publications

Articles

M.Sc. Sven Panz

Organizations:

  • Professur für Betriebswirtschaftslehre, insbesondere e-Finance
  • E-Finance Lab

Projects:

  • E-Finance Lab - Layer 2

Telephone: +49 69 798 33857

Publications | Presentations

Publications:

2017

Glaser, F.; Panz, S. (2017)

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

In: 21st Annual European Conference of the Financial Management Association International (FMA Europe 2017); Lisbon, Portugal

Category: Proceedings

Abstract

Reference No.: 2017-138

Clapham, B.; Gomber, P.; Panz, S. (2017)

Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets

In: CEPR-Imperial-Plato Inaugural Market Innovator (MI3) Conference on the Evolving Market Structure in Europe and Beyond; London, UK

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-134

Clapham, B.; Gomber, P.; Haferkorn, M.; Panz, S. (2017)

Managing Excess Volatility: Design and Effectiveness of Circuit Breakers

In: 34th International Conference of the French Finance Association (AFFI 2017); Valence, France

Category: Proceedings [Find it]

Abstract

Reference No.: 2017-117

Escobar, M.; Mahlstedt, M.; Panz, S.; Zagst, R. (2017)

Vulnerable Exotic Derivatives

In: The Journal of Derivatives, Vol. 24, No. 3, pp. 84-102

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2017-103

Glaser, F.; Panz, S. (2017)

Cyclicality of Collateral Haircuts and Systemic Illiquidity

In: EFL Quarterly, 1/2017; Frankfurt am Main

Category: Miscellaneous [Find it]

Reference No.: 2017-98

Gomber, P.; Clapham, B.; Haferkorn, M.; Panz, S.; Jentsch, P. (2017)

Ensuring Market Integrity and Stability - Circuit Breakers on International Trading Venues

In: The Journal of Trading, Vol. 12, No. 1, pp. 42-54

Category: Publications in journals [Find it]

Abstract

Reference No.: 2017-95

2016

Gomber, P.; Clapham, B.; Panz, S. (2016)

Response to the ESMA Consultation Paper Regarding Guidelines on the Calibration, Publication and Reporting of Trading Halts

Category: Miscellaneous [Find it]

Reference No.: 2016-121

Glaser, F.; Panz, S. (2016)

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

In: European Systemic Risk Board (ESRB) Working Paper Series, No 27 / October 2016

Category: Miscellaneous [Find it]

Abstract

Reference No.: 2016-93

Panz, S.; Wolters, G. (2016)

Traditional Life Insurance Products are Under Pressure

In: Non-traditional Life Insurance Products with Guarantees, Eds.: T. Kalberer and K. Ravindran; Risk Books, London

Category: Chapter in book [Find it]

Reference No.: 2016-90

Escobar, M.; Panz, S. (2016)

A Note on the Impact of Parameter Uncertainty on Barrier Derivatives

In: Risks, Vol. 4, No. 4, 35

Category: Publications in scientific journals [Find it]

Abstract

Reference No.: 2016-88

Gomber, P.; Clapham, B.; Haferkorn, M.; Panz, S.; Jentsch, P. (2016)

Circuit Breakers - A Survey among International Trading Venues

In: WFE Research Studies & Reports

Category: Miscellaneous [Find it]

Abstract

Reference No.: 2016-86

Glaser, F.; Panz, S. (2016)

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

In: 23rd Annual Meeting of the German Finance Association (DGF 2016); Bonn, Germany

Category: Proceedings

Abstract

Reference No.: 2016-84

2015

Drasch, B.; Huber, J.; Panz, S.; Probst, F. (2015)

Detecting Online Firestorms in Social Media

In: Proceedings of the International Conference on Information Systems (ICIS 2015); Fort Worth, Texas, USA

Category: Proceedings [Find it]

Reference No.: 2015-106

Presentations:

2017

29. June

Panz, S.

Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets.

In: CEPR-Imperial-Plato Inaugural Market Innovator (MI3) Conference on the Evolving Market Structure in Europe and Beyond; London, UK

23. June

Panz, S.

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

In: 21st Annual European Conference of the Financial Management Association International (FMA Europe 2017); Lisbon, Portugal

23. June

Panz, S.

Discussant: Multi-Market Trading and Cross-Asset Integration

In: 21st Annual European Conference of the Financial Management Association International (FMA Europe 2017); Lisbon, Portugal

2016

30. September

Panz, S.

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

In: 23rd Annual Meeting of the German Finance Association (DGF 2016); Bonn, Germany