040074 SE Seminar (MA) (2018W)
Financial Crises and Macroprudential Regulation
- Registration is open from Mo 10.09.2018 09:00 to Th 20.09.2018 12:00
- Registration is open from Mo 24.09.2018 09:00 to We 26.09.2018 12:00
- Deregistration possible until Mo 15.10.2018 23:59
Classes (iCal) - next class is marked with N
Mo, 28th Jan. 2019, 08:00 - 13:00, OMP1, Skylounge: Final Presentations
Aims, contents and method of the course
Assessment and permitted materials
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.
Minimum requirements and assessment criteria
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.
b. counter party risk and liquidity
c. interbank contagion
d. fire sales, pro-cyclical adjustments2. Systemic Risk
a. systematic risk versus systemic risk
b. feedback effects
c. correlation and amplification
d. measuring systemic risk3. Macroprudential Regulation
a. emergence of the concept, important tools and objective
b. actual policy role in Europe and Austria today
c. empirical evidence so far4. Monetary Policy and Macroprudential Supervision
a. relation between monetary policy and macroprudential supervision
b. real effects of monetary policy?
c. empirical evidence