About this conference
Joint conference of the Hong Kong Institute for Monetary Research and the Bank for International Settlements, Hong Kong SAR, 5-6 July 2010.
Agenda
| Dong He (HKMA) and Frank Packer (Bank for International Settlements) |
| Fear of fire sales, illiquidity seeking, and credit freezes |
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| Douglas Diamond (University of Chicago) | speech |
| Systemic risk: what defaults are telling us | |
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| paper presentation discussion | Kay Giesecke (Stanford University) and Baeho Kim (Korea University Business School) Discussant Mike So (HKUST) |
| Regulatory capital charges for too-connected-to-fail institutions: a practical proposal | |
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| paper presentation discussion | Jorge A Chan-Lau (IMF) Discussant Haibin Zhu (BIS) |
| Procyclicality of loan-loss provisioning and systemic risk in the Hong Kong banking system | |
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| paper presentation discussion | Eric Wong (HKMA), Tom Fong (HKMA) and Henry Choi (HKMA) Discussant Toyoichiou Shirota (BOJ) |
| The seeds of a crisis: a theory of bank liquidity and risk-taking over the business cycle | |
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| paper presentation discussion | Viral Acharya (New York University) and Hassan Naqvi (National University of Singapore) Discussant Charles Leung (City University of Hong Kong) |
| Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation? | |
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| paper presentation discussion | Vladimir Borgy (Banque de France), Laurent Clerc (Bank de France) and Jean-Paul Renne (Bank de France) Discussant Zhongyan Zhu (CUHK) |
| Procyclicality of capital requirements in a general equilibrium model of liquidity dependence | |
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| paper presentation discussion | Francisco Covas (Federal Reserve Board) and Shigeru Fujita (Federal Reserve Bank of Philadelphia) Discussant Giorgio Valente (University of Leicester) |
| Grafting macroprudential policies in a macroeconomic framework choice of optimal instruments and interaction with monetary policy | |
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| paper presentation discussion | Paolo Angelini (Bank of Italy), Stefano Neri (Bank of Italy) and Fabio Panetta (Bank of Italy) Discussant Don Nakornthab (Bank of Thailand) |
| Moderator: Eli Remolona (Chief Representative, BIS Representative Office for Asia and the Pacific | |
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| Panellists Arthur Yuen, Deputy Chief Executive, HKMA | presentation |