BOK-BIS-IMF Conference on Macrofinancial Linkages: Implications for Monetary and Financial Stability Policies
10 April 2012
Programme
| Tue 10 April | Keynote Speech: Choongsoo Kim (BOK Governor) |
| Session 1 | Session Chair: Benjamin Cohen (BIS) |
| Financial Regulation in General Equilibrium C. Goodhart, (LSE), A. Kashyap (U. Chicago), D. Tsomocos, (U. Oxford), A. Vardoulakis (BdF) |
|
| Bank Risk during the Great Recession: Do Business Models Matter? Y. Altunbas (Bangor U.), S. Manganelli (ECB), D. Marques-Ibanez (ECB) |
|
| Session 2 | Session Chair: Dosoung Choi (BOK) |
| A Quantitative Assessment of Shadow Banking Regulation C. Meh (BOC), K. Moran (U. Laval) |
|
| What Does a Financial Shock Do? First International Evidence F. Fornari, L. Stracca (ECB) |
|
| Session 3 | Session Chair: Jan Brockmeijer (IMF) |
| Systemic Liquidity Requirements T. Ahnert (LSE), B. Nelson (BOE) |
|
| Bank Liquidity, the Maturity Ladder, and Regulation L. de Haan, J. van den End (DNB) |
|
| Session 4 | Session Chair: Scott Roger (IMF) |
| Assessing the Cost of Financial Regulation D. Elliott (Brookings Institution), A. Santos (IMF) |
|
| Measuring the Impact of Prudential Policy on the Macroeconomy S. de Ramon, Z. Iscenko, M. Osborne, M. Straughan, P. Andrews (UKFSA) |
|
| Session 5 | Session Chair: Tae Soo Kang (BOK) |
| Macroprudential Policy: What Instruments and How to Use Them? Lessons from Country Experiences F. Columba, A. Costa, P. Kongsamut, C. Lim, A. Otani, M. Saiyid, T. Wezel, X. Wu (IMF) |
|
| Wed 11 April | |
| Session 6 | Session Chair: Ehung Gi Baek (Sangmyung University) |
| The Impact of Strengthened Basel III Banking Regulation on Lending Spreads: comparisons across Countries and Business Models S. Chun (Chung-Ang U.), H. Kim (BOK), W. Ko (BOK) Discussion: I. Shim (BIS) |
|
| Intermediary Leverage, Macroeconomic Dynamics, and Macroprudential Policy M. Kiley, J. Sim (FRB) |
|
| Session 7 | Session Chair: Césaire Meh (Bank of Canada) |
| Should Monetary Policy Lean against the Wind? An Analysis based on a DSGE Model with Banking L. Gambacorta (BIS), F. Signoretti (BdI) |
|
| Heterogeneity and Cross-country Spillovers in Macroeconomic-financial Linkages M. Ciccarelli (ECB), E. Ortega (BdE), M. Valderrama (OeNB) |
|
| Panel Discussion | |
| Chair: Stephen Cecchetti (BIS) Panelists : Jan Brockmeijer (IMF), David Fernandez (J.P. Morgan), Jun Il Kim (BOK), Hiroshi Nakaso (BOJ) |
|