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 into the credit risk assessment of non-financial firms. The conference will be hosted at Banca d'Italia's branch in Palazzo Dolfin Manin, Calle Larga Mazzini, 4799/a San Marco. Participation will be possible in person and via a web connection.
The conference welcomes contributions investigating how sustainability factors, especially climate change and environmental issues, can be integrated into credit risk assessment; the challenges associated with data gaps and with the use of the information available; the steps ahead in the development of quantitative and qualitative methodologies; and the measurement of the impact of sustainability factors on the default probability and the associated losses for 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 instructions. Decisions on acceptance by the Conference committee will be announced by 8 March 2024. The final versions of accepted papers should be submitted by the end of April 2024.
Registration: Participants in person and via web should register with a message to the above email address by 22 March 2024. Participation in person will be accepted depending on the availability of places.