In the aftermath of the financial crisis, bank regulation has strengthened and extended capital requirements to face various categories of financial risks. Such measures have caused banks to downsize their banking book as well as their market-making and primary dealing activities. This empirical project aims at quantifying the unintended consequences of bank regulation on financial markets liquidity.
Pre-requisites: a) Fluency in English; b) Solid knowledge of econometrics and statistics.
Directeur du GAINS (Groupe d'Analyse des Itinéraires et Niveaux Salariaux)
LMM (Laboratoire Manceau de Mathématiques)
Chargée de gestion administrative et d'aide au pilotage
Tel. (33) (0)2 43 83 31 11