Day: September 30, 2024

11th International Conference on Sovereign Bond Markets: Sailing in Calm and Stormy Waters

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CfP Deadline: December 15, 2024 Conference Event: June 10-11, 2025 Event Location: Venice, Italy Organizer(s): Bank of ItalyBank of CanadaDeutsche BundesbankEuropean Central BankImperial College | Brevan Howard Centre for Financial AnalysisLeibniz Institute for Financial Research SAFELondon Business School | AQR Asset Management InstituteNYU Stern | Volatility and Risk Institute. Description: Submission: Those wishing to present[…]

11th International Conference on Sovereign Bond Markets: Sailing in Calm and Stormy Waters

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CfP Deadline: December 15, 2024 Conference Event: June 10-11, 2025 Event Location: Venice, Italy Organizer(s): Bank of ItalyBank of CanadaDeutsche BundesbankEuropean Central BankImperial College | Brevan Howard Centre for Financial AnalysisLeibniz Institute for Financial Research SAFELondon Business School | AQR Asset Management InstituteNYU Stern | Volatility and Risk Institute. Description: Submission: Those wishing to present[…]

New York FED Staff Reports – Failing Banks

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Author(s):Sergio Correia, Stephan Luck, and Emil Verner Date:September 2024 Abstract: Why do banks fail? We create a panel covering most commercial banks from 1865 through 2023 to study the history of failing banks in the United States. Failing banks are characterized by rising asset losses, deteriorating solvency, and an increasing reliance on expensive non-core funding.[…]

September 2024: How the design of own funds requirements can influence banks’ behaviour

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Deutsche Bundesbank Research Brief | 69th edition – September 2024by Kamil Pliszka, Carina Schlam Global systemically important banks (G-SIBs) have to comply with additional buffer requirements owing to their size and interconnectedness within the banking sector. The buffer level banks are expected to meet depends on their exposures at a certain point in time. A new[…]

September 2024: Dealer Balance Sheet Constraints Evidence from Dealer-Level Data across Repo Market Segments

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FEDS Noteby Lia Chabot, Paul Cochran, Sebastian Infante and Benjamin Iorio In this note, the authors present a novel measure based on individual dealer-level data that isolates the compensation dealers receive for intermediating overnight Treasury repurchase agreements across repo market segments. Link: FEDS Notes: Dealer Balance Sheet Constraints Evidence from Dealer-Level Data across Repo Market[…]