Event

SENA Workshop on Financial Networks

  • Tue 26 - Thu 28 Jul 22

    11:15

  • Colchester Campus

    EBS.2.66

  • Event type

    Workshops, training and support

  • Event organiser

    Economics, Department of

  • Contact details

    Lukas Altermatt (Essex), Piero Gottardi (Essex), and Ji Hee Yoon (UCL)

The Centre for Social and Economic Network Analysis (SENA) Workshop on Financial Networks will bring together leading researchers in the field to discuss their latest research at the University of Essex.

Programme

Tuesday 26 July 2022

Time Information
11.15 - 12.30 Information Chasing versus Adverse Selection. Presenter: Junyuan Zou (INSEAD)
12.30 - 14.00 Lunch break 
14.00 - 15.15 Transparency and Fragmentation with Strategic Trading. Presenter: Giovanni Cespa (City, University of London)
15.15 - 15.45 Coffee break
15.45 - 17.00 Innovation in Decentralized Markets: Synthetic Products vs. Trading Technology. Presenter: Ji Hee Yoon (University College London)

Wednesday 27 July 2022

Time Information
9.30 - 10.45 The Anatomy of Financial Innovation. Presenter: Ana Babus (Washington University)
10.45 - 11.15 Coffee break
11.15 – 12.30 Centralizing Over-The-Counter Markets? Presenter: Milena Wittwer (Boston Colleg
12.30 – 14.00 Lunch break
14.00 – 15.15 Asset Safety versus Asset Liquidity. Presenter: Lucas Herrenbrueck (Simon Fraser University)
15.15 – 15.30 short break
15.30 – 16.45 Comparing Search and Intermediation Frictions Across Markets. Presenter: Gabor Pinter (Bank of England)
16.45 – 17,15 Coffee break
17.15 – 18,30 Search Friction in Over-the-Counter Markets. Presenter: Chaojun Wang (University of Pennsylvania)

Thursday 28 July 2022

Time Information
9.30 - 10.45 On the Efficiency of Large Resale Networks Presenter: Daniele Condorelli (Warwick)
10.45 - 11.15 Coffee break
11.15 - 12.30 Dealer Funding and Market Liquidity Presenter: John Kuong (INSEAD)
12.30 - 13.45 Lunch break
13.45 - 15.00 Inventory, Market Making, and Liquidity: Theory and an Application to the Corporate Bond Market Presenter: Ben Lester (Philadelphia Fed)

List of Presented Papers

  • The Anatomy of Financial Innovation
    Ana Babus, Matias Marzani, and Sara Moreira
  • Transparency and Fragmentation with Strategic Trading
    Giovanni Cespa and Paolo Colla
  • On the Efficiency of Large Resale Networks
    Daniele Condorelli
  •  Asset Safety versus Asset Liquidity Athanasios Geromichalos
    Lucas Herrenbrueck, and Sukjoon Lee
  • Dealer Funding and Market Liquidity
    John Kuong 
  • Inventory, Market Making, and Liquidity: Theory and an Application to the Corporate Bond Market
    Ben Lester
  • Comparing Search and Intermediation Frictions Across Markets
    Gabor Pinter and Semih Uslu 
  • Search Friction in Over-the-Counter Markets
    Chaojun Wang 
  • Centralizing Over-The-Counter Markets?
    Jason Allen and Milena Wittwer 
  • Innovation in Decentralized Markets: Synthetic Products vs. Trading Technology
    Marzena Rostek and Ji Hee Yoon 
  • Information Chasing versus Adverse Selection
    Chaojun Wang, Gabor Pinter, and Junyuan Zou