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Workshop on Default Risk and Financial Distress

Qui? Finance
Quand ? 13/09/2007 au
14/09/2007 18:00
Où ? IAE/IGR de Rennes, France
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The Department of Finance, University of Rennes 1, The CREM and the IAE de Rennes announce a call for papers for a workshop on “Default Risk and Financial Distress” in cooperation the EIASM of Brussels. Potential topics include, but are not limited to the following:
Bankruptcy and Financial Reorganization Games
Debt and Equity Pricing with Default Risk
Credit Risk Insurance and SME Loans Portfolios
Default Risk, Value at Risk and Extreme Value Theory
Credit Risk Derivatives and Ratings
Fair Value, Accounting and Default Prediction

Purpose and Program
The purpose of this workshop is to provide a forum for academics involved in any areas of the default and credit risks and interested to present recent research to a small audience of their peers. The aim is to have 12-15 presentations and an equal number of discussants during the program, with enough time for an in-depth discussion of each paper. Participants are expected to arrive the day before the workshop.
The presentations will begin on Thursday morning September 13 and end on September 14 at 4.15 pm. There will be no parallel sessions, and all participants are expected to play an active role in the different sessions.

The deadline for submission of papers is March 30, 2007.

Authors should submit their papers electronically to:

Franck Moraux patrick.navatte@univ-rennes1.fr
Patrick Navatte patrick.navatte@univ-rennes1.fr

Members of the Advisory Board will select about 15 papers for presentation. Authors will be notified regarding their acceptance or rejection at the latest, on the 15th of May, 2007.

The Advisory Board
Van Wymeersch, Université de Namur.
Peter Pope, Lancaster University.
Patrick Navatte, Université de Rennes 1,
Franck Moraux Université du Maine.
Pascal Francois HEC Montréal

Location
The workshop will be held at IAE/IGR de Rennes,
11 rue Jean Macé 35000 Rennes (France).

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