Next May 20th, the Financial Mathematics and Computation Cluster (FMCC) will again hold a conference on financial risk modeling of European investable assets (see below). Once again the conference will be held in Dublin, Ireland, poster child for the flaws in Eurozone financial risk architecture. As was the case last year, we hope to attract papers covering the full span of Eurozone risk modeling and analysis. In addition to the Call for Papers, the FMCC is actively seeking industry partners for this conference and our other research-practitioner outreach programmes. For more details contact firstname.lastname@example.org or email@example.com.
Call for Papers:
Rethinking Financial Risk Analysis for the Eurozone
A joint academic-practitioner conference will be held at the Irish Institute of Bankers, IFSC, Dublin, Ireland on Friday May 20th, 2011, organized by the Financial Mathematics and Computation Cluster (FMC2) at University College, Dublin and the Department of Economics, Finance & Accounting at NUI Maynooth. During the run-up to the 1999 launch of the euro, there was a spirited discussion about the likely changes to the financial risk profile of European investable assets under the new currency regime. After twelve years of experience it is time to re-evaluate theories and evidence regarding changes to investment risk under the Euro currency. Possible presentation topics include:
* Volatility migration between asset classes under a fixed currency regime
* Volatility spillovers and crisis contagion
* Modelling tail risk and co-movement in eurozone investable assets
* No-bailout commitments and credible alternatives
* Eurozone credit flows and regional instability
* Regional asset bubbles in a currency zone
Please send papers or detailed proposals by March 31st 2011 at the latest to Irene.firstname.lastname@example.org; all papers must be submitted electronically, in adobe pdf format; only one paper may be submitted by any one applicant. The academic coordinator for the conference is Gregory Connor, who can be contacted at Gregory.email@example.com. To encourage early submissions, papers received earlier than the March 31st deadline will be reviewed promptly. There are no submission fees or attendance fees for the conference. We are grateful to the Science Foundation of Ireland and the Irish Institute of Bankers for their generous support of this conference. The Financial Mathematics Computation Cluster (FMC2) is collaboration between University College Dublin, NUI Maynooth, Dublin City University and industry partners, with support from the Science Foundation of Ireland.