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13th conference of the ECB-CFS Research Network: Macro-prudential Regulation as an Approach to Contain Systemic Risk: Economic Foundations, Diagnostic Tools and Policy Instruments

In cooperation with the Centre for Economic Policy Research and hosted by the European Central Bank

27-28 September 2010

Day 1 - 27 September

8:15-8:45	Registration
8:30-9:00	Welcome coffee
9:00-9:15	Opening Remarks Jean-Claude Trichet (European Central Bank) more
9:15-10:05	Keynote Speech 1: Gertrude Tumpel-Gugerell (European Central Bank) The Interplay of Banking, Financial Intermediation and Regulation more
10:05-10:25	Coffee break
10:25-11:15	Keynote Speech 2: Robert Engle (NYU Stern Business School) NYU Stern Systemic Risk Ranking download
11:15-12:50	SESSION 1: MEASURING SYSTEMIC RISK
	Chair: Philipp Hartmann (European Central Bank) Baeho Kim (Korea University Business School): Systemic Risk: What Defaults Are Telling Us (joint with Kay Giesecke, Stanford University) download Jian Yang (University of Colorado): Finding Systemically Important Financial Institutions around the Global Credit Crisis: Evidence from Credit Default Swaps (joint with Yinggang Zhou, Chinese University of Hong Kong) download Discussant: Mathias Drehmann (Bank for International Settlements)
12:50-13:50	Lunch
13:50-16:10	SESSION 2: APPLIED RESEARCH INTO THE SOURCES, TRANSMISSION CHANNELS AND REAL EFFECTS OF FINANCIAL CRISES
	Chair: Alberto Giovannini (Unifortune) Erlend Nier (International Monetary Fund): What Caused the Global Financial Crisis? (joint with Ouarda Merrouche, World Bank) download Pierre Monnin (Swiss National Bank): The Impact of Banking Sector Stability on the Real Economy (joint with Terhi Jokipii, Swiss National Bank) download Sujit Kapadia (Bank of England): Overview of RAMSI (Risk Assessment Model of Systemic Institutions) more Discussant: Laurent Clerc (Banque de France)
16:10-17:00	Keynote Speech 3: Anil Kashyap (University of Chicago) A Macroprudential Approach to Financial Regulation download
17:00-17:20	Coffee break
17:20-18:55	SESSION 3: MACRO-PRUDENTIAL MEASURES TO CONTAIN SYSTEMIC RISK
	Chair: Mauro Grande (European Central Bank) Anton Korinek (University of Maryland): Managing Credit Booms and Busts: A Pigouvian Taxation Approach (joint with Olivier Jeanne, Johns Hopkins University and CEPR) download Julien Bengui (University of Maryland): Systemic Risk and Inefficient Debt Maturity download Discussant: Sudipto Bhattacharya (London School of Economics and CEPR)
20:00	Dinner Dinner Address: Vítor Constâncio (Vice President, European Central Bank) Macro-prudential Supervision in Europe more

Day 2 - 28 September

8:30- 9:00	Coffee
9:00-10:35	SESSION 4: COUNTERING PRO-CYCLICAL BANKING SYSTEMS – CAPITAL REGULATION, DYNAMIC PROVISIONING AND MONETARY POLICY
	Chair: Jan-Pieter Krahnen (University of Frankfurt and CEPR) Ignazio Angeloni (European Central Bank): Prudential Regulation and Monetary Policy with Fragile Banks (joint with Ester Faia, University of Frankfurt) download Jose Fillat (Federal Reserve Bank of Boston): Addressing the Pro-cyclicality of Capital Requirements with a Dynamic Loan Loss Provision System (joint with Judit Montoriol-Garriga, Federal Reserve Bank of Boston) download Discussant: Pierre-Richard Agénor (University of Manchester)
10:35-11:35	Keynote Speech 4: John Geanakoplos (Yale University) The Leverage Cycle and Financial-Macroeconomic Stability paper 1 paper 2 paper 3
11:35-11:55	Coffee break
11:55-13:30	SESSION 5: INCORPORATING FINANCIAL INSTABILITY IN AGGREGATE MODELS
	Chair: Xavier Freixas (Universitat Pompeu Fabra and CEPR) Yuliy Sannikov (Princeton University): A Macroeconomic Model with a Financial Sector (joint with Markus K. Brunnermeier, Princeton University and CEPR) download Frederic Boissay (European Central Bank): Liquidity and Financial Fragility download Discussant: Péter Karádi (Magyar Nemzeti Bank)
13:30-14:30	Lunch