTER SESSION I*
*
*
*17.15 Session IV – GREEN SECURITIES*/
/
* /The Optimal Design of Green Securities/ - *Adelina Barbalau*,
    University of Alberta, Edmonton (join with Federica Zeni)
  * /Borrower ESG Risks and ESG Disclosure and COST of Loan/ - *Yaorong
    Liu*, University of Edinburgh Business School (join with Yi Cao and
    Yizhe Dong)
  * /When Green Meets Green/ - *Roman Goncharenko*, KU Leuven, Brussels
    (join with Hans Degryse, Carola Theunisz and Tamas Vadasz)
***
**
**Friday, September 23, 2022*
*09.00 Session V – LONG RUN RISK IN A MACRO PERSPECTIVE**
*
* *Invited Talk*: /The CO2 Question: Technical Progress and the
    Climate Crisis - /*Marcin Kacperczyk*, Imperial College London
  * /A Preferred Habitat Model of Repo Specialness - /*Marti G.
    Subrahmanyam*, New York University (join with Ruggero Jappelli and
    Loriana Pelizzon)
  * /Macro Trends and Factor Timing - /*Alessandro Melone*, Vienna
    Graduate School of Finance (join with Carlo A. Favero and Andrea Tamoni)
*10.45 Coffee break*
*
*
*11.15 PANEL Session 1 – LONG RUN RISKS AND THEIR IMPLICATIONS FOR THE 
BANKING, INSURANCE AND FINANCIAL SECTORS*
*13.00 Lunch*
*14.15  Session VI - LONG RUN PORTFOLIO CHOICE*
* /Environmental Regulatory Risks, Firm Pollution, and Mutual Funds’
    Portfolio Choices - /*Simon Xu*, University of California at Berkeley
  * /Climate Change and Long-Horizon Portfolio Choice: Combining
    Insights from Theory and Empirics - /*Mathijs Cosemans*, Erasmus
    University, Rotterdam (join with Xander Hut and Mathijs van Dijk)
  * /Long Horizon Multifactor Investing with Reinforcement Learning -
    /*Ruslan Goyenko*, McGill University & Financial Innovations and
    Risk Management Labs, Montréal (join with Chengyu Zhang)
*15.45 Coffee break and POSTER SESSION II*
*16.30 Panel Session 2 - SAVE ENERGY FOR A SAFE FUTURE*
REGISTRATION
To register for the Conference, you are requested to complete the 
registration form available on our website: 
https://www.greta.it/index.php/it/credit-2022
*
**Participation is allowed both ONSITE and ONLINE.*
For the Registration Fees  and more detailed information, please visit 
the Conference website: https://www.greta.it/index.php/it/credit-2022.