Preliminary Programme: Session 1 - Monetary policy modelling in low interest rate and low inflation environment ; Session 2 - Models for macroprudential analysis ; Session 3 - Forecasting models – Nowcasting with rich datasets.

The conference will deal with current topics in the cyber resilience and cyber security in the financial sector and will primarily focus on issues with a systemic perspective in financial market infrastructures. The event will feature a distinguished line-up of speakers from cyber security...

Original papers subject to high academic standards and preferably with important policy or practical implications are invited, for example, on the following topics, though not restricted to them: - The growth an business cycle effects of shifting demographics - Demographics and the financial...

We welcome contributions on the following, non-exhaustive list: - What are the roles in the realm of shadow banking of different types of institutions, such as insurers, pension funds, plain vanilla mutual funds, ETFs, hedge funds, and real estate funds? - There have been recent performance...

The recent financial crisis has given a serious blow to the doctrine of market efficiency. At the same time the need has arisen to better understand liquidity which evaporated in the midst of the crisis. How are liquidity and market efficiency related? It has been argued that liquidity in stock...

Topics: - The role of financial markets for the viability of new business - The effects of interaction of financial markets with other economic institutions e.g., those in labour markets, and innovation and macroeconomic policy, on entrepreneurship and start-up finance - Macroeconomic effects of...

Agent-based models have become an important framework for analyzing complex macroeconomic dynamics resulting from the interaction of heterogeneous agents with bounded rationality. This framework frees the modeler from the constraints imposed by the substantive rationality, equilibrium, and...

The main objective of this workshop is to share innovative macroeconomic research using frequency domain methods and also to initiate greater collaboration between economists who work in this area. A broader objective will be to demonstrate the usefulness of these techniques in empirical...

Topics: - risk management and corporate governance in financial institutions - transparency of risk models, within and outside the organization - compensation, risk-taking and risk management - endogenous risk, liquidity risk and systemic risk - benefits and pitfalls of reduced-form models in...

Topics: - Foreign banks, privatization, domestic mergers and the structure of the banking sector - Assessing banks' financial performance and risks in emerging economies - Competition, efficiency and stability of the banking sector - Banks and the rest of the financial industry in emerging...