7th Annual Research Workshop - Reaping the benefits of an integrated EU banking market

  • Conference/Workshop
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  • London UK, EBA premises

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Day 1 – 28 November 2018 

Welcome Speech – Andrea Enria, EBA Chairperson
Key Note Speech – Daniel Gros, (Director, CEPS-Centre for European Policy Studies
 “Banking Union as a shock absorber”
 
Session 1: Regulation and Risk Management
Chair: Samuel Da Rocha Lopes (EBA)
 
“The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios“, Margherita Giuzio, Ben Craig (Federal Reserve Bank Cleveland), Sandra Paterlini (EBS Universitat fur Wirtschaft und Recht)
Discussant: Andrea Pirrone (Financial Conduct Authority, UK FCA)
 
“Legal prudential obstacles to the integration of the banking sector in the Euro Area“, Giovanni Bassani (ECB)
Discussant: Emilios Avgouleas (University of Edinburgh)
 
“Who bears interest rate risk?“, Peter Hoffmann, Sam Langfield, Federico Pierobon (ECB), Guillaume Vuillemey (HEC Paris and CEPR)
Discussant: Angel Berges (Universidad Autonoma de Madrid)
 
Session 2: Business Models
Chair: Martin Summer (National Bank of Austria)
 
“Banks' capital structure: a story of internationalization and business model“, Justine Pedrono and Aurelien Violon (ACPR)
Discussant: Monika Marcinkowska (University of Lodz)
 
“Banks’ business model migrations in Europe: determinants and effects“, Rym Ayadi, Barbara Casu, (Cass Business School), Paola Bongini, Doriana Cucinelli (University of Milano Bicocca)
Discussant: Oana Toader (ACPR)
 
“Banks’ business models and performance: the impact of interest rates and capital requirements“, Eugenio Avisoa, Boubacar Camara, Sébastien Frappa, Oana Toader (ACPR)
Discussant: Barbara Casu (Cass Business School)
 
Session 3: Cross-border lending
Chair: Mario Quagliariello (EBA)
 
“The divergence of bank lending rates from policy rates after the financial crisis: the role of bank funding costs“, Anamaria Illes, Marco Lombardi (Bank for International Settlements, Basel), Paul Mizen (School of Economics, University of Nottingham)
Discussant: Hiona Balfoussia (Bank of Greece)
 
“International bank flows and bank business models since the crisis“, Mary Everett, Valerie Herzberg, Michael O’Grady and Peter McQuade (Central Bank of Ireland)
Discussant: Swarnava (Sonny) Biswas (University of Bristol)
 
“Eliminating the tax shield through allowance for corporate equity: cross-border credit supply effects“, Swarnava (Sonny) Biswas, Bálint L. Horváth, Wei Zhai (University of Bristol)
Discussant: Peter McQuade (Central Bank of Ireland)
 
Day 2 – 29 November 2018
 
Session 4: Systemic risks and macro-prudential regulation
Chair: Lars Overby (EBA)
 
“The Capital Buffer Calibration for Other Systemically Important Institutions – Is there too much Country Heterogeneity“, Mathias Schaller and Michael Sigmund(OeNB)
Discussant: Kim Abildgren (Danish Central Bank)
 
“Bank risks and liquidity dynamics: evidence from the euro area financial crisis“, Giuseppe Maddaloni (Banca d’Italia)
Discussant: Cyril Pouvelle (ACPR)
 
“Regulating the doom loop“, Sam Langfield, Spyros Alogoskoufis (ECB)
Discussant: Inês Drumond (Banco de Portugal)
 
Key Note Speech – Luc Laeven (Director -General Research Department, ECB)
“Credit Booms, Crises, and Financial Integration”
 
Session 5: Banking union - Resolution, Deposit insurance
Chair: Klaus Düllmann
 
“Bank resolution and public backstop in an asymmetric banking union?“Anatoli Segura (Banca d'Italia), Sergio Vicente (Queen Mary University of London)
Discussant: Andrzej Stopczyński (University of Lodz)
 
“The simplistic model to estimate the required amount of the bank’s loss absorbing capacity“, Andrzej Stopczyński (University of Lodz)
Discussant: Francesc Rodríguez Tous (Cass Business School)
 
“The importance of deposit insurance credibility“, Diana Bonfim Banco de Portugal and Católica Lisbon School of Business and Economics), Joao Santos (Fed New York and Nova School of Business and Economics)
Discussant: Slawek Kozdras (EBA)

Documents

2018 EBA POLICY RESEARCH WORKSHOP - Call for Papers .pdf

(91.91 KB - PDF) Last update 24 April 2018

Discussant_2_Swarnava (Sonny) Biswas.pdf

(80.2 KB - PDF) Last update 13 December 2018

Discussant_2_Francesc Rodriguez Tous.pdf

(214.22 KB - PDF) Last update 13 December 2018

2_V. Herzberg, P. McQuade - Financial Stability Policy Note_International bank flows and bank business models since the crisis.pdf

(2.16 MB - PDF) Last update 13 December 2018

Presenter_3_Sonny Biswas.pdf

(243.48 KB - PDF) Last update 13 December 2018

Presenter_3_Oana Toader.pdf

(612.11 KB - PDF) Last update 13 December 2018

3_S. Alogoskoufis, S. Langfield - Regulating the doom loop.pdf

(5.9 MB - PDF) Last update 13 December 2018

3_S. Biswas, B.L. Horvath, W. Zhai - Eliminating the Tax Shield through Allowance for Corporate Equity_Cross-border Credit Supply Effects.pdf

(288.35 KB - PDF) Last update 13 December 2018

Presenter_1_Justine Pedrono.pdf

(568.57 KB - PDF) Last update 13 December 2018

3_E. Avisoa, B. Camara, S. Frappa, O. Toader - Banks business models and performance_the impact of interest rates and capital requirements.pdf

(668.71 KB - PDF) Last update 13 December 2018

1_Daniel Gros.pdf

(510.65 KB - PDF) Last update 13 December 2018

Discussant_1_Kim Abildgren.pdf

(519.53 KB - PDF) Last update 13 December 2018

Presenter_2_Giovanni Bassani.pdf

(158.31 KB - PDF) Last update 13 December 2018

Discussant_1_Andrea Pirrone.pdf

(240.68 KB - PDF) Last update 13 December 2018

Discusssant_2_Oana Toader.pdf

(322.61 KB - PDF) Last update 13 December 2018

Discussant_2_Emilios Avgouleas.pdf

(101.65 KB - PDF) Last update 13 December 2018

Discussant_3_Slawek Kozdras.pdf

(1.39 MB - PDF) Last update 13 December 2018

2_Luc Laeven.pdf

(293.88 KB - PDF) Last update 13 December 2018

Discussant_3_Peter McQuade.pdf

(462.6 KB - PDF) Last update 13 December 2018

Discussant_2_Cyril Pouvelle.pdf

(187.49 KB - PDF) Last update 13 December 2018

Discussant_1_Hiona Balfoussia.pdf

(180.84 KB - PDF) Last update 13 December 2018

Presenter_1_Margherita Giuzio.pdf

(665.11 KB - PDF) Last update 13 December 2018

Discussant_1_Monika Marcinkowska.pdf

(2.81 MB - PDF) Last update 13 December 2018

Presenter_1_Sam Langfield.pdf

(1.33 MB - PDF) Last update 13 December 2018

Discussant_3_Angel Berges.pdf

(108.24 KB - PDF) Last update 13 December 2018

2_G. Maddaloni - Bank risks and liquidity dynamics_evidence from the euro area financial crisis.pdf

(181.15 KB - PDF) Last update 16 March 2020

1_A. Illes, M. Lombardi, P. Mizen - The Divergence of Bank Lending Rates from Policy Rates After the Financial Crisis_The Role of Bank Funding Costs.pdf

(447.64 KB - PDF) Last update 13 December 2018

Presenter_3_Federico Pierobon.PDF

(846.16 KB - PDF) Last update 13 December 2018

1_M. Schaller, M. Sigmund - The Capital Buffer Calibration for Other Systematically Important Institutions - Is there too much Country Heterogeneity.pdf

(1.62 MB - PDF) Last update 13 December 2018

Presenter_2_Barbara Casu.pdf

(586.54 KB - PDF) Last update 13 December 2018

Discussant_3_Ines Drumond.pdf

(297.31 KB - PDF) Last update 13 December 2018

Discussant_3_Barbara Casu.pdf

(60.91 KB - PDF) Last update 13 December 2018

Presenter_1_Marco Lombardi.pdf

(830.72 KB - PDF) Last update 13 December 2018

3_P. Hoffman, S. Langfield, F. Pierobon, G. Vuillemey - Who bears rate risk.pdf

(709.18 KB - PDF) Last update 13 December 2018

Presenter_3_Michael Sigmund.pdf

(2.12 MB - PDF) Last update 13 December 2018

Presenter_2_Giuseppe Maddaloni.pdf

(197.49 KB - PDF) Last update 13 December 2018

EBA, 2019, KeynoteLecture,Dermine

(448.95 KB - PDF) Last update 6 December 2019