Upcoming events

Conferences

4 October 2019 - Systemic Risk, Banking and Insurance, and the Role of their Shadow Entities

Room: 6001, Cass Business School, Bunhill Row 9:00-17:00

Programme
List of Presentations:

Inaki Aldasoro, Anne-Caroline Huser (Bank of England, UK) and Christoffer Kok - “Contagion accounting”. Abstract.

Marco Bardoscia, Gerardo Ferrara (Bank of England), Nicolas Vause and Michael Yoganayam - “Simulating liquidity stress in the derivatives market”. Abstract.

Barbara Casu and Angela Gallo (Cass Business School, UK) - "Beyond Regulatory Arbitrage: Novel Evidence on ABCP Market”. Abstract.

Pawel Fiedor and Petros Katsoulis (Cass Business School, London, UK)“Information and Liquidity Linkages in ETFs and Underlying Markets”. Abstract.

Thorsten Beck (Cass Business School, UK) Deyan Radev and Isabel Schnabel - “Bank Resolution Regimes and Systemic Risks”. Abstract.

Carlo Bellavite Pellegrini, Peter Cincinelli, Michele Meoli, Giovanni Urga - “The Rise of Shadow Banking, Systemic Risk and the role of Monetary Policy in the Chinese Financial System”. Abstract.

Carlo Bellavite Pellegrini, Peter Cincinelli, Michele Meoli, Giovanni Urga - “What Triggers Systemic Risk in the European Financial System? The Role of Shadow Banking”. Abstract.

Soon Heng Leong, Carlo Bellavite Pellegrini, Giovanni Urga - “The Contribution of Shadow Insurance to Systemic Risk”. Abstract.

Fabio Bottani (Banca Aletti, Milan, Italy), Paola Carpani (Banca Aletti, Milan, Italy), and Giovanni Urga (Cass Business School, London, UK and Bergamo University, Italy) - “A Systemic Risk Indicator and Asset Allocation”. Abstract.

Event organiser: Professor Giovanni Urga

9-10 September 2019 - 22nd Dynamic Econometrics Conference

Oxford University, Oxford, UK


14-15 March 2019 - 21st Dynamic Econometrics Conference

The George Washington University, Washington, DC, USA


Seminars

4 September 2019 - David M. Drukker (Executive Director of Econometrics, StataCorp, USA)

Room: 2003, Cass Business School, Bunhill Row 15:00-18:00

“Plugging Python into a Stata estimation command"

David Drukker Notes


21-22 March 2019 – Professor Alain Pirotte (CRED, University Paris II Pantheon-Assas, France)

Room: 5010, Cass Business School, Bunhill Row 9:00-11:00

“Spatial Panel Econometrics"


26 February 2019 - Andy Haldane (Chief Economist Bank of England, UK) and Professor Sir David Hendry (Oxford University, UK)

Special Seminar on “Macroeconomics: Theory and Practice”

Room: 6001, 6th Floor, Cass Business School, Bunhill Row 12:00 - 14:00

Programme

12:00-12:05
Welcome from Professor Sir Paul Curran (President, City University of London, UK).

12:05-12:10
Introductions Professor Giovanni Urga (Cass Business School, UK and Bergamo University, Italy)

12:10-14:00
Chair: Professor Marianne Lewis (Dean, Cass Business School, UK)

12:10 Marianne welcome/start

12:15 - 13:05 Prof Sir David Hendry - Q&A

13:05 - 13:50 Andy Haldane - Q&A

13:50 - 14:00  Final Q&A. Giovanni – Conclusion

14:00 Seminar ends

Andy and David will give their views on where the topics is now, and is leading to, with reference to the approach at the Bank of England drawing on several contributions published in Oxford Review of Economic Policy (2018) volume on the Future of Macroeconomics. Q&A during the discussion.

Story now live

Event Organiser:  Professor Giovanni Urga


Short Courses (Fall/Winter 2019)

a. Advanced Financial Modelling and Forcasting 
(Giovanni Urga, CEA, Cass Business School, UK and Bergamo University, Italy)

b. Factor Investing 
(Simona Boffelli, Eurizon, Milan, Italy and CEA, London, UK))

c. Machine Learning for Finance: get most of your data 
(Jan Novotny, Deutsche Bank, London, UK)

d. Machine Learning for your workflow: get most of your data 
(Jan Novotny, Deutsche Bank, London, UK)

e. Monte Carlo tests in R/SAs with applications in financial markets
(Annamaria Bianchi, Bergamo University, Italy and CEA, London, UK)

f. Systemic risk in banking and insurance 
(Soon Leong and Giovanni Urga, Cass Business School, London, UK and Bergamo University, Italy)