Bank of Israel, CEPR conference - Systemic Risk and Macroprudential Policy

Bank of Israel, CEPR conference - Systemic Risk and Macroprudential Policy

  • 17/12/2018

About The Conference

עמוד זה זמין לקריאה באנגלית בלבד, למעבר לעמוד באנגלית לחצו כאן

Lecture / Panel Name

Links

Monday 17 December

9:00- 9:30 Registration and Refreshments

9:30- 9:45 Welcome address and opening remarks:

Nadine Baudot-Trajtenberg​, Acting Governor, Bank of Israel Franklin Allen, Imperial College and CEPR

Session I: Systemic risk and financial system interconnectedness

Chair: Michel Strawczynski, Bank of Israel

9:45-10:30 CoMap: Mapping contagion in the Euro Area banking sector

Giovanni Covi​, European Central Bank Discussant:Noam Michelson​, Bank of Israel

10:30-11:15 It takes more than two to tango: understanding the dynamics behind multiple Bank Lending and its implications

Noam Michelson​, Bank of Israel Discussant:Roberto Steri​, University of Lausanne and Swiss Finance Institute

Session II: Credit portfolios and systemic financial risk

(Chair: Roy Stein, Bank of Israel)

11:30-12:15 Household credit, global financial cycle, and Macroprudential Policies: credit register evidence from an Emerging Country

Mircea Epure​, Universitat Pompeu Fabra & Barcelona GSE Discussant: Jon Bridges​, Bank of England

12:15-13:00 Keynote Speech:

Franklin Allen,​ Imperial College and CEPR, “Leaning Against the Wind”

Session III: Macroprudential measures aimed at avoiding future imbalances

(Chair: Yossi Saadon, Bank of Israel)

14:00 –14:45 Geographic discontinuity of a Macroprudential Policy: evidence from Brazilian municipalities

Lucas Teixeira​, Getulio Vargas Foundation and Central Bank of Brazil Discussant:Giovanni Covi​, European Central Bank

14:45 – 15:30 LTV Limit and Borrower Risk

Nitzan Tzur-Ilan​, Bank of Israel and Hebrew University Discussant:Lucas Teixeira​, Getulio Vargas Foundation and Central Bank of Brazil

16:15-17:00 Would macroprudential regulation have prevented the last crisis?

Jon Bridges​, Bank of England Discussant: Linda Fache Rousová European Central Bank

T​uesday 18 December

Session IV: Banking and Non-Banking sources of Risk

(Chair: Michael Kahn, Bank of Israel)

8:45-9:30 Insurers' investment strategies: pro- or counter-cyclical?

Linda Fache Rousová​, European Central Bank Discussant:Nadav Steinberg​, Bank of Israel

9:45-10:30 Shadow banking and market discipline on traditional banks

Christoffer Kok​​, European Central Bank Discussant:Jonathan Benchimol​, Bank of Israel

10:30-11:15 Stressed Banks

Roberto Steri, University of Lausanne and Swiss Finance Institute Discussant:Christoffer Kok​, European Central Bank

11:15-12:00 Strategic liquidity mismatch and financial sector stability

André F. Silva, Federal Reserve Board Discussant: Michael Gofman​, University of Rochester

This page was last updated on: 10/12/2023