Banque de France and the BETA research laboratory (University de Strasbourg, University Nancy 2 and the French National Centre for Scientific Research CNRS) are organizing a conference on “Macroeconomic and Financial Vulnerability Indicators in Advanced Economies”. The conference will be held in Strasbourg on 13 and 14 September 2012.
The conference aims at bringing together contributions from the academic world, experts from central banks, ministries and economic institutions, rating agencies as well as international organizations. The general idea of the conference is to present some relevant research papers and studies in relation with vulnerability indicators. The scope of the conference includes several key topics: global imbalances, financial sector instabilities and macro prudential policies, public finance sustainability as well as a session devoted to the recent advances in vulnerability indicators modeling. Keynote lectures will be given by Paul de Grauwe (KU Leuven) and Daniele Franco (Banca d’Italia).
Papers will be considered for a publication in two journals: the International Journal of Finance and Economics (Sessions 1 & 2) and Applied Economics (Sessions 3 & 4). The papers will be selected according to a standard referring process.
If you want to attend the conference, could you please send an e-mail to: firstname.lastname@example.org.
Organizing Committee: Carine Bouthevillain, Vladimir Borgy and Gilles Dufrénot (Banque de France) Claude Diebolt (BETA)
Session 1: Banking risk and macroprudential issues
Paper 1: Defining Integrated Risk Scenarios to Identify Financial Vulnerabilities
Heiko Hesse, Ferhan Salman, International Monetary Fund, Christian Schmieder, Bank for International Settlement
Paper 2: Booms and Systemic Banking Crises
Frédéric Boissay, Frank Smets, European Central Bank, Fabrice Collard, University of Bern
Paper 3: Macroprudential policy indicators for the UK
Henrik Andersen, Christian Castro, Marc Farag, Julia Giese, Bank of England
Paper 4: Liquidity Shocks, Bank Balance Sheets, and International Lending During the 2007–08 Crisis
Camelia Minoiu, International Monetary Fund, Tümer Kaplan, Fannie Mae
Session 2: Sovereign bond and financial sector instabilities
Paper 1: The determinants of sovereign bond yield spreads in the EMU
Antonio Afonso, Technical University of Lisbon, Michael Arghyrou, Cardiff Business School, Alexandros Kontonikas, University of Glasgow
Mark Carlson, Kurt Lewis, William Nelson, Board of Governors of the Federal Reserve system
Nadya Jahn, University of Münster, Thomas Kick, Deutsche Bundesbank
Alessandro Conciarelli, Banca d’Italia
Session 3: Fiscal vulnerability and public finance tools
Christian Kastrop, Werner Ebert, Stefanie Wolff-Hamacher, Sarah Ciaglia, German Ministry of Finance, Berlin
Marcel Aloy, Anne Péguin-Feissolle, Aix-Marseille Université, Gilles Dufrénot Banque de France, CEPII, Aix-Marseille Université
Paper 3: Declan Costello, Jonas Fischer, European Commission
Session 4: New tools to assess vulnerability
Gildas Lamé, Matthieu Lequien, Pierre-Alain Pionnier, INSEE
Cristina Checherita-Westphal, Philipp Rother, European Central Bank, Andrew Hughes Hallet, George Mason University
Jan Babecký, Tomáš Havránek, Jakub Matějů, Marek Rusnák, Kateřina Šmídková, Bořek Vašíček, Czech National Bank
Andrea Schaechter et al., International Monetary Fund
Updated on: 05/31/2017 17:19