IWFSAS 2021: The Post-COVID Recovery and the Race to Net Zero: Implications for Financial Markets and Institutions

Posted on April 27, 2021August 31, 2021 by Madalina Patru

CfP Deadline Date: June 15, 2021 Conference Event: August 30-31, 2021 Event Location: online Keynote speaker(s): Andrew Karolyi (Cornell University) Organizer(s): Gustavson School of Business (University of Victoria), The Business School (formerly Cass), and the Euro-Mediterranean Economists Association (EMEA) The Sixth IWFSAS conference offers leading academics, practitioners and policymakers the opportunity to discuss innovative research[…]

2020 Federal Reserve Stress Testing Research Conference

Posted on April 22, 2021October 8, 2021 by Madalina Patru

CfP Deadline Date: June 15, 2021 Conference Event: October 7-8, 2021 Event Location: Online Organizer(s): The Federal Reserve invites researchers to submit academic research papers to be considered for presentation at a conference on the topic of stress testing. The conference will provide a forum for researchers in academic and policy institutions to discuss important[…]

2021 WE_ARE_IN Macroeconomics and Finance

Posted on April 20, 2021November 6, 2021 by Madalina Patru

CfP Deadline Date: June 4, 2021 Conference Event: November 4-5, 2021 Event Location: Frankfurt am Main, Germany Keynote speaker(s): Christine Lagarde Organizer(s): Centre for Economic Policy Research (CEPR) and the European Central Bank (ECB) The Centre for Economic Policy Research (CEPR) and the European Central Bank (ECB) are inviting submissions for their 2021 conference “WE_ARE_IN[…]

April 2021: Basel Committee publishes analytical reports on climate-related financial risks

Posted on April 20, 2021April 20, 2021 by Madalina Patru

by the Bank for International Settlements The two reports discuss transmission channels of climate-related risks to the banking system, and the measurement methodologies of climate-related financial risks. Climate risk drivers can be captured in traditional financial risk categories, but additional progress is needed to better estimate these risks. The reports provide a conceptual foundation for[…]

CFM Discussion Paper: Global Footprints of Monetary Policies

Posted on April 13, 2021 by Madalina Patru

Author(s): Silvia Miranda-Agrippino, Tsvetelina Nenova and Helene Rey Date: October 2020 Abstract: We study the international transmission of the monetary policy of the two world’s giants: China and the US. From East to West, the channels of global transmission differ markedly. US monetary policy shocks affect the global economy primarily through their effects on integrated[…]

SSRN Working Paper: Original Sin Redux

Posted on April 13, 2021April 13, 2021 by Madalina Patru

Author(s): Carol C. Bertaut, Valentina Bruno and Hyun Song Shin Date: April 2021 Abstract: We explore the relationship between portfolio flows and financial conditions by using a unique and comprehensive database of US investor flows into emerging market government bonds. We find that mutual funds display a more procyclical pattern of flows relative to other[…]

NBER Working Paper: Arbitrage Capital of Global Banks

Posted on April 13, 2021April 13, 2021 by Madalina Patru

Author(s): Alyssa G. Anderson, Wenxin Du and Bernd Schlusche Date: April 2021 Abstract: We show that the role of unsecured, short-term wholesale funding for global banks has changed significantly in the post-financial-crisis regulatory environment. Global banks mainly use such funding to finance liquid, near risk-free arbitrage positions—in particular, the interest on excess reserves arbitrage and[…]

Inflation and Business Cycle Dynamics in Open Economies

Posted on April 8, 2021October 8, 2021 by Madalina Patru

CfP Deadline Date: May 14, 2021 Conference Event: October 7-8, 2021 Event Location: Online Keynote speaker(s): Maurice Obstfeld (U.C. Berkeley) Silvana Tenreyro (London School of Economics) Organizer(s): Federal Reserve Bank New York The recent Covid-19 pandemic and resulting economic crisis highlighted the potentially fragile nature of globalization when confronted by a large shock. While the[…]

20th Annual Bank Research Conference

Posted on April 8, 2021December 4, 2021 by Madalina Patru

CfP Deadline Date: June 28, 2021 Conference Event: December 2-3, 2021 Event Location: Arlington, VA, USA Organizer(s): FDIC and the Journal of Financial Services Research The FDIC’s Center for Financial Research and the Journal of Financial Services Research (JFSR) invite submissions for the 20th Annual Bank Research Conference to be held in Arlington, Virginia on[…]

2021 CESifo Area Conference on Macro, Money, and International Finance

Posted on April 8, 2021July 24, 2021 by Madalina Patru

CfP Deadline Date: June 8, 2021 Conference Event: July 22-23, 2021 Event Location: Online Keynote speaker(s): Thomas Sargent (NYU) Organizer(s): CESifo CESifo invites submissions to the 2021CESifoArea Conference on Macro, Money, and International Finance. The purpose of this event is to bring together researchers who are working in the areas of macroeconomics and money to[…]