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040074 SE Seminar (MA) (2018W)
Financial Crises and Macroprudential Regulation
Continuous assessment of course work
Labels
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- 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
Details
max. 24 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
Mo, 28th Jan. 2019, 08:00 - 13:00, OMP1, Skylounge: Final Presentations
- Monday 01.10. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 08.10. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 18.10. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Thursday 25.10. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Thursday 08.11. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Thursday 15.11. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 19.11. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 26.11. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 03.12. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 10.12. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 07.01. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 14.01. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 21.01. 15:00 - 16:30 Seminarraum 4 Oskar-Morgenstern-Platz 1 1.Stock
Information
Aims, contents and method of the course
https://finance.univie.ac.at/fileadmin/user_upload/i_finance/News_und_Events/Financial_Crises_and_Macroprudential_Regulation_-_0618_-_Topics_fin_2.pdf
Assessment and permitted materials
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.
Minimum requirements and assessment criteria
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.
Examination topics
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
Reading list
Association in the course directory
Last modified: Mo 07.09.2020 15:28