Objective
My research will consist of three theoretical papers focusing on the allocation of liquidity and interest rate risks of commercial banks. Investors are exposed to liquidity risk when the timing of their consumption needs is unknown and to interest rate risk when future markets interest rates are uncertain.
The topics and expected results of the papers are:
1- Liquidity risk sharing, financial intermediation and capital markets: the role of banks as providers of liquidity and insurance is shown to be superior to the single liquidity feature of the capital markets. 2- Interest risk and commercial banks: the bank's shareholders face a trade-off between hedging interest rate risk in order to keep outside funds from risk-averse depositors and speculating to profit from expected movements in interest rates.
3- Interest rate risk, proprietary trading and banks cost of capital where I will determine the rate of return required by shareholders on their investement when their bank is engaging in proprietary trading and taking interest rate risk.
Fields of science (EuroSciVoc)
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Programme(s)
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
Topic(s)
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Call for proposal
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
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Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
Funding Scheme
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Coordinator
NW1 4SA London
United Kingdom
The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.