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.
征稿信息
重要日期
2014-07-31
初稿截稿日期
征稿范围
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 r
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