Archives for LFIN
May 12, 2023
Event
JOINT ISBA-LFIN SEMINAR
Tiziano Bellini (Prometeia)
Model Risk Quantification in Commercial Banking: A Statistical Framework
Abstract :
A framework for quantifying model risks in commercial banking is proposed. Model Uncertainty is investigated from different angles with the aim to capture risks stemming from...
Click to know more 
May 05, 2023
Event
LFIN Seminar
Wolfgang Lemke (European Central Bank)
will give a presentation on
Natural rate chimera and bond pricing reality
Abstract :
We build a novel macro-finance model that combines a semi-structural macroeconomic module with arbitrage-free yield-curve dynamics. We estimate it for the...
Click to know more 
From 20 to 21/04/2023
Call for papers
Belgian Financial Research Forum 2023
The 17th meeting of the Belgian Financial Research Forum (BFRF) will take place at the National Bank of Belgium in Brussels (Belgium) on April 20-21, 2023. This research forum will be jointly
organized by Vrije Universiteit Brussel, Universiteit Gent, HEC-Liège, Katholieke Universiteit...
Click to know more 
April 14, 2023
LFIN Seminar
Sicong (Allen) Li, London Business School
will give a presentation on
Asset-Pricing Factors with Economic Targets
Abstract:
We propose a method to estimate latent asset-pricing factors that incorporates economically motivated targets for both cross-sectional and time-series...
Click to know more 
April 07, 2023
Event
LFIN Seminar
Farah Mugrabi (UCLouvain)
will give a presentation on
Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets
Abstract:
This paper aims to identify and date contagion by accounting for possibly distinct structural breaks among the...
Click to know more