The Royal Economic Society will be holding a special session from the Bank of England at the 2022 Annual Conference.
The session will be held on 11 April, 16:15-17:45PM covering the topic of ‘UK financial institutions’ behaviour’s under stress: A granular investigation of credit, liquidity and market fire-sales risks’.
The papers selected exploit supervisory granular loan-level and security exposure datasets to study how risks propagate within the UK financial system, with a focus on UK banks. The session will present empirical findings on the impact of the Covid-19 crisis on credit, liquidity and market risks.
Below is some information about the session.
This session will be chaired by Alina Barnett (Bank of England) along with some amazing presenters and discussants who will be discussing various topics on UK’s financial system:
1. The UK Banking System’ s Global Network of Granular Exposures
Presenter: Giovanni Covi, Research Economist Stress Testing Strategy Division, Bank of England
Discussant: Marco Bardoscia, Senior Economist, Research Hub Division, Bank of England
2. Hedge fund behaviour in gilt and gilt repo markets during COVID-19
Presenter: Anne-Caroline Huser, Senior Research Economist, Stress Testing Strategy Division, Bank of England
Discussant: Inaki Aldasoro, Senior Economist, Monetary and Economic Department, Bank for International Settlements
3. Can banks use their liquid asset buffers?
Presenter: Guillaume Arnould, Senior Research Economist, Stress Test Strategy Division, Bank of England
Discussant: Artur Kotlicki, Research Economist, Prudential Framework Division, Bank of England
4. Fire-sale risk in Fixed-Income markets
Presenter: Rhys Bidder, Senior Teaching Associate, University of Cambridge
Discussant: Saleem Bahaj, Senior Researcher, Research Hub Division, Bank of England
To join this session and other thought-provoking sessions, book your place at the RES 2022 Annual Conference here.
To have a look at the conference programme, click here.