Universität Wien FIND

040074 SE Seminar (MA) (2018W)

Financial Crises and Macroprudential Regulation

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Prüfungsimmanente Lehrveranstaltung

Details

max. 24 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

Mo, 28.01.2019, 08:00 - 13:00, OMP1, Skylounge: Final Presentations

Montag 01.10. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
Montag 08.10. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 18.10. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Donnerstag 25.10. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Donnerstag 08.11. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Donnerstag 15.11. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
Montag 19.11. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
Montag 26.11. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
Montag 03.12. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
Montag 10.12. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
Montag 07.01. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
Montag 14.01. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
Montag 21.01. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock

Information

Ziele, Inhalte und Methode der Lehrveranstaltung

Art der Leistungskontrolle und erlaubte Hilfsmittel

Seminar thesis (40%)
Presentation (30%)
Active discussion of work of peers (30%)

Attendance mandatory. Course organization will be introduced and the presentation schedule will be arranged in the first meeting at October 1st. Failure to show up in the first meeting may result in the non-availability of presentation slots.

Mindestanforderungen und Beurteilungsmaßstab

This is an advanced master-level seminar. It also serves as a potential basis for the preparation of a master thesis or other advanced work. Therefore, having passed successfully the course "Basics of Finance" is a pre-requirement. The knowledge of the course in “Financial Intermediation” is strongly recommended.

Grading is based on three elements:

1.The worked out seminar paper (40 points).
Each candidate has to submit a single-authored paper not exceeding 12 pages.
The seminar draft has to be submitted one week prior to the presentation in electronic form. This version is distributed to seminar participants in order to allow them preparation. After the presentation the paper can still be improved.
Final submission for all papers is January 31, 2019. Thereafter no corrections are possibly anymore.

2. Presentation of the seminar paper (30 points)
Presentations can be shared, but each candidate will be assessed on his/her own part.

3. Course participation (30 points)
Active preparation and participation are required as well as active reception and discussion of the work and presentations of peers. A seminar requires two-way communication, i.e. both a sender and a receiver. Accordingly, both roles will be relevant for grading.

Prüfungsstoff

Seminar discussion

1. Lessons from the Great Financial Crisis
a. securitization
b. counter party risk and liquidity
c. interbank contagion
d. fire sales, pro-cyclical adjustments

2. Systemic Risk
a. systematic risk versus systemic risk
b. feedback effects
c. correlation and amplification
d. measuring systemic risk

3. Macroprudential Regulation
a. emergence of the concept, important tools and objective
b. actual policy role in Europe and Austria today
c. empirical evidence so far

4. Monetary Policy and Macroprudential Supervision
a. relation between monetary policy and macroprudential supervision
b. real effects of monetary policy?
c. empirical evidence

Literatur


Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Di 19.02.2019 18:27