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Empirical Banking

Empirical Banking

 Deadline for registration: 28 August 2016

 

  • Background

    The objective of this course is to present empirical applications of relevant questions for both banking theory and policy, mainly related to systemic risk, crises, macroprudential and monetary policy.

    An important objective is to read and understand scientific papers in empirical banking; to accomplish this objective, emphasis is placed on illustrating research methodologies used in empirical banking and learning the application of these methodologies to selected topics.

  • Why this course

    The objective of this course is to present empirical applications (as well as the research methodologies) of relevant questions for both banking theory and policy, mainly related to Systemic Risk, Crises, Monetary Policy and Risk taking behaviour. An important objective is to understand scientific papers in empirical banking; to accomplish this objective, emphasis is placed on illustrating research methodologies used in empirical banking and learning the application of these methodologies to selected topics.
  • How will the course work?

    We will see different applications to recent empirical banking, in particular to large datasets on credit registers, on securities trading registers, and on interbank datasets. We will cover questions such as credit supply cycles, fire sales and market and funding liquidity, bank capital and liquidity and macro prudential regulation, risk-taking and credit channels of monetary policy, real effects of financial shocks, interbank contagion, globalisation bank runs and systemic risk.
  • Who is the training for?

    Financial stability and research department of Central Banks, Ph.D. students, research department of private banks, EU officials
  • What do you need to know to follow this course

    Some basic econometrics and finance
  • What you’ll learn

    At the end of this course you will
    • have created a network of researchers working on similar topics and facing similar problems
    • read and understand scientific papers in empirical banking
    • know how to use key research methodologies used in recent empirical banking
    • be able to apply the techniques to new questions that interest you in banking
  • Required material for attending the course

    Participants will need to bring their personal laptop with the STATA program installed.
  • Meet the course instructor

    José-Luis Peydró is ICREA Professor of Economics at UPF, Barcelona GSE Research Professor, CREI Research Associate and CEPR Research Fellow. His research on Banking and Systemic Risk has been published in the top journals in Economics and Finance such as JFE, RFS, JF, AER and Econometrica.

    Professor Peydró has presented his research in top universities including Harvard, MIT, Princeton, Stanford, Columbia, Berkeley, NYU, LSE, Oxford and LBS and in policy organizations such as the Federal Reserve Board, New York Fed, IMF, WB, BIS, ECB, Bundesbank, and Bank of England, and has written a book on “Systemic Risk, Crises and Macroprudential Policy” published by MIT Press. José-Luis is currently a Member of the European Systemic Risk Board in Frankfurt, holds a PhD in Finance from INSEAD and a Master in Economics from CEMFI, and was awarded with the first prize by the Government of Spain for the student with highest GPA in finishing a BA in Economics in Spain in 1998.

  • Course fees

    1500 € – Public Authorities (e.g. National Competent Authorities, Central Banks) and European Institutions*

    2000€ – Private Sector

    850€ – Students (with certificate of studies)


    * In case of registration of 2 participants from the same institution a third person may attend for free. For more details, please contact fbf@eui.eu
  • Practical information for the registered participants

    Accommodation 

    Recommended hotels:
    Hotel Villa La Stella (20 min walking distance from EUI )
    Hotel Cellai
    Hotel Palazzo Ricasoli
    Hotel de la Pace
    Hotel Athenaeum 

    Laptop

    Participants are requested to bring their own laptop.

    Wi-Fi

    On arrival, you will be provided with temporary wi-fi access for the whole duration of the course. 

     

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