European System of Central Banks’ Day-Ahead Conference
The objective of the Day-Ahead conference is to create an opportunity for interaction among research economists within the ESCB, other central banks and academia; and to offer an outlet for high-quality, policy-relevant research oriented towards banking, finance, and monetary economics.
| 09:00 a.m. | Registration and coffee |
|---|---|
| 09:25 a.m. | Address of welcome: Doris Ritzberger−Grünwald, Oesterreichische Nationalbank |
| 09:30 a.m. | Session1: Marianna Caccavaio, Banca d’Italia |
| Jochen Mankart, Deutsche Bundesbank | |
| A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints | |
| Discussant: Katrin Rabitsch, Wirtschaftsuniversität Wien | |
| Kalin Nikolov, European Central Bank | |
| Designing Capital Regulation in a Quantitative Macroeconomic Model | |
| Discussant: Gazi Ishak Kara, Federal Reserve Board | |
| 11:00 a.m. | Coffee break |
| 11:30 a.m. | Session 2: Simone Manganelli, European Central Bank |
| Carla Soares, Banco de Portugal | |
| Surviving the Perfect Storm: the Role of the Lender of Last Resort | |
| Jochen Güntner, Universität Linz | |
| Cristina Picillo, BIS | |
| The Impact of CCPs' Margin Policies on Repo Markets | |
| Discussant: Cenkhan Sahin, De Nederlandsche Bank and University of Groningen | |
| 01:00 p.m. | Lunch |
| 02:00 p.m. | Session 3: Helmut Elsinger, Oesterreichische Nationalbank |
| Toni Ahnert, Bank of Canada | |
| A Wake−Up−Call of Theory of Contagion | |
| Discussant: Julian Kolm, Wirtschaftsuniversität Wien | |
| Adrian Penalver, Banque de France | |
| Banks And The Rational Credit Cycle | |
| Discussant: Christoph Bertsch, Sveriges Riksbank | |
| 03:30 p.m. | Coffee break |
| 04:00 p.m. | Session 4: Wilko Bolt, De Nederlandsche Bank |
| Cindy M. Vojtech, Federal Reserve Board | |
| What Do Loan Officers Do When They Change Standards and Terms? | |
| Discussant: Daniel Foos, Deutsche Bundesbank | |
| Tim Eisert, Erasmus University Rotterdam | |
| Real Effects Of The Sovereign Debt Crisis In Europe: Evidence From Syndicated Loans | |
| Discussant: Francesco Manaresi, Banca d’Italia | |
| 05:30 p.m. | End of Conference |