Prof. Dr. Kristyna Ters
Prof. Dr. Kristyna Ters
Activities at FHNW
Professor of Finance
- Kristyna Ters is a Professor of Finance and Credit Risk at the School of Business at FHNW. With a PhD in Economics (Empirical Finance & Monetary Theory) from the University of Basel and extensive practical experience in the banking industry, she brings in-depth knowledge and hands-on expertise in risk management, banking regulation, and financial markets. Her research and teaching focus on credit risk, banking risks, interest rate modeling, and shock transmissions during the EU sovereign debt crisis.
- Before joining FHNW, Kristyna Ters held various senior positions in the financial industry, including Head of Trading and Senior Fixed Income Analyst. She has also led numerous research projects, including at the Czech National Bank, and was a Research Fellow at the Bank for International Settlements (BIS) for several years.
- Since 2021, Kristyna Ters has been a member of the Board of Directors (Bank Council) of the Basler Kantonalbank and a member of the Risk Committee.
- Current Lectures: Advanced Corporate Finance, Fixed Income, Bank Management, Econometrics, Empirical Methods & Business Analytics
- Credit Risk: Estimation and Assessment of Default Probabilities, Risk Transmissions, Cheapest to Deliver Pricing, Market Microstructure
- Political Interventions in the Housing Market
LinkedIn Prof. Dr. Kristyna Ters
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No peer reviewed content available
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Häusler, S., & Ters, K. (2024). Price discovery in euro area sovereign credit markets: Evidence from the GIIPS countries 10 years after the implementation of the ban on naked short selling of CDS. In T. Hüttche (Ed.), Finance in crises. Financial management under uncertainty (pp. 125–140). Springer. https://doi.org/10.1007/978-3-031-48071-3_9
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Alvarez, L., & Ters, K. (2024). Evolution of sovereign risk of european G-SIBs. In T. Hüttche (Ed.), Finance in crises. Financial management under uncertainty (pp. 141–158). Springer. https://doi.org/10.1007/978-3-031-48071-3_10
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Peer reviewedTers, K., & Urban, J. (2020). Estimating unknown arbitrage costs: evidence from a 3-regime threshold vector error correction model. Journal of Financial Markets, 47(100503). https://doi.org/10.1016/J.FINMAR.2019.07.002
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Peer reviewedGyntelberg, J., Hördahl, P., Ters, K., & Urban, J. (2018). Price discovery in euro area sovereign credit markets and the ban on naked CDS. Journal of Banking & Finance, 96, 106–125. https://doi.org/10.1016/j.jbankfin.2018.08.008
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Peer reviewedTers, K., & Urban, J. (2018). Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe. International Review of Economics & Finance, 54, 123–142. https://doi.org/10.1016/J.IREF.2017.08.002
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Peer reviewedTers, K., Gyntelberg, J., Hoerdahl, P., & Urban, J. (2017, April 26). Arbitrage costs and the persistent non-zero CDS-bond basis: evidence from intraday euro area sovereign debt markets. Bank for International Settlements Working Paper, 631, 1–41. http://hdl.handle.net/11654/24899
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Peer reviewedTers, K., & Ferrari, M. (2017). The benefits of using large high frequency financial datasets for empirical analyses: Two applied cases. In B. Tissot (Ed.), Statistical implications of the new financial landscape : Proceedings of the Eighth IFC Conference, Basel, 8–9 September 2016 (pp. 753–774). Bank for International Settlements. http://hdl.handle.net/11654/24900
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Peer reviewedTers, K., Komarek, L., & Urban, J. (2016, July). Intraday dynamics of euro area sovereign credit risk contagion. Bank for International Settlements Working Paper, 573, 1–35. http://hdl.handle.net/11654/24355
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Peer reviewedTers, K., Komarek, L., & Urban, J. (2016). Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion. Czech National Bank Working Paper Series, 4, 1–40. http://hdl.handle.net/11654/24354
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Peer reviewedTers, K., Hoerdahl, P., Gyntelberg, J., & Urban, J. (2013, September). Intraday dynamics of euro area sovereign CDS and bonds. Bank for International Settlements Working Paper, 423, 1–82. http://hdl.handle.net/11654/24901
Contact
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Prof. Dr. Kristyna Ters
- Lecturer, Institute for Finance
- Telephone
- +41 61 279 18 04 (direct)
- a3Jpc3R5bmEudGVyc0BmaG53LmNo
- FHNW University of Applied Sciences and Arts Northwestern Switzerland
School of Business
Peter Merian-Strasse 86
CH – 4052 Basel