Internationale conferentie 2012 over "Endogenous Financial Risk"

11-12 oktober 2012 - Auditorium van de Nationale Bank van België in Brussel

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 DSGE 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)