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Call for Papers “Interest rate and Liquidity Risk Management, Regulation and the Macro-economic environment”.

In preparation for the workshop, the EBA invites the submission of policy-oriented, preferably empirical, research papers on the following topics:

  • Interest rate risk management in an environment of higher volatility and under different regulatory and accounting standards; interplay between interest rate risk and liquidity risk.
  • Liquidity risk, counterparty risk, key metrics and monitoring tools for measurement of asset liquidity and funding needs; analysis of deposit outflows and deposit insurance schemes.
  • Central clearing counterparty houses (CCPs) and reallocation of risks.
  • Asset Liability Management and optimal liquidity for different business models.
  • Interactions between liquidity and credit risk, investment vehicles and securitizations, assets and low liquidity.
  • LCR and NSFR and interaction with other regulatory ratios, ILAAP, Contingency Funding Plans, forecasting and stress testing liquidity.
  • Payment services, Fintech, Crypto-assets and Artificial Intelligence (AI) in liquidity risks.