9th Annual Research Workshop - New technologies in the banking sector – impacts, risks and opportunities
- Conference/Workshop
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EBA premises, Paris (France), (Presenters, discussants and audience have the option to participate remotely)
Day 1 – 12 November 2020
Introductory remarks – José Manuel Campa, EBA Chairperson
Key Note Speech – Carolyn Rogers (Secretary General of the Basel Committee on Banking Supervision) “Emerging risks in the banking sector – impacts, risks and opportunities”
Session 1: Fintech and credit markets
Chair: Piers Haben (EBA)
“The Geography of Mortgage Lending in Times of FINTECH”, Christoph Basten (University of Zurich) and Steven Ongena (University of Zurich and CEPR)
Discussant: Inês Drumond (Banco de Portugal)
“The Role of FinTech in Small Business Lending: Evidence from France”, Paul Beaumont (McGill University), Huan Tang (London School of Economics) and Eric Vansteenberghe (Paris School of Economics; Banque de France)
Discussant: Andrés Alonso (Banco de España)
Paper (not available)
Presentation (not available)
Session 2: New technologies in the estimation of risk
Chair: Lars Overby (EBA)
“Securities Lending: A Blockchain Experimentation at Banco de Portugal”, André Leal, João Rodrigues and Nuno Pereira (Banco de Portugal)
Discussant: Martin Summer (Oesterreichische Nationalbank)
“Understanding the Performance of Machine Learning Models to Predict Credit Default: a Novel Approach for Supervisory Evaluation”, Andrés Alonso and José Manuel Carbó (Banco de España)
Discussant: Klaus Duellmann (European Central Bank)
“Pirates without Borders: the Propagation of Cyberattacks through Firms’ Supply Chains”, Matteo Crosignani (New York Fed), Marco Macchiavelli and André F. Silva (Federal Reserve Board)
Discussants: Monika Marcinkowska (University of Lodz) and Andreas Papaetis (EBA)
Day 2 – 13 November 2020
Key Note Speech – Markus Brunnermeier, Edwards s. Sanford Professor of Economics, Princeton University “Money in the Digital Age”
Session 3: Digital Payments and Digital Money
Chair: Samuel Da Rocha Lopes (EBA)
“Digital Currencies in Financial Networks”, Olli Castren (European Banking Authority), Ilja Kristian Kavonius (University of Helsinki) and Michela Rancan (Università Politecnica delle Marche, Ancona, Italy)
Discussant: Kim Padkjaer Abildgren (Danish Central Bank)
“Libra or Librae? Basked Based Stablecoins to Mitigate Foreign Exchange Volatility Spillovers”, Paolo Giudici, Thomas Leach and Paolo Pagnottoni (University of Pavia)
Discussants: Rym Ayadi (City University of London) and Elisabeth Noble (EBA)
Session 4: New risks, business models and systemic risk
Chair: Olli Castren (EBA)
“Neobanks Seeking Profitability“, Laurent Clerc, Arthur Moraglia and Sylvain Perron (French Prudential Supervision and Resolution Authority (ACPR))
Discussant: Yannick Timmer (International Monetary Fund)
“Compressing Over-the-Counter Markets”, Marco D'Errico (European Systemic Risk Board) and Tarik Roukny (Katholiek Universiteit Leuven, Massachusetts Institute of Technology)
Discussant: Michele Zarpellon (EBA)
“The Importance of Technology in Banking during a Crisis”, Nicola Pierri and Yannick Timmer (International Monetary Fund)
Discussant: Cyril Pouvelle (ACPR)