• Institution WU Vienna - WU Gutmann Center
  • Event Type Conference
  • Date June 10, 2013 - June 11, 2013
  • Time 09:00 am - 05:30 pm - one day conference
  • Venue WU Vienna, Festsaal, UZA 1, Augasse 2-6
  • Location 1090 Vienna (Austria)
  • Details

    THE WU GUTMANN CENTER FOR PORTFOLIO MANAGEMENT IS PROUD TO INVITE TO ITS SEVENTH SYMPOSIUM: Recent years have shown a widespread and largely unexpected increase in sovereign credit risk. Its consequences still affect financial markets, the investment industry and economies around the world. The associated challenge to understand its origins and to investigate its consequences is still a major subject of political, economic and scientific debate, which may well last for another couple of years. The main purpose of the WU Gutmann Symposium 2013 is to discuss various dimensions of sovereign credit risk and its implications for asset management. **PROGRAM** THE DYNAMICS OF SOVEREIGN CREDIT RISK, Alexandre Jeanneret, HEC Montréal THE WORLD PRICE OF CREDIT RISK, Gergana Jostova, George Washington University SOVEREIGN BOND RISK PREMIUMS, Engelbert J. Dockner, WU THE ASSET PRICING IMPLICATIONS OF GOVERNMENT ECONOMIC POLICY UNCERTAINTY, Jonathan Brogaard, University of Washington SOVEREIGN DEBT RATING CHANGES, INSTITUTIONAL QUALITY AND THE STOCK MARKET, George P. Nishiotis, University of Cyprus THE SYSTEMIC RISK OF EUROPEAN BANKS DURING THE FINANCIAL AND SOVEREIGN DEBT CRISES, Xin Huang, University of Oklahoma GOVERNMENT GUARANTEES AND FINANCIAL STABILITY , Agnese Leonello, University of Pennsylvania THE “GREATEST” CARRY TRADE EVER? UNDERSTANDING EUROZONE BANK RISKS, Sascha Steffen, European School of Management and Technology, Berlin SAFER RATIOS, RISKIER PORTFOLIOS: BANKS’ RESPONSE TO GOVERNMENT AID, Denis Sosyura, University of Michigan SOVEREIGN BOND AND CREDIT DEFAULT SWAP MARKETS, Batchimeg Sambalaibat, Carnegie Mellon University THE EXODUS FROM SOVEREIGN RISK: SOVEREIGN CEILING VIOLATIONS IN CREDIT DEFAULT SWAP MARKETS, Jongsub Lee, University of Florida CREDIT-RISK VALUATION IN THE SOVEREIGN CDS AND BONDS MARKETS: EVIDENCE FROM THE EURO AREA CRISIS,Sergio Mayordomo, University of Navarra

  • Booking Details

    **PLEASE REGISTER not later than June 5, 2013**: gutmann-center@wu.ac.at Participation is free of charge

  • Cost (USD) participation is free of charge - registration required
  • Registration Deadline06-05-2013
  • Website http://www.wu.ac.at/gc/whatwedo/bridging/symposia
  • Contact WU Gutmann Center for Portfolio Management - Dorothea Grimm
  • Email gutmann-center@wu.ac.at
  • Phone +43-1-31336-4244
  • Share Event

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