EBA research workshop on how to regulate and resolve systemically important banks

Day 1 – 14 Nov 2013

Welcome Speech – EBA Chairperson Andrea Enria

Key Note Speech - Erkki Liikanen, Governor of the Bank of Finland 

​How to improve financial stability and resilience of systemically important financial institutions after the crisis?
(Associated slides)

Session 1: Credit Risk

K. Düllmann and P. Koziol, Deutsche Bundesbank

Are SME Loans Less Risky than Regulatory Capital Requirements Suggest?
(Slides)

Discussion: M. Quagliariello, EBA

T. Ota, Bank of England

Forbearance and Broken Credit Cycles
(Slides)

Discussion: J. Saurina, Banco de Espana

M. Brun, ISODEV, H. Fraisse, Banque de France and D. Thesmar, HEC Paris

The Real Effects of Bank Capital Requirements

Discussion: Valerie de Bruyckere, EBA

Chair: Andrea Resti, Bocconi University

Session 2: SIFIs

S. Masciantonio, Banca d’Italia

Identifying and Tracking Global, EU and Eurozone Systemically Important Banks with Public data
(Slides)

Discussion: Samuel da Rocha Lopes, EBA

N. Hautsch, Humboldt University, J. Schaumburg and M. Schienle, University of Hannover

Forecasting systemic impact in financial networks
(Slides)

Discussion: K. Düllmann, Deutsche Bundesbank

G. Löffler, University of Ulm and P. Raupach, Deutsche Bundesbank

Robustness and informativeness of systemic risk measures
(Slides)

Discussion: M. Summer, Oesterreichische Nationalbank

Chair: David Llewellyn, University of Loughborough

Session 3: Systemic Risk

S. Bornemann, University of Munster, S. Homolle, University of Rostock, C. Hubensack, University of Munster, T. Kick, Deutsche Bundesbank, A. Pfingsten, University of Munster

Visible Reserves in Banks – Determinants of Initial Creation, Usage, and Contribution to Bank Stability
(Slides)

Discussion: A. Marcelo , EBA

C. Bonner, I. van Lelyveld, R. Zymek, De Nederlandsche Bank

Banks’ Liquidity Buffers and the Role of Liquidity Regulation
(Slides)

Discussion: L. Overby, EBA

U. Kruger, Deutsche Bundesbank, M. Libertucci, Banca d’Italia

Does the Basel III countercyclical capital buffer mitigate regulatory capital (pro)cyclicality? Evidences from empirical tests
(Not published on the EBA website)
(Slides)

Discussion: M. Rimarchi, EBA

Chair: Mark Flannery, University of Florida

Day 2 – 15 Nov 2013

Session 4: Resolution

M. Ignatowski and J. Korte, Goethe University

Wishful Thinking or Effective Threat? Tightening Bank Resolution Regimes and Bank Risk-Taking
(Slides)

Discussion: P. Allard, EBA

N. Martynova and E. Perotti, University of Amsterdam

Convertible bonds and bank risk-taking
(Slides)

Discussion: L. Kalyvas, EBA

A. Schäfer, I. Schnabel and B.W. di Mauro, CEPR

Financial Sector Reform After the Crisis: Has Anything Happened?
(Slides)

Discussion: I. van Lelyveld, De Nederlandsche Bank

Chair: Stefano Cappiello, EBA

Key Note Speech – Mark Flannery, University of Florida
Maintaining Safe Banks: Should CoCos Play a Bigger Role?
(Slides)

Closing Remarks – EBA Executive Director Adam Farkas