Past Seminars scroll-down Filter by ProgrammeFinancial Markets Group- Capital Markets--- Paul Woolley Centre- Financing the Real Economy- Financial Risk and Regulation--- Systemic Risk Centre Filter by seminar seriesCapital Markets WorkshopLondon Financial Regulation Filter by Date2021 - 20222020 - 20212019 - 20202018 - 20192017 - 20182016 - 20172015 - 20162014 - 20152013 - 20142013 and earlier 14/02/2020 Collateral Eligibility of Corporate Debt in the Eurosystem Zorka Simon 20/01/2020 Finance and Carbon Emissions Ralph De Haas 09/12/2019 Intermediaries and Asset Prices: Evidence from the U.S., U.K., and Japan, 1870-2016 Matthew Baron 25/11/2019 Financial Intermediaries and Bankruptcy Law Enrico Perotti 21/10/2019 Stimulating liquidity stress in the derivatives market Gerardo Ferrara 11/03/2019 Credit Indexes and Simultaneous Defaults Umberto Cherubini 18/02/2019 Beyond Regulatory Arbitrage: Novel Evidence on ABCP Market Angela Gallo 10/12/2018 The Term Structure of Sovereign CDS and the Cross-Section of Exchange Rate Predictability Giovanni Calice 19/11/2018 The Anatomy of the Euro Area Interest Rate Swap Market Martin Scheicher 29/10/2018 Firm Heterogeneity, Credit Spreads, and Monetary Policy Ambrogio Cesa-Bianchi 04/06/2018 How Alternative Are Alternative Investments? The Case of Private Equity Funds Elise Gourier 23/04/2018 The Waterfall Illusion, and How Prior Exposure to Extreme Risk Distorts Risk Perception Elise Payzan-LeNestour 19/03/2018 TechFin in China: Credit Market Completion and its Growth Effect Yi Huang 09/03/2018 Residual Risk and Default Waterfalls in Central Counterparties Jorge Cruz Lopez 15/01/2018 Modelling Contagion in Financial Networks: The Credit Default Swaps Market H. Peyton Young 04/12/2017 Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies Emmanouil Karimalis Pagination First page ⏴⏴ Previous page ⏴ Page 1 Page 2 Current page 3 Page 4 Page 5 Page 6 Page 7 Next page ⏵ Last page ⏵⏵
09/12/2019 Intermediaries and Asset Prices: Evidence from the U.S., U.K., and Japan, 1870-2016 Matthew Baron
10/12/2018 The Term Structure of Sovereign CDS and the Cross-Section of Exchange Rate Predictability Giovanni Calice
04/06/2018 How Alternative Are Alternative Investments? The Case of Private Equity Funds Elise Gourier
23/04/2018 The Waterfall Illusion, and How Prior Exposure to Extreme Risk Distorts Risk Perception Elise Payzan-LeNestour
15/01/2018 Modelling Contagion in Financial Networks: The Credit Default Swaps Market H. Peyton Young
04/12/2017 Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies Emmanouil Karimalis
