Stuttgart, Germany, February 23-25, 2011

The range of products available to retail investors and the total trading volume in retail investment products has grown dramatically. Banks and financial intermediaries offer investment products and services that are designed to provide retail investors with a greater choice of investment strategies and protect investors from losses. The European Retail Investment Conference (ERIC) invites submissions that investigate retail products and services, the impact of technology on retail investors, investors’ decision-making, investor protection schemes, and market microstructure.

The paper submission deadline is November 8, 2010. Keynote Speaker will be Terrance Odean from the University of California, Berkeley. A 500 EUR prize for the best doctoral student paper will be awarded.  More information can be found on www.retailinvestmentconference.org or in the Call for Papers.

International Conference on
CREDIT ANALYSIS

CALL FOR PAPERS and ABSTRACTS
International Conference on
CREDIT ANALYSIS
(July 21-23, 2011, Rochester, Michigan)

Selected papers will be invited for submission to a special issue of the Journal of Credit Risk.

Aim:
The recent global financial crisis has exposed a weakness in credit analysis in the financial system. This conference is intended to expand the knowledge of credit analysis through discussion of existing models of analyzing credit risk and the encouragement of further development of such models.
The conference will include experts from both academia and industry talking on the subject of credit analysis and how processes for the evaluation of credit can be improved. While a significant portion of the conference will be related to such speakers and panel discussions that will be opened up to the floor, research papers on credit analysis are also being invited for presentation.
Attendance or participation for any portion of the conference is likely to be beneficial to all.

Research Papers and Abstracts Solicited:
Especially welcome are structural models designed to detect the capacity of debtors to make mandatory cash payments on their liabilities. However, reduced form statistical models that estimate the probability of bankruptcy are also welcome, particularly if they can be integrated with parameters that incorporate human judgment, such as with respect to forecasting. Methods of estimating the payoff on debts in default are also valuable, whether they are based on a fundamental analysis of the priority of claims in bankruptcy or draw exclusively on statistical relationships and agency credit ratings.
Also invaluable are any theoretical or empirical models that estimate the systematic risk of debts and the premium required for such systematic risk. Further work on analyzing the premium required for the illiquidity of individual debts is also important. Papers analyzing the effect of other factors on the required return on debts subject to default risk are also very welcome for this conference on credit analysis, including investigations into the premium yields required for call or prepayment risks.

Abstracts and Papers on Related Topics Welcome:
•    Credit analysis and credit ratings
•    Credit portfolio models and limitations
•    Credit derivatives (including CDOs, CLOs, CMOs, and CDSs)
•    Securitization and structured finance
•    Model risk in credit models
•    The future of regulation

Keynote Speakers:
Sean Keenan (GE Capital) on practical analysis of individual loans and credits
Uday Rajan (University of Michigan) on the importance of using “soft” information in credit analysis
Erik HeitField (Federal Reserve Bank) on the limitations of using only statistics in credit analysis


Other Speakers include:
Lawrence Mielnicki (PNC)
Patrick Sperti (Fifth Third Bank)
Joseph Breeden (Strategic Analytics)


Format:
Speeches from financial practitioners on methods of evaluating credit risk, panel discussions that will feature a mix of experts from both academia and practice, and presentations of research on credit analysis. The registration fee of $195 permits attendance and discussion at all workshops and events that include a choice of different topics and papers for each time slot for the Thursday-Saturday conference (July 21-23, 2011).

Location: Rochester, Michigan (sponsored by Oakland University), in a charming suburb of Detroit, which itself is only a river tunnel ride away from Canada.

Paper and Abstract Submissions:
Submissions of both completed papers and abstracts are welcome. Accepted papers will be presented in half hour time slots, with questions and discussion being allowed throughout that time. The goal of the conference is to open up an urgently needed information flows between academics and practitioners in the vital area of credit analysis, thereby generating new lines of communication and revolutionary ways of thinking, as well as novel ideas.
Authors wishing to submit their presented ideas as a paper for consideration for publication in the special issue of the Journal of Credit Risk will be allowed and encouraged to revise their work after the conference to take advantage of the productive flow of ideas there.

Send your abstract or paper to:
Austin Murphy ( Diese E-Mail-Adresse ist gegen Spambots geschützt! JavaScript muss aktiviert werden, damit sie angezeigt werden kann. )

Deadline:
Deadline for paper submission is March 15, 2011. Authors will be notified by April 15, 2011. Deadline for registering is June 15, 2011.


Program Co-Chairs:
J. Austin Murphy (Oakland University); for submissions and information:
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Daniel Rösch (Leibniz University of Hannover); for information:
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Harald Scheule (The University of Melbourne); for information:
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Members and friends of the Midwest Finance Association are invited to submit papers to be considered for presentation at our 60th Annual Meeting in Chicago, Illinois. Papers on any topic related to finance will be considered. You are also invited to volunteer to participate as discussants, session chairs, and members of the program committee. The paper submission deadline is September 15, 2010. Further details are available on the conference website.

WU (Vienna University of Economics and Business) wishes to build up research expertise in the field of endowment management. WU is convinced that a sound understanding of the management and administration of university endowments contributes strongly to the competitiveness of educational institutions. Given this background WU is inviting applications for the position of a Full Professor of Endowment Management at the Department of Finance, Accounting and Statistics. The position is fully funded through a donation from a sponsor and will first be granted for a five years’ period.

For further details on required qualifications and other information, please see http://www.wu.ac.at/jobs.

Applications must be submitted by September 17th, 2010.

Im Rahmen der Jahrestagung der DGF findet an der Universität Hamburg ein eigenes Seminar für fortgeschrittene Doktoranden am Donnerstag, 7. Oktober 2010, statt. Bewerbungsschluss ist der 31. Juli 2010. Weitere Informationen können der Ankündigung entnommen werden.