About the conference
Third BIS Research Network meeting
A joint conference of the Bank for International Settlements, the Netherlands Bank, the Deutsche Bundesbank and the Review of Finance, Thursday 1 and Friday 2 October 2015, hosted by the BIS.
Agenda
Jaime Caruana, General Manager | remarks
Chair
Christian Upper
| Global liquidity and external bond issuance in emerging markets and developing economies | |
|---|---|
| paper presentation discussion | Authors E Feyen, S Ghosh, K Kibuuka, S Farazi Discussant Adrian van Rixtel |
| Global liquidity and drivers of cross-border bank flows | |
|---|---|
| paper presentation discussion | Authors E Cerutti, S Claessens, L Ratnovski Discussant Bob McCauley |
Richard Berner (US Office of Financial Research) | remarks
Chair
Michael Devereux
| Banks interconnectivity and leverage | |
|---|---|
| paper presentation discussion | Authors A Barrattieri, L Moretti and V Quadrini Discussant Martin Summer |
| Crisis transmission in the global banking network | |
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| paper presentation discussion | Authors G Hale, T Kapan and C Minoiu Discussant Linda Goldberg |
| The euro area money market network during the financial crisis: a look at cross-border fragmentation | |
|---|---|
| paper presentation discussion | Authors C Hidalgo, F Heider and G Rünstler Discussant Iman van Lelyveld |
Darrell Duffie (Stanford University) | presentation
Chair
Morten Bech
| A network map of information percolation | |
|---|---|
| discussion | Authors B Hagströmer and A Menkveld Discussant Andrei Kirilenko |
| Distress dispersion and systemic risk in networks | |
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| paper discussion | Authors J Wang Discussant Tanju Yorulmazer |
Chair
Thorsten Beck
| Learning externalities in opaque asset markets: evidence from international commercial real estate | |
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| paper presentation discussion | Authors R Füss and D Ruf Discussant Andreas Joseph |
| Comovement or safe haven? The effect of corruption on the market risk of sovereign bonds of emerging economies during financial crises | |
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| paper presentation discussion | Authors M Paserman Discussant Harald Hau |
| The bank-sovereign nexus across borders | |
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| paper presentation discussion | Authors J Breckenfelder and B Schwaab Discussant Jorge Cruz Lopez |
Chair
Iman van Lelyveld
| Currency networks in cross-border bank lending | |
|---|---|
| paper presentation discussion | Authors S Avdjiev and E Takáts Discussant Cédric Tille |
| Passing the hot potato: how does credit risk flow in the CDS market? | |
|---|---|
| discussion | Authors S Battiston, M D'Errico, T Peltonen and M Scheicher Discussant Silvia Pezzini |
| Exploring supervisory data | |
|---|---|
| presentation | Authors C Georg |
Chair
Goetz von Peter
| Interconnectedness of the banking sector as a vulnerability to crises | |
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| paper presentation discussion | Authors T Peltonen, M Rancan and P Sarlin Discussant Kartik Anand |
| Syndication interconnectedness and systemic risk | |
|---|---|
| paper presentation discussion | Authors J Cai, A Saunders and S Steffen Discussant Vlad Sushko |
Hyun Song Shin, Economic Adviser and Head of Research | remarks