CCBS Macro-finance workshop 2023

This macro-finance workshop will be held in person.

Thursday 18 May

Opening remarks:   
A preferred Habitat Model of Term Premia, Exchange Rates and Monetary policy spillovers
Speaker: Walker Ray (LSE)
Discussant: Iryna Kaminska (Bank of England)
W.Ray slides
I.Kaminska discussion slides
Leverage stacks and the financial system 
Speaker: John Moore (Edinburgh University and LSE)
Discussant: No discussant
J.Moore slides
An anatomy of the 2022 gilt market crisis
Speaker: Gabor Pinter (Bank of England)
Discussant: Simon Jakartis (Bank of England) 
G.Pinter slides
Panel: Stability and functioning of government bond markets 
Panel: Wenxin Du, Jon Hall, Maureen O’Hara
Short presentations Simona Malovana (Czech National Bank); Monetary policy spillover to small open economies: Is the transmission different under low interest rates? James Costain (Bank of Spain); The Term Structure of Interest Rates in Heterogeneous Monetary Union Nobuhiro Abe (Bank of Japan); FTPL Puzzle Redux with Market Segmentation
Simona Malovana slides
James Costain slides
Nobuhiro Abe slides 
S.Malovana slides
J.Costain slides
N.Abe slides

Friday 19 May

Safe asset shortage and collateral reuse  
Speaker: Emanuel Monch (Frankfurt School of Finance & Management)
Discussant: Matt Roberts-Sklar (Bank of England)
E.Monch slides
Segmented Arbitrage
Speaker: Emil Siriwardane (Harvard)
Discussant: Rodrigo Guimares (Bank of England)
E.Siriwardan slides
R.Guimares discussion slides
Intermediary Balance Sheets and the Treasury Yield Curve 
Speaker: Wenxin Du (Chicago/FRBNY)
Discussant: Aytek Malkhozov (Queen Mary)
W.Du slides
A.Malkhozov discussion slides
The Value of Value Investors 
Speaker: Maureen O'Hara (Cornell); 
Discussant: Karamfil Todorov (BIS)
M.O’Hara slides
K.Todorov discussion slides
The Market Price of Risk and Macro-Financial Dynamics 
Speaker: Tara Iyer (IMF)
Discussant: Marco Grotteria (London Business School)
T.Iyer slides
M.Grotteria slides
This page was last updated 17 April 2024