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Keynote Speaker: Kose JOHN
Kose JOHN is the Charles William Gerstenberg Professor of Banking and Finance at New York University Stern School of Business and teaches courses in corporate finance.
Date: December 19-20, 2014
Place: Xiamen University, Fujian, China
Theme: Financial Innovations and Bank Regulation
Program: Click here
Paper Download : Click here
The recent crisis has revolutionized how risk management is conducted and banks are regulated. EC and US regulators have worked hard on a new set of regulations that can not only prevent a similar crisis from happening but also help build a better, healthier financial industry.
We look for a wide variety of bank regulation topics in areas such as market risk, credit risk, liquidity risk, capital, and stress testing. We also encourage papers that address new financial innovations in the post-crisis era. We seek papers that study theoretical as well as methodological developments under new regulation. Empirical examinations of models are also welcomed.
Suggestive topics (but not limited to) of interest are:
• Stress test
• Assessment of quality of capital
• Risk retention
• QM (qualified mortgages) and QRM (qualified residential mortgages)
• Scenario analysis
• Liquidity risk measurement
• Reverse stress test
• Short term liquidity versus long term funding
• Sustainability management
• Large scale data analysis
SPECIAL ISSUE IN JOURNAL OF BANKING AND FINANCE
Papers that are accepted to the conference can be considered for publications in a special issue of the Journal of Banking and Finance. A separate submission is necessary (JBF will have a special issue selection on the journal’s submission website) by January 31, 2015.
EXPENSES
Fordham University may cover part of travel and accommodation expenses for the authors of selected papers.
The Wang Yanan Institute for Studies in Economics (WISE) and the Department of Finance at Xiamen University would provide logistic support and partial coverage of accommodation and local expenses. |
