Banca d'Italia and the International Monetary Fund are organizing a research conference, to be held in Venice on 13-14 June 2024, on the integration of sustainability profiles in the credit risk assessment of non-financial firms.
The conference welcomes contributions investigating how sustainability factors, especially climate change and environmental issues, can be integrated in credit risk assessment; the challenges associated to data gaps and to the usage of available information; the steps ahead in the development of quantitative and qualitative methodologies; the measurement of the impact of sustainability factors on the default probability and the loss given default of firms.
Paper submission: Interested authors should submit a complete paper in PDF format to Sustainability.Conference.Venice@bancaditalia.it by 4 February 2024 according to the Call for papers. Decisions of acceptance by the Program committee will be announced by 8 March 2024. Final versions of accepted papers should be submitted by end of April 2024.
