Best Paper Awards – WINNERS 2023, 2022, 2021, 2020, 2019, 2018, 2017
IRMC Best Paper Award and Young Researcher Award
IRMC2023 Conference – Best Papers Awards
In occasion of the 16th Edition RBF Society has conferred the following awards:
- IRMC 2023 BEST CONFERENCE PAPER AWARD
- BEST MARKET-RISK RELATED PAPER
- BEST YOUNG RESEARCHER AWARD
The winners have been selected by an Award Review Committee sharing the € 1000 (for each winner paper) cash prize. The selection was made by a panel of six members of the Scientific Committee, including Edward Altman, Linda Allen, Massimo Mariani, Oliviero Roggi and Alessandro Giannozzi, who decided to award as
IRMC2023 Best Conference Paper – Nathan Foley-Fisher (Federal Reserve Board); Celso Brunetti (Federal Reserve Board); Stephane Verani (Federal Reserve Board) for their paper entitled “Measuring Interest Rate Risk Management by Financial Institutions”
Best Market-Risk Related Paper – Gerardo Palazzo (Banca d’Italia); Antonio Scalia (Banca d’Italia); Giulio Gariano (Banca d’Italia); Marco Fruzzetti (Banca d’Italia) for their paper entitled “The Cost of Unconventional Monetary Policy Measures: a Risk Manager’s Perspective”
Best Young Researcher – Franz J Hinzen (NYU Stern) for his paper entitled “Nonbank Market Power in Leveraged Lending”
Congratulation to the Authors!
IRMC2022 Conference – Best Papers Awards
In occasion of the 15th Edition RBF Society has conferred the following awards:
- IRMC 2022 BEST CONFERENCE PAPER AWARD
- BEST COVID-19 RELATED PAPER
- BEST YOUNG RESEARCHER AWARD
The winners have been selected by an Award Review Committee sharing the € 1000 (for each winner paper) cash prize. The selection was made by a panel of six members of the Scientific Committee, including Edward Altman, Linda Allen, Massimo Mariani, Oliviero Roggi and Alessandro Giannozzi, who decided to award as
IRMC2022 Best Conference Paper – Qian Yang (Michigan State University) for his paper entitled “Fat and Fatter: Monthly Crash Risk and Investor Trading“
Best COVID-19 Related Paper – Chinnaraja Chendur Pandian (Institute of Actuaries of India); Piyush Pandey (IIT Bombay) for their paper entitled “Performance of Volatility Asset as Hedge for investor’s portfolio against Tail Risk Events: COVID19 and 2008 Financial Crises“
Best Young Researcher – Christian Mücke (Leibniz Institute for Financial Research SAFE)*; Loriana Pelizzon (Leibniz Institute for Financial Research SAFE); Vincenzo Pezone (Leibniz Institute for Financial Research SAFE); Anjan Thakor (Washington University in St. Louis) for their paper entitled “The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments”
Congratulation to the Authors!
IRMC2021 Conference – Best Papers Awards
In occasion of the 14th Edition RBF Society and Classis Capital SIM have conferred the following awards:
- IRMC 2021 BEST CONFERENCE PAPER AWARD
- BEST COVID-19 RELATED PAPER
- BEST YOUNG RESEARCHER AWARD
The winners have been selected by an Award Review Committee sharing the € 1000 (for each winner paper) cash prize. The selection was made by a panel of six members of the Scientific Committee, including Edward Altman, Linda Allen, Riccardo De Lisa, Luca Piras, Oliviero Roggi and Alessandro Giannozzi, who decided to award as
IRMC2021 Best Conference Paper – Qian Yang (Michigan State University) for his paper entitled “Fat and Fatter: Monthly Crash Risk and Investor Trading“
Best COVID-19 Related Paper – Chinnaraja Chendur Pandian (Institute of Actuaries of India); Piyush Pandey (IIT Bombay) for their paper entitled “Performance of Volatility Asset as Hedge for investor’s portfolio against Tail Risk Events: COVID19 and 2008 Financial Crises“
Best Young Researcher – Christian Mücke (Leibniz Institute for Financial Research SAFE)*; Loriana Pelizzon (Leibniz Institute for Financial Research SAFE); Vincenzo Pezone (Leibniz Institute for Financial Research SAFE); Anjan Thakor (Washington University in St. Louis) for their paper entitled “The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments”
Congratulation to the Authors!
Global Virtual Conference – Paper Awards
In occasion of the 13th Edition RBF Society and Classis Capital SIM have conferred the following awards:
- BEST COVID-19 RELATED PAPER
- IRMC2020 BEST CONFERENCE PAPER
- BEST YOUNG RESEARCHER
The winners have been selected by an Award Review Committee sharing the € 1000 (for each winner paper) cash prize. The selection was made by a panel of four members of the Scientific Committee, including Edward Altman, Menachem Brenner, Linda Allen, Zvi Wiener and Giampaolo Gabbi, who decided to award as
IRMC2020 Best Conference Paper – Jan Christian Bauer and Markus Huggenberger (University of Mannheim) for their paper entitled “Option-Implied Solvency Capital Requirements“
Best Young Researcher – Marco Brianti (Boston College) for his paper entitled “Financial and Uncertainty Shocks”
Best COVID-19 Related Paper – Davide Tomio (Darden School of Business), Patrick Augustin (McGill University), Valeri Sokolovski (HEC Montreal), Marti Subrahmanyam (NYU Stern School of Business) for their paper entitled “In Sickness and in Debt: The COVID-19 Impact on Sovereign Credit Risk“
Congratulation to the Authors!
In occasion of the 12th Edition RBF Society and Classis Capital SIM have conferred the IRMC2019 Best Conference Paper Award and the Young Researcher Award. The winners have been selected by an Award Review Committee and declared at the Gala dinner, sharing the € 1500 (for each winner paper) cash prize. The selection was made by a panel of four members of the Scientific Committee, including Edward Altman, Menachem Brenner, Maurizio Dallocchio and Giampaolo Gabbi, who decided to award as
Best Paper – Davide Avino (University of Liverpool), Enrique Salvador (Jaume I University) for their paper entitled “Contingent Claims and Hedging of Credit Risk with Equity Options“
Young Researcher Award – Dario Ruzzi (University of Bristol) for his paper entitled “The Impact of Equity Tail Risk on Bond Risk Premia: Evidence of Flight-to-Safety in the U.S. Term Structure“
Congratulation to the authors!
In occasion of the 11th Edition RBF and Classis Capital SIM have conferred for two outstanding conference papers the IRMC2018 Best Paper Awards, one for the Best Conference Paper and one for the Best Paper on Credit Risk. The winners were selected by an Award Review Committee and could share € 1500 (for each winner paper) cash prize.
Best Paper – Yehuda Izhakian (Baruch College) and Richard Herron (Babson College) for their paper entitled “Ambiguity, Risk, and Payout Policy“
Best Paper on Credit Risk – Pablo García Estévez and Milka Dimitrova (CUNEF, Spain) for their paper entitled “The Costs of Bankruptcy Across Industries“
Congratulation to the authors!
In occasion of the 10th Celebrative Edition RBF and Classis Capital SIM have conferred the IRMC2017 Best Paper Award. The winners have been selected by an Award Review Committee and declared at the Gala dinner, sharing the € 3000 cash prize.
For the first time a paper of excellent distinction has been selected for the Best Paper Award. The selection was made by a panel of three members of the Scientific Committee, including Linda Allen, Zvi Wiener and Menachem Brenner, who decided to award Cecilia Caglio – Matt Darst – Eric Parolin for their paper entitled “Half-full or Half-empty? A Direct Test of the Impact of CDS Trading on Corporate Credit Risk“.
In this paper the authors test how the CDS position of banks affect underlying CDS reference entity credit risk. The study uses unique supervisory data to match U.S. bank CDS transactions with corporate debt holdings. Their results suggests that credit risk in not adversely affected when banks purchase credit protection.
Congratulation to the authors!