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Fifth BIS CCA Research Conference on "Challenges from changing international financial conditions"

22–23 May 2014 | Bogota, Colombia

About this conference

On 22-23 May 2014 the BIS held a conference on "Challenges from changing international financial conditions", the fifth under the auspices of the BIS Consultative Council for the Americas (CCA). It brought together researchers from the central banking community in the region and distinguished academics and was hosted by the Bank of the Republic (Colombia) in Bogotá.

A Scientific Committee, led by Claudio Borio, and comprising CCA central bank heads of research, selected papers on the following topics:

  1. Effects of US monetary policy tightening on domestic financial markets and macroeconomic variables; 
  2. Impact on capital flows and external financing; 
  3. Appropriate macroeconomic and regulatory policy responses;
  4. Commodity price movements and policy implications

  1. Credit markets over the business cycle - implications for financial stability and regulation; 
  2. Factors influencing cost of credit (eg financial frictions, capital regulation) and its impact on macroeconomic aggregates; 
  3. Coordination between monetary and financial policy (including issues of monetary transmission); 
  4. Banking structure (eg participation of foreign, public or development banks and nonbank financial institutions) and credit markets

  • Hyun Song Shin (BIS, Chair)
  • Jorge Carrera (Central Bank of Argentina)
  • Eduardo Lima (Central Bank of Brazil)
  • Miguel Molico (Bank of Canada)
  • Luis Oscar Herrera (Central Bank of Chile)
  • Hernando Vargas (Bank of the Republic - Colombia)
  • Alberto Torres (Bank of Mexico)
  • Adrián Armas (Central Reserve Bank of Peru)
  • Thomas Connors (Board of Governors of the Federal Reserve System)

  • Angelo Duarte (Visiting Economist at the BIS) 
  • Ramon Moreno (Acting Chief Representative, Office for the Americas)

Day 1 - 22 May

José Darío Uribe, Governor, Bank of the Republic, Colombia

Chair: Hernando Vargas, Deputy Technical Governor, Bank of the Republic - Colombia

US unconventional monetary policy and transmission to emerging markets economies

David Bowman, Juan Londono and Horacio Sapriza (Board of Governors of the Federal Reserve System)

Discussant: Emmanuel Mamatzakis (University of Sussex) | Presentation

Effects of the US quantitative easing on the Peruvian economy

César Carrera, Rocío Gondo, Fernando Pérez Forero and Nelson Ramírez-Rondán (Central Reserve Bank of Peru) | Presentation

Discussant: Lamont Black (DePaul University) | Presentation

Learning about commodity cycles and saving-investment dynamics in a commodity-exporting economy

Jorge Fornero and Markus Kirchner (Central Bank of Chile) | Presentation

Discussant: Martín Uribe (Columbia University) | Presentation

Chair: (Daniel Sámano, Director, Bank of Mexico)

Credit cycles, credit risk and countercyclical loan provisions

Martha López (Bank of the Republic - Colombia), Fernando Tenjo (Cemla) and Hector Zárate (Bank of the Republic - Colombia) | Presentation

Discussant: Vasso Ioannidou (Lancaster University) | Presentation

Bank capital requirements and loan pricing: Loan-level evidence from a macroprudential within-sector policy

Bruno Martins and Ricardo Schechtman (Central Bank of Brazil) | Presentation

Discussant: João Santos (Federal Reserve Bank of New York) | Presentation

Financial institution dynamics and capital regulations

José-Víctor Ríos-Rull (University of Minnesota), Tamon Takamura and Yaz Terajima (Bank of Canada) | Presentation

Discussant: Rafael Repullo (Center for Monetary and Financial Studies - CEMFI) | Presentation

Day 2 - 23 May

Chair: Pamela Cardoso, Chief Monetary and International Investments Officer, Bank of the Republic - Colombia 

Interest rate spreads in an emerging economy under different macroeconomic regimes

Horacio Aguirre, Tamara Burdisso, Federico Grillo and Emiliano Giuponni (Central Bank of Argentina) | Presentation

Discussant: José Dorich (Bank of Canada) | Presentation

Monetary and macroprudential policies: Interaction and complementarity

Jessica Roldán-Peña, Daniel Sámano and Alberto Torres (Bank of Mexico) | Presentation

Discussant: Francesco Zanetti (Oxford University) | Presentation

Chair: Hyun Song Shin, Economic Adviser and Head of Research, BIS

Overview and policy exercise: Carlos Montoro, BIS | Presentation

Presentations of selected papers:

  1. Luca Guerrieri (Board of Governors of the Federal Reserve System) | Presentation
  2. Marcos de Castro (Central Bank of Brazil) | Paper, presentation
  3. Markus Kirchner (Central Bank of Chile) | Presentation
  4. Franz Hamann (Bank of the Republic, Colombia) | Presentation
  5. Julio Carrillo (Bank of Mexico) | Presentation

Discussion

Hyun Song Shin | Closing remarks