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Conference Room CVII, 2nd floor
European Central Bank, Frankfurt am Main, Germany
| 9.00 | Welcoming remarks by L. Bini Smaghi (Member of the Executive Board, ECB) |
| Session I (Chair: M. Fratzscher) – Measurement of financial stress | |
| 9.10 | Invited Speaker: K. Tsatsaronis (BIS) Title: Measuring financial stress |
| 09.55 | O. Castren and M. Sydow (ECB): Measuring the contribution of individual sectors to systemic risk during the recent financial turmoil |
| 10.25 | T. Wieladek (Bank of England): A Simple EME Bond Spread Model |
| 10:55 | Discussant: M. Kremer (ECB) |
| 11:10 | General discussion |
| Session II (Chair: D. Rodriguez Palenzuela) – Early Warning Systems and forecasting financial stress | |
| 11.30 | Invited Speaker: R. Ghosh (IMF) Title: Early Warning Systems at the IMF |
| 12.15 – 13.45 | Lunch (Foyer CIV) |
| 13.45 | D. Gerdesmeier, B. Roffia (ECB), and H.-E. Reimers: Asset price misalignments and the role of money and credit |
| 14.15 | C. Reid (Bank of Canada): Early Warning Detection – gauging the probability of being in a vulnerable state. Summary of work conducted at the Bank of Canada |
| 14.45 | D. Bragoli, A. Chudik, M. Fidora, M. Lo Duca, and T. Peltonen (ECB): A Global Early Warning System |
| 15:15 | Discussant: Carsten Detken (ECB) |
| 15:30 | General discussion |
| 15.50 | Coffee break (Foyer CIV) |
| Session III (Chair: J. Fell) – Contagion and international transmission of financial stress | |
| 16:10 | R. Fiori, A. Foglia and S. Iannotti (Banca d’Italia): Beyond Macroeconomic Risk: the Role of Contagion in Measuring Default Risk |
| 16:40 | S. Herrmann (Deutsche Bundesbank) and D. Mihaljek (BIS): The spread of the financial crisis to emerging markets – New Empirical Evidence on Cross Border Bank Flows |
| 17:10 | Degryse, H.A., Elahi, M.A., and M. F. Penas (Tilburg University): Cross-Border Exposures and Financial Contagion |
| 17:40 | Discussant: S. Manganelli (ECB) |
| 17:55 | General discussion |
| 18:15 | End of workshop |
| 19.30 | Dinner |
| Workshop date | Thursday, 17 June 2010 |
| Workshop venue | European Central Bank Room CVII, 2nd floor Eurotower Kaiserstraße 29 60311 Frankfurt am Main Tel: +49 69 1344 0 Email: info@ecb.europa.eu |
| Hotel accommodation | Hilton Hotel Hochstrasse 4 60311 Frankfurt am Main + 49 69 13380 2230 reservationteam.frankfurt@hilton.com Adina Apartment Hotel Wilhelm-Leuscher-Strasse 6 60329 Frankfurt am Main +49 69 247 474 0 afra@adina.eu |
| Seminar language | English |
| Organisers | Marcel Fratzscher European Central Bank International Policy Analysis Division Tel: +49 69 1344 6871 Email: marcel.fratzscher@ecb.europa.eu Marco Lo Duca European Central Bank International Policy Analysis Division Tel: +49 69 1344 5690 Email: marco.lo_duca@ecb.europa.eu Tuomas Peltonen European Central Bank International Policy Analysis Division Tel: +49 69 1344 8705 Email: tuomas.peltonen@ecb.europa.eu |
| Contacts | Eva Harangozo European Central Bank International Policy Analysis Division Tel: +49 69 1344 5310 Email: eva.harangozo@ecb.europa.eu |
| Programme | The organisers reserve the right to change the conference programme without prior notice. |
