Conference Agenda

Session

WED2-03: European Central Bank Special Session: Capital Markets- Transmission, Fear and Liquidity

Time:

Wednesday, 15/July/2026:

3:00pm - 5:00pm

Session Chair: Julian von Landesberger, European Central Bank, Germany

Presentations

SoS! The Overnight Bilateral Liquidity Provision of NBFIs to Banks

Elio Cucullo^1,2, Andrew Clare², Angela Gallo²

¹Bank of England; ²Bayes Business School

Information Shocks, Multimodal Transmission, and Market Price Discovery

Boyuan Li, Tren Ma, Erdinç Akyıldırım, Hang Le

Nottingham University Business School, University of Nottingham

Decoding Market Fear: A Hybrid VMD and XGBoost Framework for India VIX Prediction

Sanil Pawar, M. Thenmozhi, Hardik Rudra

IIT Madras, India

Public sector interventions in the Bund market: A repo market perspective

Miguel Ampudia¹, Pedro Formoso¹, Simon Hesse², Alexander Pütz², Franziska Schobert³, Julian Von Landesberger¹, Alexander Wohlert²

¹ECB, Germany; ²DFA, Germany; ³Bundesbank, Germany