Agenda of BIS Consultative Council for the Americas conference on "Systemic risk, bank behaviour and regulation over the business cycle"

27 February 2017

Agenda

 
Thursday 18 March 2010

Opening remarks
   
Session I: Pro-cyclicality
Chair: Allan Crawford (Bank of Canada)
 
Paper 1 "A new look into credit procyclicality: international panel evidence" by Ricardo Bebczuk, Tamara Burdisso, Máxima Sangiácomo (Central Bank of Argentina) (paper, presentation)
Presenter: Jorge Carrera (Central Bank of Argentina)
Discussant: Kevin Cowan (Central Bank of Chile) (discussion)
 
Paper 2 "The role of bank of capital in the propagation of shocks" by Césaire Meh (Bank of Canada) and Kevin Moran (Université Laval) (paper, presentation)
Presenter: Césaire Meh
Discussant: Dimitrios Tsomocos (University Oxford) (discussion)
 
Paper 3 "Regulatory solutions for bank loans pro-cyclicality is the cure worse than the illness?" by Verónica Balzarotti, Alejandra Anastasi (Central Bank of Argentina) (presentation)  
Presenter: Verónica Balzarotti 
Discussant: Rodrigo Cifuentes (Central Bank of Chile) (discussion)
 
Paper 4 "Macroprudential regulation and systemic capital requirements" by Céline Gauthier, Alfred Lehar and Moez Souissi (Bank of Canada) (paper, presentation)
Presenter: Céline Gauthier
Discussant: Dairo Estrada (Bank of the Republic (Colombia)) (discussion)
 
Paper 5 "Macro stress testing of credit risk focused on the tails" by Ricardo Schechtman and Wagner Piazza Gaglianone (Central Bank of Brazil) (paper)
Presenter: Ricardo Schechtman
Discussant: Simone Manganelli (Eruopean Central Bank) (discussion)
 
   

Friday 19 March 2010

Session II: Systemic risk
Chair: Manuel Ramos-Francia (Bank of Mexico)
 
Paper 6 "Systemic risk, stress testing and financial contagion: their interaction and measurement" by Serafín Martínez-Jaramillo, Omar Pérez Pérez, Calixto López Castañón, Fabrizio López Gallo Dey and Fernando Avila Embriz (Bank of Mexido) (paperpresentation)
Presenter: Serafín Martínez-Jaramillo
Discussant: Andrew Patton  (Duke University) (discussion)
 
Session III: Markets and performance
Chair: Pablo Garcia (Central Bank of Chile)
 
Paper 7 "High and low frequency correlations in global equit markets" by Robert F. Engle (New York University) and Jose Gonzalo Rangel (Bank of Mexico) (paper, presentation)
Presenter: Jose Gonzalo Rangel
Discussant: Roberto Rigobon (Massachusetts Institute of Technology) (discussion)
 
Paper 8 "Emerging markets, decoupling, and financial performance during the crisis" by Mark Carey, Steve Kamin, Ugur Lel and Laurie Pounder (Federal Reserve) (paper, presentation)
Presenter: Laurie Pounder
Discussant: Benjamin Miranda Tabak (Central Bank of Brazil - Universidad Católica de Brasilia) (discussion)
   
Session IV: Concluding session
 
Overview and discussion
Moderator: Stephen G. Cecchetti (Bank for International Settlements) (Comments)