040074 SE Seminar (MA) (2018W)
Financial Crises and Macroprudential Regulation
Prüfungsimmanente Lehrveranstaltung
Labels
An/Abmeldung
Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").
- Anmeldung von Mo 10.09.2018 09:00 bis Do 20.09.2018 12:00
- Anmeldung von Mo 24.09.2018 09:00 bis Mi 26.09.2018 12:00
- Abmeldung bis Mo 15.10.2018 23:59
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
https://finance.univie.ac.at/fileadmin/user_upload/i_finance/News_und_Events/Financial_Crises_and_Macroprudential_Regulation_-_0618_-_Topics_fin_2.pdf
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.
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.
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 discussion1. Lessons from the Great Financial Crisis
a. securitization
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
a. securitization
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
Literatur
Zuordnung im Vorlesungsverzeichnis
Letzte Änderung: Mo 07.09.2020 15:28