Colloque international 2012 sur le thème "Endogenous Financial Risk"

11-12 octobre 2012 - Auditorium de la Banque nationale de Belgique à Bruxelles

Regime switches in the volatility and correlation of financial institutions
Kris Boudt, Jón Daníelsson, Siem Jan Koopman, Andre Lucas
Working Paper 227 (pdf - 2062k) - presentation
Discussion by F. de Jong 

Measuring and testing for the systemically important financial institutions
Carlos Castro, Stijn Ferrari
Working Paper 228  (pdf - 3738k) presentation
Discussion by N. Tarashev 

Risk, uncertainty and monetary policy
Geert Bekaert, Marie Hoerova, Marco Lo Duca
Working Paper 229  (pdf - 1955k) - presentation

Flights to Safety
Lieven Baele, Geert Bekaert, Koen Inghelbrecht, Min We
Working Paper 230 (pdf - 1310k) - presentation
Discussion by E. Ghysels 

Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments
Gabriel Jiménez, Steven Ongena, José-Luis Peydró, Jesús Saurina
Working Paper 231  (pdf - 1635k) - presentation
Discussion by K. Roszbach 

Bank/sovereign risk spillovers in the European debt crisis
Valerie De Bruyckere, Maria Gerhardt, Glenn Schepens, Rudi Vander Vennet
Working Paper 232  (pdf - 1218k) - presentation
Discussion by W. Lemke

A macroeconomic framework for quantifying systemic risk
Zhiguo He, Arvind Krishnamurthy
Working Paper 233  (pdf - 1247k) 

Fiscal policy, banks and the financial crisis
Robert Kollmann, Marco Ratto, Werner Roeger, Jan in ‘t Veld
Working Paper 234  (pdf - 1788k) - presentation
Discussion by S. Neri

Endogenous risk in a DGSE model with capital-constrained financial intermediaries
Hans Dewachter, Raf Wouters
Working Paper 235  (pdf - 710k) - presentation
Discussion by O. Tristani

A macroeconomic model with a financial sector
Markus K. Brunnermeier, Yuliy Sannikov
Working Paper 236  (pdf - 2290k) - presentation

Booms and Systemic Banking Crises
F. Boissay, F. Collard and F. Smets
Paper  (pdf - 687k) - presentation

C. Borio (BIS): The financial cycle and macroeconomics: What have we learnt?
Paper  (pdf - 1249k) 
A. Farkas (EBA)
A. Sapir (ULB)
F. Smets (ECB)