|
Poster session 2
Friday, September 29 2017
Limits to Arbitrage in the Foreign Exchange Market: Evidence from FX Trade Repository Data, Gino Cenedese (Bank of England), Pasquale Della Corte (Imperial College London & CEPR) and Tianyu Wang (Imperial College London)
|
| |
Euro Area Banks’ Interest Rate Risk Exposure to Level, Slope and Curvature Swings in the Yield Curve, Daniel Foos (Deutsche Bundesbank), Eva Lütkebohmert (University of Freiburg), Mariia Markovych (University of Freiburg) and Kamil Pliszka (Deutsche Bundesbank)
|
| |
Loss Functions for Loss Given Default Model Comparison, Christophe Hurlin (University of Orléans) Jérémy Leymarie (University of Orléans), and Antoine Patin (University of Orléans) |
| |
The Impact of Loan Loss Provisioning on Bank Capital Requirements, Steffen Krüger (University of Regensburg), Daniel Rösch (University of Regensburg) and Harald Scheule (University of Technology in Sydney)
|
| |
Validating Point-in-Time vs. Through-the-Cycle Credit Rating Systems, Manuel Mayer (Oesterreichische Nationalbank), Florian Resch (Oesterreichische Nationalbank) and Stephan Sauer (European Central Bank)
|
| |
Do Negative Interest Rates Make Banks Less Safe?, Federico Nucera (LUISS Guido Carli University), André Lucas (Vrije Universiteit Amsterdam), Julia Schaumburg (Vrije Universiteit Amsterdam) and Bernd Schwaab (European Central Bank)
|
| |
Corporate Bond Dealers’ Inventory Risk and FOMC, Alessio Ruzza (University of California Berkeley, Università della Svizzera Italiana & Swiss Finance Institute) and Wojciech Zurowski (Università della Svizzera Italiana & Swiss Finance Institute)
|
|
|
|
