Monthly seminars "chaire ACPR"

 

The ACPR Research Initiative seminar highlights high-quality research addressing issues of regulation and systemic risk for both banks and insurance firms. 

The seminar takes place on the first Wednesday of the month from 10.00 to 11.30 in the premises of the ACPR: 4, place de Budapest, Salle Liège (rez-de-jardin) -  See access plan.  

The seminar is open to everybody. Registration by email at chaireACPR@acpr.banque-france.fr is free but compulsory in order to attend. If you wish to be informed of upcoming events, please send an email to the same address.

The ACPR Studies Department organizes independent seminars as well: the page dedicated to the ACPR research seminars is available here.

 

Next EVENT

Wednesday, October 7th 2020, 10.30 am - noon

 

Christoffer Kok (European Central Bank) will present:

« Interconnected Banks and Systemically Important Exposures»

 

Pay attention, this seminar will take place online.

To receive the invitation to the web platform, (free) registration is compulsory by mail at chaireACPR@acpr.banque-france.fr

TO CONTACT US 

PREVIOUS EVENT

Wednesday, September 2nd 2020, 10.30 am - noon

 

Angelo Ranaldo (University of St. Gallen and Swiss Institute of Banking and Finance) will present:

« Regulatory Effects on Short-Term Interest Rates »

 

Pay attention, this seminar will take place online.

To receive the invitation to the web platform, (free) registration is compulsory by mail at chaireACPR@acpr.banque-france.fr

TO CONTACT US 

 

Publication Seminars
Market-consistent valuation: a step towards calculation stability

In this paper we address some of the stability issues raised by the European life insurance regulation valuation scheme. Via an in-depth study of the so-called economic valuation framework, shaped through the market-consistency contract we first point...

  • Published on 09/18/2020
  • FR
  • PDF (334.49 KB)
Publication Seminars
How banks respond to distress: shifting risks in europe's banking union
  • Published on 09/09/2020
  • FR
  • PDF (426.95 KB)
Publication Seminars
Swing pricing for mutual funds: breaking the feedback loop between fire sales and fund redemptions

We develop a model of the feedback between mutual fund outflows and asset illiquidity. Following a market shock, alert investors anticipate the impact on a fund's net asset value (NAV) of other investors' redemptions and exit ...

  • Published on 09/04/2020
  • FR
  • PDF (7.16 MB)
Publication Seminars
Collateral and asymmetric information in lending markets
  • Published on 08/04/2020
  • FR
  • PDF (1.02 MB)
Publication Seminars
The Benchmark Inclusion Subsidy
  • Published on 05/28/2020
  • FR
  • PDF (864.98 KB)
Publication Seminars
Stress Testing And Bank Lending
  • Published on 02/13/2020
  • FR
  • PDF (408.39 KB)
Publication Seminars
Aggregate Information Dynamics
  • Published on 01/22/2020
  • EN
  • PDF (1.05 MB)