…Ignazio Angeloni – (European Central Bank) Director General Financial Stability, Chair of the Financial Stability Committee and of the Task Force on Supervision – talks about the key elements and the challenges of the European Banking Union.   This talk was presented during the First International Conference on the Syrto Project….

…k), Director General Financial Stability, Chair of the Financial Stability Committee and of the Task Force on Supervision. Giovanni Dell’Ariccia (International Monetary Fund), Chief of the Macro-Financial Linkages Unit, Member of the Advisory Board of the SYRTO Project – Policy Division. Monica Billio (University Cà Foscari Venice), Scientific Coordinator of the SYRTO Project. Andrea Beltratti (Bocconi University), Chairman of the Board of Directo…

…scheme delivers statistically and economically signi cant out-of-sample forecasts relative to both the historical average benchmark and the combined predictive mean regression modeling approach….

…A new SYRTO Working Paper by Michele Costola and Massimiliano Caporin is out. In this work, the authors present a rational learner agent, which considers the information coming from a behavioral counterpart during the allocation process. The authors support their methodological framework with an empirical analysis including all the assets present in the NASDAQ and NYSE stock exchange from September 1977 to December 2014….

…André Lucas, professor of Finance at the VU University of Amsterdam, discussed an empirical framework to assess the likelihood of joint credit events at the Nederlands Mathematisch Congres (NMC 2014). The framework builds on a new class of time varying parameter models that opens up a variety of interesting avenues for research, both mathematically and economically.  …

  I. SCIENTIFIC DIVISION A. RESEARCH UNIT   A.1. Researchers working with the University of Brescia Pierluigi Balduzzi (Boston College) Paolo Manasse (University of Bologna and IGIER Bocconi)   A.2. Researchers working with University Cà Foscari Venice Lorenzo Forni (University of Padua) Mila Getmansky Sherman (UMass Amherst) Andrew W. Lo (MIT Sloan) Roger M. Stein (MIT Sloan)   B. SUPERVISORY UNIT Viral V. Acharya (NYU Stern) Yacine Aït-Sahalia…

…The SYRTO Working Paper Series is now available online. The series is intended to convey work in progress and interim results of our ongoing research.…

…nancial markets and may, in turn, suggest fruitful directions for future research.   September 26 is devoted to the Syrto Project. During the day, some researchers of the consortium will discuss the results achieved until now and the primary coordinator will present the aims of the project and the working packages.   The Conference is organised under the auspices of the Department of Economics of the University Ca’ Foscari of Venice, ABI – Italian…

…governance structure and macro‐prudential supervision to prevent, manage and resolve systemic crises in the Eurozone. The project also aims at sharing ideas and results on research activity with academics and institutions involved in the topic of systemic risk. [tribulant_slideshow gallery_id=”5″]…