5th Annual Research Workshop - Competition in banking: implications for financial regulation and supervision

  • Conference/Workshop
  • -

 

Day 1 – 28 November 2016 

Welcome Speech – EBA Chairperson, Andrea Enria

Key Note Speech - “The banking industry: struggling to move on”, Claudio Borio, Bank for International Settlements
Presentation

Session 1: Credit Supply and Demand 

 
Henri Fraisse (ACPR), Johan Hombert (HEC) and Mathias Lé (ACPR)
The Competitive Effects of a Bank Megamerger on Access to Credit
 
Diana Bonfim, Gil Nogueira (Banco de Portugal) and Steven Ongena (University of Zurich, SFI, KU Leuven and CEPR)
“Sorry We are closed” Loan Conditions When Bank  Branches Close and Firms Transfer to Another Bank
 
Ákos Aczél (National Bank of Hungary)
Who is Interested? Estimation of Demand on the Hungarian Mortgage Loan Market in a Discrete Choice Framework
 
Chair: Samuel Da Rocha Lopes, EBA
 
 

Session 2: Risk-taking and business models

Øivind A. Nilsen, Kristin W. Heimdal, Kristoffer J. Solberg (Norwegian School of Economics) and Lars Sørgard (The Norwegian Competition Authority)
Competition and the riskiness of banks’ loan portfolios
 
Nicola Garbarino, Peter Eckley, Liam Kirwin, Paolo Siciliani (Bank of England), Matteo Benetton (LSE) and Georgia Latsi (4-most Europe)
Specialisation in mortgage risk under Basel II
 
Lea Zicchino, Emanuele De Meo, Annalisa De Nicola, Giuseppe Lusignani and Federica Orsini (Prometeia) 
European banks in the 21st century – are their business models sustainable?
 
Chair: Mario Quagliariello, EBA
 
 
Session 3: Shadow Banking and Fintech
 
Neill Killeen, Tuomas Peltonen, Jorge Abad Sanchez, Marco Derrico (ESRB), Richard Portes (London Business School and ESRB ASC), Teresa Urbano and Vera Luz (EBA)
Who? What? Where? Mapping the interconnectedness of European banks and shadow banking entities
 
Olena Havrylchyk (University of Lille, LEM, CEPII), Carlotta Mariotto (École des Mines de Paris), Talal-Ur- Rahim (Boston University) and Marianne Verdier (University of Paris 2, CRED)
What Drives the Expansion of the Peer-to-Peer Lending?
 
Christoph Bertsch, Isaiah Hull and Xin Zhang (Sveriges Riksbank)
Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending
 
Chair: Santiago Fernández de Lis, BBVA and BSG
 
 
 
Day 2 – 29 November 2016
 
 

Session 4: Relationship Banking

Ingrid Stein, Thomas Kick (Deutsche Bundesbank), Johannes Bersch (ZEW Mannheim), Hans Degryse (KU Leuven) 
Risky Banks and Risky Borrowers: Relationship Banking in the Crisis
 
Philipp Koziol (ECB), Tobias Berg (Bonn University), Felix Brinkmann (Deutsche Bundesbank) 
Who do borrowers borrow from? Evidence from multi-bank relationships
Paper
Presentation
 
Stefano Callari, Alexander Moore, Laura Rovegno (Competition and Markets Authority) and Pasquale Schiraldi (LSE)
Searching and switching in retail banking
 
Chair: Lars Overby, EBA
 
 
 
Session 5: Funding and Capital
 
Michael Straughan and Sebastian J. A. de-Ramon (Bank of England)
Measuring Competition in the UK Deposit-taking Sector
Paper
Presentation
 
Thomas Kick (Deutsche Bundesbank), Claire Célérier (University of Toronto) and Steven Ongena (University of Zurich)
Changes in the Cost of Bank Equity and the Supply of Bank Credit
 
Michiel van Leuvensteijn (ACM), David Marques Ibanez (ECB) and Yener Altunbas (Bangor University Wales) 
Competition and Bank Risk: The Effect of Securitization and Bank Capital
Discussion: Philipp Koziol, ECB
 
Chair: Olivier de Bandt, Autorité de contrôle prudentiel et de résolution (ACPR)
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Documents

Paper - Session 2 - Nicola Gabarino.pdf

(816.96 KB - PDF) Last update 6 January 2017

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Slides - Discussant - Walter Vecchiato, EBA

(1.41 MB - PDF) Last update 14 December 2016

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Slides - Session 3 - Discussant - Nicola Gabarino.pdf

(226.38 KB - PDF) Last update 6 January 2017

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2016-11-28 Koziol Wo do borrowers borrow from.pptx

(592.54 KB - Powerpoint Presentation) Last update 9 March 2017

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5th Annual EBA Policy Research Workshop - call for papers

(133.07 KB - PDF) Last update 14 December 2016

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Slides - Session 3. Christoph Bertsch.pdf

(573.68 KB - PDF) Last update 14 December 2016

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Slides - Session 5. Michiel Van Leuvensteijn

(1.44 MB - Powerpoint Presentation) Last update 14 December 2016

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Paper - Session 1 Akos Aczel (Central Bank of Hungary).pdf

(880.53 KB - PDF) Last update 6 January 2017

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Slides - Session 4. Stefano Callari

(758.64 KB - Powerpoint Presentation) Last update 14 December 2016

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Paper - Session 5.Thomas Kick

(353 KB - PDF) Last update 9 January 2017

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Slides - Sorry we are closed by Diana Bonfim

(892.62 KB - PDF) Last update 14 December 2016

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Slides - Session 1. Henri Fraisse

(428.52 KB - PDF) Last update 14 December 2016

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Slides - Session 1 Akos Aczel (Central Bank of Hungary).pdf

(888.96 KB - PDF) Last update 6 January 2017

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Slides - Discussant - Oivind A. Nilsen (Norwegian School of Economics).pdf

(264.06 KB - PDF) Last update 6 January 2017

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Paper - Sorry we are closed by Diana Bonfim

(2.57 MB - PDF) Last update 14 December 2016

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Mapping the interconnectedness between EU banks and shadow banking entities_paper.pdf

(663.77 KB - PDF) Last update 16 March 2017

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Slides - Discussant - Michiel Van Leuvensteijn

(1.35 MB - Powerpoint Presentation) Last update 9 January 2017

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Slides - Session 4. Ingrid Stein (Deutsche Bundesbank)

(338.41 KB - PDF) Last update 9 January 2017

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Paper - Session 3. Olena Havrylchyk

(1.51 MB - PDF) Last update 14 December 2016

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Slides - Discussant - Valerie De Bruyckere EBA

(1.74 MB - PDF) Last update 6 January 2017

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Paper - Session 2. Lea Zicchino Emanuele De Meo Annalisa De Nicola

(895.85 KB - PDF) Last update 9 January 2017

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Paper - Session 2- Oivind A. Nilsen (Norwegian School of Economics).pdf

(447.04 KB - PDF) Last update 6 January 2017

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Slides - Session 2 - Nicola Gabarino.pdf

(1.17 MB - PDF) Last update 6 January 2017

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Slides - Discussant - Matteo Aquilina

(262.65 KB - Powerpoint Presentation) Last update 14 December 2016

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Slides - Discussant - Olivier de Bandt

(256.35 KB - Powerpoint Presentation) Last update 14 December 2016

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Mapping the interconnectedness between EU banks and shadow banking entities.pdf

(1.3 MB - PDF) Last update 16 March 2017

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Slides - Discussant - Michael Boehl, EBA

(435.47 KB - PDF) Last update 14 December 2016

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Slides - Discussant - Clara_Garcia, EBA

(1.46 MB - PDF) Last update 14 December 2016

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Slides - Key note speaker - Claudio Borio

(396.94 KB - PDF) Last update 14 December 2016

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Slides - Session 3. Olena Havrylchyk

(1.61 MB - Powerpoint Presentation) Last update 14 December 2016

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Slides - Session 2 - Oivind A. Nilsen (Norwegian School of Economics).pdf

(392.52 KB - PDF) Last update 6 January 2017

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Slides - Discussant - Marina Cernov, EBA

(585.71 KB - PDF) Last update 14 December 2016

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5th EBA Policy Research Workshop agenda

(150.91 KB - PDF) Last update 14 December 2016

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Paper - Session 4. Stefano Callari

(350.92 KB - PDF) Last update 14 December 2016

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Paper - Session 5. Michiel Van Leuvensteijn

(810.19 KB - PDF) Last update 14 December 2016

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Testing Macroprudential Stress Tests_Viral Acharya, Robert Engle and Diane Pierret

(1.19 MB - PDF) Last update 14 December 2016

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Berg, Brinkmann, Koziol, 2016, Who do borrowers borrow from Evidence from multi-bank relationships.pdf

(251.66 KB - PDF) Last update 9 March 2017

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2016-11-28 Review Altunbas et al 2016.pptx

(652.07 KB - Powerpoint Presentation) Last update 9 March 2017

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Slides - Discussant - Kim Abildgren, Danmarks Nationalbank

(1.1 MB - PDF) Last update 14 December 2016

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Slides - Changes in the Cost of Bank Equity and the Supply of Bank Credit_C. Célérier T. Kick and S. Ongena

(256.35 KB - Powerpoint Presentation) Last update 14 December 2016

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Slides - Session 2 - Lea Zicchino (Prometeia).pdf

(1.03 MB - PDF) Last update 6 January 2017

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Slides - Discussant - Klaus Duellmann, ECB.pdf

(149.41 KB - PDF) Last update 6 January 2017

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Paper - Session 4. Ingrid Stein (Deutsche Bundesbank)

(374.34 KB - PDF) Last update 9 January 2017

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Slides - Session 3 - Discussant - Massimiliano Rimarchi EBA.pdf

(866.6 KB - PDF) Last update 6 January 2017

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Slides - Discussant - Roberta_De_Filippis, EBA

(1.5 MB - PDF) Last update 14 December 2016

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