Banking's Final Exam

Morris Goldstein (former non-resident Senior Fellow, PIIE and former Deputy Director of the IMF's Research Department)

Modelling Contagion in Financial Networks: The Credit Default Swaps Market

H. Peyton Young

Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies

Emmanouil Karimalis

Financial Regulation in a Quantitative Model of the Modern Banking System

Juliane Begenau (Harvard)

How do investors perceive the risks from macroeconomic and financial uncertainty? Evidence from 19 option markets

Ian Dew-Becker (Northwestern University)

Distress and default contagion in financial networks

Luitgard A. M. Veraart

The Effect of Debt on Default and Consumption: Evidence from Housing Policy in the Great Recession

Pascal Noel  (Chicago Booth)

Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows

Samuel Hartzmark (Chicago Booth)

The Impact of Restricting Labor Mobility on Corporate Investment and Entrepreneurship

Jessica Jeffers (University of Pennsylvania)

Pitfalls in Systemic-Risk Scoring

Christophe Perignon