COVID-19 SPECIAL SESSION:
This special session invites submissions related to the impact of the pandemic on sovereign institutions, financial institutions and financial markets. Broadly, the extended abstracts should be focused on the impact of the crisis on all asset classes, derivatives markets, central banks, financial intermediaries and other financial system related entities. Detailed topics are among the following:
Central Bank measures and liquidity “bazooka-effect” during COVID-19 Pandemic; Liquidity risk and Market liquidity in equity and debt markets, exchange-traded and OTC securities and derivatives; Information about coronavirus pandemic and asset prices determination: the impact of financial information on assets price; High-frequency data analysis and anomaly detection in stocks, oil, commodities, repos and potential; The impact of government policies implemented before or during the crisis on financial markets and institutions; Procyclical feedback of central counterparty margin requirements, regulatory capital requirements, and bank risk-management practices; Borrower runs on bank lines of credit; Asset management performance during the pandemic: leveraged ETFs, and crowded trades. Lending and performance of financial institutions during the crisis.