Agenda of BIS Consultative Council for the Americas conference on "Systemic risk, bank behaviour and regulation over the business cycle"
27 February 2017
Agenda
Thursday 18 March 2010
| Opening remarks | |
| Session I: Pro-cyclicality | |
| Chair: Allan Crawford (Bank of Canada) | |
| Paper 1 "A new look into credit procyclicality: international panel evidence" by Ricardo Bebczuk, Tamara Burdisso, Máxima Sangiácomo (Central Bank of Argentina) (paper, presentation) | |
| Presenter: Jorge Carrera (Central Bank of Argentina) | |
| Discussant: Kevin Cowan (Central Bank of Chile) (discussion) | |
| Paper 2 "The role of bank of capital in the propagation of shocks" by Césaire Meh (Bank of Canada) and Kevin Moran (Université Laval) (paper, presentation) | |
| Presenter: Césaire Meh | |
| Discussant: Dimitrios Tsomocos (University Oxford) (discussion) | |
| Paper 3 "Regulatory solutions for bank loans pro-cyclicality is the cure worse than the illness?" by Verónica Balzarotti, Alejandra Anastasi (Central Bank of Argentina) (presentation) | |
| Presenter: Verónica Balzarotti | |
| Discussant: Rodrigo Cifuentes (Central Bank of Chile) (discussion) | |
| Paper 4 "Macroprudential regulation and systemic capital requirements" by Céline Gauthier, Alfred Lehar and Moez Souissi (Bank of Canada) (paper, presentation) | |
| Presenter: Céline Gauthier | |
| Discussant: Dairo Estrada (Bank of the Republic (Colombia)) (discussion) | |
| Paper 5 "Macro stress testing of credit risk focused on the tails" by Ricardo Schechtman and Wagner Piazza Gaglianone (Central Bank of Brazil) (paper) | |
| Presenter: Ricardo Schechtman | |
| Discussant: Simone Manganelli (Eruopean Central Bank) (discussion) | |
Friday 19 March 2010
| Session II: Systemic risk | |
| Chair: Manuel Ramos-Francia (Bank of Mexico) | |
| Paper 6 "Systemic risk, stress testing and financial contagion: their interaction and measurement" by Serafín Martínez-Jaramillo, Omar Pérez Pérez, Calixto López Castañón, Fabrizio López Gallo Dey and Fernando Avila Embriz (Bank of Mexido) (paper, presentation) | |
| Presenter: Serafín Martínez-Jaramillo | |
| Discussant: Andrew Patton (Duke University) (discussion) | |
| Session III: Markets and performance | |
| Chair: Pablo Garcia (Central Bank of Chile) | |
| Paper 7 "High and low frequency correlations in global equit markets" by Robert F. Engle (New York University) and Jose Gonzalo Rangel (Bank of Mexico) (paper, presentation) | |
| Presenter: Jose Gonzalo Rangel | |
| Discussant: Roberto Rigobon (Massachusetts Institute of Technology) (discussion) | |
| Paper 8 "Emerging markets, decoupling, and financial performance during the crisis" by Mark Carey, Steve Kamin, Ugur Lel and Laurie Pounder (Federal Reserve) (paper, presentation) | |
| Presenter: Laurie Pounder | |
| Discussant: Benjamin Miranda Tabak (Central Bank of Brazil - Universidad Católica de Brasilia) (discussion) | |
| Session IV: Concluding session | |
| Overview and discussion | |
| Moderator: Stephen G. Cecchetti (Bank for International Settlements) (Comments) | |