About the workshop
A research workshop for economists at central banks and supervisory authorities was held in Rome, Italy on 20-21 March 2003. The workshop - Banking and Financial Stability: A Workshop on Applied Banking Research - was organised by the Basel Committee on Banking Supervision and was sponsored by the Banca d'Italia. The workshops are held on a biennial basis to facilitate contacts among researchers of different institutions and to stimulate both theoretical and empirical research that assist bank supervision and regulation.
Programme
Bruno Bianchi, Banca d'Italia, Central Manager for Banking and Financial Supervision
| Chair: Thilo Liebig (Deustche Bundesbank) |
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Analysis of pro-cyclical effects on capital requirements derived from a rating system Carlos Corcóstegui (Banco de España) Discussion by Mark Levonian (Federal Reserve Bank of San Francisco) |
Klaus Düllmann (Deutsche Bundesbank) Discussion by Erik Heitfield (Federal Reserve Board) |
Loan characteristics and credit risk Gabriel Jiménez (Banco de España) Discussion by Hiroaki Miyagishi (Bank of Japan) |
Quantification of operational risk Patrick Defontnouvelle (Federal Reserve Bank of Boston) Discussion by Fabrizio Leandri (Banca d'Italia) |
| Chair: Iman van Lelyveld (Nederlandsche Bank) |
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Are regulatory capital adequacy rules pro-cyclical? Frank Heid (Deutsche Bundesbank) Discussion by Gerald Krenn (Oesterreichische Nationalbank) |
Bank capital and lending behaviour: empirical evidence for Italy Leonardo Gambacorta (Banca d'Italia) Discussion by Vichett Oung (Banque de France) |
Banks. buffer capital: how important is risk Kjersti-Gro Lindquist (Norges Bank) Discussion by Glenn Hoggarth (Bank of England) Remarks by Mr Antonio Fazio, Governor of Banca d'Italia |
| Chair: Myron Kwast (Federal Reserve Board) |
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What does the yield on subordinated bank debt measure? Diana Hancock (Federal Reserve Board) Discussion by Kathleen McDill (FDIC) |
Using securities market information for supervisory monitoring Jose A. Lopez (Federal Reserve Bank of San Francisco) Discussion by Reint Gropp (European Central Bank) |
Market discipline, disclosure and moral hazard in banking Erlend Nier (Bank of England) Discussion by Konstantinos Tsatsaronis (Bank for International Settlements) |
| Chair: Bent Vale (Norges Bank) |
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Bad loans and entry in local credit markets Marcello Bofondi (Banca d'Italia) Discussion by David Ruthenberg (Bank of Israel) |
Bank mergers, diversification and risk Antonella Foglia (Banca d'Italia) Discussion by Kasper Roszbach (Sveriges Riksbank) |
Geographic diversification among US banks: implications for portfolios, performance and risk Donald P. Morgan (Federal Reserve Bank of New York) Discussion by Jaap Bos (Nederlandsche Bank) Closing remarks from Mr Urs Birchler (Swiss National Bank), Chair of the Research Task Force |