VINS Fifth Annual Conference

Topic: 
Credit Risk in a New Era
Date & Time: 
Friday, November 22, 2019 - 08:00 to 17:30
Speaker: 
Professor Robert Engle
Location: 
Auditorium, NYU Shanghai, 1555 Century Avenue, Pudong, Shanghai, China, 200122

The Fifth Annual Volatility Institute Conference at NYU Shanghai

 “Credit Risk in a New Era”

November 22, 2019

Shanghai, China

ORGANIZERS:

Volatility Institute at NYU Shanghai

 

KEYNOTE SPEAKER:

Robert Engle

2003 Nobel Laureate in Economics

Professor of Finance at NYU Stern School of Business

 

Jin-Chuan DUAN
Jardine Cycle & Carriage Professor of Finance
National University of Singapore

 

CONFERENCE THEME

In an era of growing geopolitical risks, regulation changes and new technology shocks, credit risk measuring, modeling and management are important yet challenging to risk managers, rating agencies and regulators. This is especially true to investors in China bond market, the world’s 3rd largest bond market. While recent regulation changes and competitive yields in China bond market are appealing, credit risk remains to be an important concern to international investors. The conference would like to invite submissions on credit risk of both sovereigns and individual firms. The papers that focus on China bond market are strongly encouraged.

CONFERENCE PROGRAM

 

RSVP required

Registration will be closed at 17:00 on November 21, one day before the event.

CONFERENCE SCIENTIFIC COMMITTEE

Professor Yakov Amihud, NYU Stern School of Business, New York City, United States
Professor Menachem Brenner, NYU Stern School of Business, New York City, United States

Professor Jennifer Carpenter, NYU Stern School of Business, New York City, United States
Professor Robert Engle, NYU Stern School of Business, New York City, United States
Professor Stephen Figlewski, NYU Stern School of Business, New York City, United States
Professor Hua He, Cheung Kong Graduate School of Business, Beijing, China
Professor Matthew Richardson, NYU Stern School of Business, New York City, United States
Professor Marti Subrahmanyam, NYU Stern School of Business, New York City, United States
Professor Qian Sun, Fudan University, Shanghai, China
Professor Jianye Wang, Volatility InstituteNYU Shanghai, Shanghai, China
Professor Yexiao Xu, University of Texas at Dallas, Dallas, United States
Professor Hong Yan, Shanghai Advanced Institute of Finance at Shanghai Jiao Tong University, Shanghai, China
Professor Chu Zhang, Hong Kong University of Science and Technology, Hong Kong, China
Professor Harold Zhang, University of Texas at Dallas, Dallas, United States
Professor Zhenlong Zheng, Xiamen University, Xiamen, China

CONTACT INFORMATION

Email: vins@nyu.edu

Telephone: +86 2059 5745

Address: Room 1118, NYU Shanghai, 1555 Century Avenue, Pudong, Shanghai, China, 200122

Event Types: 
Workshops & Conferences