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Università della Svizzera italiana

Bank risk appetite in a world of CoCos

Aquila, Cecilia ; Barone Adesi, Giovanni (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO015.

We investigate the shape of risk appetite when the bank is financed also with contingent convertible bonds (CoCos). Our contribution to the existent literature is to assess risk appetite in a multi-dimensional perspective and to account for differences among banks' clusters, especially in a world with CoCos and policy rates approaching zero or negative figures. In our model, the bank objective...

Università della Svizzera italiana

Monetary policy and interest rate products

Zurowski, Wojciech ; Schneider, Paul (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2019 ; 20019ECO002.

My PhD thesis consists of three papers which study how interest rate products' prices react to both the central bank's policy goals and communication. As tool I make use of various econometric techniques such as affine models, general method of moments or Haar like filtering. The first chapter studies government bond excess term premia. I show that their predictability is driven by monetary...

Consortium of Swiss Academic Libraries

The Power of Banks and Governments

Reinke, Raphael

In: Accounting, Economics and Law - A Convivium, 2016, vol. 6, no. 1, p. 57-63

Haute école de gestion de Genève

Should Swiss pension funds implement long-­ term financial derivative instruments to reduce their longevity risk?

Turin, Vincent ; Courbage, Christophe (Dir.)

Mémoire de bachelor : Haute école de gestion de Genève, 2018 ; TDIBM 47.

During the last decades, the Swiss population has been experiencing an increase in life expectancy. Switzerland has seen a change in the structure of its population. In 1900, the proportion of people aged below 20 years old was 40.7% of the total Swiss population, whereas in 2016, this percentage was of 20.1%. In contrast, the proportion of people aged over 60 years old has increased...

Haute école de gestion de Genève

Disruptive Technology in business innovation : how is the digitalization going to transform jobs in the banking industry in Switzerland?

Stajic, Maja ; Ruiz, Frédéric (Dir.)

Mémoire de bachelor : Haute école de gestion de Genève, 2018 ; TDIBM 46.

Digital transformation has been a popular topic in Swiss banks for many years due to the benefits that it provides to financial institutions, such as improving internal processes and achieving tasks efficiently. Nevertheless, this trend is considerably transforming jobs and the role of the workforce. Switzerland is well-known for its expertise in financial services and its banking industry...

Haute école de gestion de Genève

Operational risk management in the digital era in the Swiss banking industry

Gimblett, Romain ; Courbage, Christophe (Dir.)

Mémoire de bachelor : Haute école de gestion de Genève, 2018 ; TDIBM 35.

This report analyses and attempts to answer the following question: How will digitalization affect operational risks and the management of such risks in the Swiss banking industry? Digitalization will force banks to rethink their business models and to deal with new operational risks. An important condition for an entity to be successful and to survive in the digital era is to manage risks at...