Credit Risk over the Business Cycle Deutsche Bundesbank – FRIC Center – CEPR conference

The Deutsche Bundesbank is organising this year's annual autumn conference on “Credit Risk over the Business Cycle” together with the Center for Financial Frictions (FRIC) and the Centre for Economic Policy Research (CEPR). The event will be held in a virtual format on 27-28 September 2021. The organising committee invites submissions of high-quality theoretical or empirical research papers on financial intermediation. In particular, the conference calls for papers covering topics on financial intermediation and credit risk, including (but not limited to)

  • COVID-19, zombie lending, and non-performing loans
  • Accounting and credit risk (e.g. IFRS 9, US GAAP CECL)
  • Developments in risk determinants (e.g. climate risk, sustainability, political risks)
  • Cyclical risks
  • Developments in credit risk measurement (e.g. big data, machine learning)
  • Interaction between monetary policy and credit risk
  • Sovereign credit risk
  • Regulation of credit risk
  • Credit risk modelling

The conference will feature virtual plenary sessions with keynote speeches by Darrell Duffie (Stanford University) and Manju Puri (Duke University) and a dinner speech by Joachim Wuermeling (Member of the Executive Board of the Deutsche Bundesbank).