Skip to main content

4th BIS-CGFS workshop on "Research on global financial stability: the use of BIS international banking and financial statistics"

12 December 2019 | Basel, Switzerland

About the conference

On 12 December 2019 the BIS and the Committee on the Global Financial System (CGFS) jointly hosted the fourth workshop on research on global financial stability. The workshop focused on empirical work related to international banking and financial markets, with emphasis on analysis based in whole or in part on the international banking, debt securities and derivatives statistics compiled by the BIS on behalf of the CGFS. The workshop was intended to promote the use of these statistics, including the newly enhanced banking statistics, among central bankers, analysts and academics.

Conference materials

Welcoming remarks

Reflections on the global financial cycle 

slides

Stijn Claessens, Deputy Head, Monetary and Economic Department (BIS)
Session 1: Financial stability
Chair: Cathérine Koch (BIS)

The non-bank credit cycle

presentation

Esti Kemp (FSB, SARB, AIFMRM), Rene von Stralen (DNB), Alexandros Vardoulakis (FRB), Peter Wierts (DNB, VU University Amsterdam)

Discussant: Esther Segalla (OeNB) (discussion)

Avoiding the fall into the loop: isolating the transmission of bank-sovereign distress in the Euro Area and its drivers

presentation

Hannes Boehm (IWH), Stefan Eichler (TU Dresden)

Discussant: Jakob de Haan (DNB) (discussion)

Session 2: International spillovers
Chair: Stefan Avdjiev (BIS)

Macroprudential policy spillovers and international banking - taking the gravity approach 

presentation

Anni Norring (Bank of Finland, University of Helsinki)

Discussant: Tim Schmidt-Eisenlohr (Federal Reserve Board) (discussion)

Global European banks and dollar (co-)dependence: how housing markets became internationally synchronized 

presentation

Torsten Ehlers (BIS), Mathias Hoffman (University of Zurich), Alexander Raabe (Graduate Institute of Geneva)

Discussant: Agustín Bénétrix (Trinity College Dublin) (discussion)

Session 3: Banks' internal capital markets
Chair: Linda Goldberg (Federal Reserve Bank of New York)

Global banks and synthetic funding: the benefits of foreign relatives 

presentation

Fernando Eguren-Martin (BoE and University of Oxford), Matias Ossandon Busch (IWH), Dennis Reinhardt (BoE)

Discussant: Előd Takáts (BIS) (discussion)

Do banks have an internal market for equity? Implications for cross-border spillovers of policy measures 

presentation

Giuseppe Cappalletti (ECB), Aurea Ponte Marques (ECB), Carmelo Salleo (ECB)

Discussant: Martin Brown (University of St. Gallen) (discussion)

Keynote address 

Dollar exchange rate as a credit supply factor - evidence from firm-level exports

slides

Hyun Song Shin, Economic Adviser and Head of Research (BIS)
Session 4: Cross-border financial linkages 
Chair: Bryan Hardy (BIS) 

Global banks and systemic risk: the dark side of country financial connectedness

presentation

Atanas Mihov (Federal Reserve Bank of Richmond), Leandro Sanz (OSU)

Discussant: Ursula Vogel (Deutsche Bundesbank) (discussion)

Using international investment data to assess the impact of exchange of information 

presentation

Pierce O'Reilly (OECD), Kevin Parra Ramirez (BdF), Michael Stemmer (OECD)

Discussant: Robert McCauley (discussion)

Closing remarks
Kostas Tsatsaronis, Co-chair of the organizing committee, Secretary to the CGFS (BIS)