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Doctoral Program in Finance

Research Seminar BBLS Banking and Finance - Fall Term 2015

Monday, 12:15-13:00

Program (PDF, 65 KB)

Date Speaker Topic
14.09 Thi Quynh Anh Vo Leverage and the Management of Liquidity Risk in Banking
21.09 CANCELLED
28.09 Steffen Schuldenzucker Consistency of Bank Defaults in Financial Networks with Derivatives
05.10 Egor Maslov The Macroeconomic Effects of Banking Integration in General Equilibrium
12.10 Luca Mazzone Heterogeneous Firms and Krusell-Smith Algorithm: an Application
19.10 Adriano Tosi Large Scale Portfolio Optimization Using COMFORT-PCA
26.10 Diana Festl-Pell Who takes ESG Risk seriously? The Impact of Business Model Characteristics and Policy Initiatives on the ESG Risk Management of G-SIFIs
02.11 Michele Doronzo Risky asset allocation across the cycle from the perspective of Insurance Asset Management
09.11 Andrada Bilan Bank Capital Structure and Lending : Evidence from the Funding of Corporate Pension Funds
16.11 Nikola Vasiljevic Option-Implied Intra-Horizon Risk and First-Passage Disentanglement
23.11 Peter Koudijs Marrying for Money: Evidence from Changes in Marital Property Laws in the U.S. South, 1840-1850
30.11 Felix Stang Robust Hedging considering Transaction Costs
07.12 Fulvia Fringuellotti Model Risk Adjustments for Regulatory Capital Calculations
14.12 Jakub Rojcek Price Impact of Aggressive Liquidity Provision

Weiterführende Informationen

Location

Plattenstrasse 14, 8032 Zurich
Room: PLM 103/104

Scientific Coordinator

Organizer

Mira Jovanovic-Ratkovic
mira.jovanovic[at]bf.uzh.ch