FRIC PhD defence: Mikael Reimer Jensen

FRIC PhD student Mikael Reimer Jensen will defend his thesis Interbank Markets and Frictions on November 17, 2016 at 1 pm.

The thesis consists of three chapters. The first chapter examines how banks’ liquidity position shapes outcomes in the money market. The second chapter investigates the decomposition of interbank rates into credit and liquidity risk. Finally, the third chapter explores how the classical no-arbitrage pricing framework can be extended by assuming that the underlying asset can be used in a repo transaction.

Supervisor:
Professor David Lando
Department of Finance
Copenhagen Business School

Secondary Supervisor:
Associate Professor Jesper Lund
Department of Finance
Copenhagen Business School

Assessment Committee:
Associate Professor Jens Dick-Nielsen (Chair)
Department of Finance
Copenhagen Business School

Senior Economist Marie Hoerova
Financial Research
European Central Bank

Associate Professor Thomas Kokholm
Department of Economics
Aarhus University
 
Thesis: Interbank Markets and Frictions

Reception:
The Doctoral School of Economics and Management will host a reception, which will take place immediately after the defence in FUHU Faculty Club (3rd floor above the canteen).