Second annual ECB macroprudential policy and research conference, Frankfurt am Main
| datum | 11 mei 2017 09:00 - 12 mei 2017 |
|---|---|
| plaats | Frankfurt am Main, Duitsland |
| locatie | ECB, Sonnemannstr. 20  |
| organisatie | Europese Centrale Bank (ECB) i |
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*indicates the presenter
Thursday, 11 May 2017
8:30
Registration
9:00
Vítor Constâncio, Vice-President, European Central Bank
9:30
Session 1
Foundations for macroprudential policy
Chair: Luc Laeven, European Central Bank
Macroprudential policy: its foundations and challenges for central banks
Enrique Mendoza, University of Pennsylvania
Macroprudential and systemic risk - an overview of recent developments
Jean-Charles Rochet, University of Zurich
11:30
Coffee break
12:00
Session 2
Assessing risk and resilience in the financial system
Chair: Philipp Hartmann, European Central Bank
Choosing stress scenarios for systemic risk through dimension reduction
Matthew Pritsker, Federal Reserve Bank of Boston
Applied Reverse Stress Testing: Conditional forecasting for scenario formulation
Mark Flood*, Office of Financial Research
Jonathan Jones, Office of the Comptroller of the Currency, U.S Dept. of Treasury
George Korenko, Edgeworth Economics
Akhtar Siddique, Office of the Comptroller of the Currency, U.S Dept. of Treasury
13:00
Lunch
14:00
STAMP€ : Stress Test Analytics for Macroprudential Purposes in the euro area
Stéphane Dées, European Central Bank
Jérôme Henry*, European Central Bank
Reiner Martin, European Central Bank
Discussants:
Nellie Liang, Brookings Institution
Udaibir Saran Das, International Monetary Fund
15:30
Coffee Break
16:00
Session 3
Modelling the impact of macroprudential policy
Chair: Carmelo Salleo, European Central Bank
Bank capital in the long and in the short run
Caterina Mendicino, European Central Bank
Kalin Nikolov, European Central Bank
Michael Kiley*, Federal Reserve Board
Jae Sim, Federal Reserve Board
Concerted efforts? Monetary and macro-prudential policies
Andrea Ferrero*, University of Oxford
Richard Harrison, Bank of England
Discussants:
Larry Christiano, Northwestern University
Christian Friedrich, Bank of Canada
18:30
End of day one of conference
19:00
Dinner with speech by Charles Goodhart, London School of Economics
Friday, 12 May 2017
8:30
Registration
9:00
Keynote speech
The design and governance of financial stability regimes
Paul Tucker, Systemic Risk Council
10:00
Session 4
A macroprudential policy for the financial sector
Chair: Sergio Nicoletti-Altimari, European Central Bank
Macroprudential policy and market-based financial intermediation
Tobias Adrian, International Monetary Fund
10:50
Coffee break
11:20
A macroprudential response to risks in the asset management sector
Barbara Novick, BlackRock
Macroprudential policy towards a capital markets union
Alberto Giovannini, MTS, EuroMTS and ESRB Advisory Scientific Committee
13:00
Lunch
14:00
Policy Panel
What macroprudential framework for Europe?
Chair: Vítor Constâncio, Vice-President, European Central Bank
John Berrigan, European Commission
Sharon Donnery, Central Bank of Ireland
Paul Hilbers, De Nederlandsche Bank
Fernando Restoy, Bank for International Settlements
16:00
End of conference
This programme may be subject to change without notice.
General information
Conference venue
European Central Bank
Main building, Press Conference Room
Sonnemannstrasse 20
60314 Frankfurt am Main
Fax: +49 69 1344 6000
Conference language
English
Transfers
Participants are requested to arrange their own transfers, unless indicated otherwise.
Organisers
European Central Bank
Luc Laeven
Directorate General Research
Angela Maddaloni
Directorate General Research
Financial Research Division
Carmelo Salleo
Directorate General Macroprudential Policy and Financial Stability
Macro-Financial Policies Division
Reiner Martin
Directorate General Macroprudential Policy and Financial Stability
Macro-Financial Linkages Division
Sergio Nicoletti-Altimari
Directorate General Macroprudential Policy and Financial Stability
Simone Manganelli
Directorate General Research
Financial Research Division
Stephan Fahr
Directorate General Macroprudential Policy and Financial Stability
Macro-Financial Policies Division
Contacts
Clemence Legouy-Benamar
Directorate General Macroprudential Policy and Financial Stability
Monica Bermudez Leyva
Directorate General Macroprudential Policy and Financial Stability
Conference email: Macropru2017.Conference@ecb.europa.eu
@ecb #Macropru2017
Inhoudsopgave van deze pagina:
De Europese Centrale Bank (ECB) is verantwoordelijk voor het monetaire beleid van de Unie. De basisdoelstelling van de ECB is het handhaven van de prijsstabiliteit binnen de eurozone i en daarmee het bewaken van de koopkracht en het beheersen van de inflatie.
Sinds september 2014 speelt de ECB ook een rol in het toezicht op een deel van de Europese banken.