Conferences

2010

Here, you will find a list of Deutsche Bundesbank research conferences of the year 2010.

• 5-6 March 2010: Forecasting: The role of real-time and survey data
• 26 May 2010: Interconnectedness of Financial Institutions: Microeconomic Evidence, Aggregated Outcomes, and Consequences for Economic Policy
• 27-28 May 2010: International Risk Sharing and Global Imbalances
• 28-31 July 2010: The Athenian policy forum: 10th Biennial Conference on “Regulatory Responses to the Financial Crisis”
• 9-10 September 2010: Household Heterogeneity and Household Finance Conference
• 23-24 September 2010: Liquidity and Liquidity Risks
• 28-29 October 2010: Beyond the Financial Crisis: Systemic Risk, Spillovers and Regulation
• 11 November 2010: 8th Bundesbank MiDi Workshop
• 3-4 December 2010: Finance and Banking in East Asia

Those who have questions about individual conferences are requested to contact the secretariat of Conferences of the Deutsche Bundesbank at: conferences@bundesbank.de.

 

Forecasting: The role of real-time and survey data

5 - 6 March 2010 in Frankfurt

Programme

• Programme

Papers

• M. Clements: Real-time forecasting of inflation and output growth in the presence of data revisions
• E. Ghysels: Should macroeconomic forecasters use daily financial data and how?
• C. Crowe: Consensus forecasts and inefficient information aggregation
• A. Timmermann: New tests of forecast optimality across multiple horizons
• J. Wright: Evaluating real-time forecasts with an informative democratic prior
• K. Wallis: Scoring rules and survey density forecasts
• M. Watson: Indicators for dating business cycles: cross history selection and comparisons
• T. Clark: Real-time density forecasts from VARs with stochastic volatility
• J. Maih: Conditional Forecasts in DSGE models
• L. Reichlin: Nowcasting
• M. Wei: Evolving macroeconomic perceptions and the term structure of interest rates
• J. Mitchell: Measuring output gap uncertainty

Interconnectedness of Financial Institutions: Microeconomic Evidence, Aggregated Outcomes, and Consequences for Economic Policy

26 May 2010 in Frankfurt

Programme

• Programme

Papers

• A. Popov: Cross-border Banking and the International Transmission of Financial Distress
• Presentation: A. Popov
• Alfred Lehar: Macroprudential capital requirements and systemic risk
• Presentation: A. Lehar
• N. Tarashev: Allocating systemic risk across institutions
• Presentation: N. Tarashev
• F. König: Asset Pricing in the Presence of Social Interaction
• G. von Peter: Interbank Tieringand Money Center Banks
• Presentation: G. von Peter
• L. Medema: Peer Monitoring or Contagion? Interbank Market Exposure and Bank Risk
• Presentation: L. Medema
• E. Faia: A Tale of Two Policies

International Risk Sharing and Global Imbalances

27 - 28 May 2010 in Eltville

Programme

• Programme

Papers

• C. Engel: Global Interest Rates, Monetary Policy, and Currency Returns
• Presentation: C. Engel
• Discussion: D. Henderson
• F. Ghironi: The Domestic and International Effects of Interstate US Banking
• Presentation: F. Ghironi
• E. Mendoza: Financial Innovation, The Discovery of Risk, and the US Credit Crisis
• Presentation: E. Mendoza
• M. Hoffmann, Michael Krause, Thomas Laubach: Real Causes of the Global Economic Crisis
• Discussion: R. Kollmann
• R. Rigobon: Structural Estimation of Systemic Risk
• Presentation: R. Rigobon
• B. Sorensen: Deep Financial Integration and Volatility
• Presentation: B. Sorensen
• M. Fratzscher: Asset Prices, New Shocks an the Current Account
• Discussion: P. Harms
• C. Tille: Rational Risk Panics
• Presentation: C. Tille

The Athenian policy forum: 10th Biennial Conference on “Regulatory Responses to the Financial Crisis”

28 - 31 July 2010 in Frankfurt

Programme

• Programme

Household Heterogeneity and Household Finance Conference
Co-Sponsors: Deutsche Bundesbank and Federal Reserve Bank of Cleveland

9 - 10 September 2010 in Cleveland

Programme

• Programme

Papers

• Conference on Household Heterogeneity and Household Finance

Liquidity and Liquidity Risks

23 - 24 September 2010 in Frankfurt

Programme

• Programme

Call for papers

• Liquidity and Liquidity Risks

Papers

• X. Freixas, A. Martin, D. Skeie: Bank Liquidity, Interbank Markets and Monetary Policy
• Presentation: X. Freixas
• F. Castiglionesi, F. Fariozzi, G. Loranth, L. Pellizon: Liquidity Coinsurance and Bank Capital
• Presentation: L. Pellizon
• Discussion: J. Jorge
• R. Beaupain, A. Durre: Nonlinear Liquidity Adjustments in the Euro Area Overnight Money Market
• Presentation: R. Beaupain
• Discussion: O. Merrouche
• P. Angelini, A. Nobili, C. Picillo: The Interbank Market after August 2007: What has changed, and why?
• Presentation: A. Nobili
• O. Armantier, E. Ghysels, A. Sarkar, J. Shrader: Stigma in Financial Markets
• D. Gromb, D. Vayanos: Financially Constrained Arbitrage and Cross-Market Contagion
• Discussion: A. Gümbel
• Presentation: D. Vayanos
• G. Huberman, R. Repullo: Moral Hazard and Debt Maturity
• Presentation: R. Repullo
• Discussion: L. Ratnovski
• E. Perotti, J. Suarez: A Pigovian Approach to Liquidity Regulation
• Presentation: J. Suarez
• A. N. Berger, C. H.S. Bouwman, T. Kick, K. Schaeck: Bank Liquidity Creation and Risk Taking during Distress
• Presentation: K. Schaeck
• Discussion: L. Norden
• M. M. Cornett, J. J. McNutt, P. E. Strahan, H. Tehranian: Liquidity Risk Management and Credit Supply in the Financial Crisis
• Presentation: J. McNutt
• Discussion: R. DeYoung
• F. Malherbe: Self-Fulfillig Liquidity Dry-Ups
• Discussion: F. Castiglionesi
• G. Strobl: A Theory of Endogenous Liquidity Cycles
• Presentation: G. Strobl
• Discussion: O. Sussmann

Beyond the Financial Crisis: Systemic Risk, Spillovers and Regulation

28 - 29 October 2010 in Dresden

Programme

• Programme

Call for papers

• Beyond the Financial Crisis: Systemic Risk, Spillovers and Regulation

Papers

• E. Jokivuolle, I. Kiema, T. Vesala: Credit Allocation, Capital Requirements and Procyclicality
• Presentation: E. Jokivuolle
• Discussion: T. Parwada
• C. G. de Vries: Systemic Risk & Diversification across European Banks and Insurers
• Presentation: C. G. de Vries
• Discussion: E. Jokivuolle
• R. W. Faff, J. T. Parwada, K. Tan: Were Bank Bailouts Effective during the 2007-2009 Financial Crisis? Evidence from Contagion Risk in the Global Hedge Fund Industry
• Presentation: T. Parwada
• Discussion: C. G. de Vries
• D. F. Gray, A. A. Jobst: Systemic CCA - A Model Approach to Systemic Risk
• Presentation: A. A. Jobst
• Discussion: M. V. Oet
• G. de Nicolo, M. Lucchetta: Systemic Real and Financial Risks: Measurement, Forecasting and Stress Tests
• Presentation: M. Lucchetta
• Discussion: A. A. Jobst
• M. V. Oet, R. Eiben, D. Gramlich, G. L. Miller, S. J. Ong: SAFE: An Early Warning System for Systemic Banking Risk
• Presentation: M. V. Oet
• Discussion: M. Lucchetta
• C. Zhou: Why the Micro-Prudential Regulation fails?
• Presentation: C. Zhou
• Discussion: A. Gersl
• A. Gersl, P. Jakubik: Adverse Feedback Loop in the Bank-Based Financial Systems
• Presentation: A. Gersl
• Discussion: J. A. Chan-Lau
• J. A. Chan-Lau: Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal
• Presentation: C. Zhou
• Discussion: J. A. Chan-Lau
• U. Broll, B. Eckwert, A. Eickhoff: The Role of Disclosure and Transparency in the Interbank Market
• Presentation: U. Broll
• Discussion: E. Söbbeke

• Panel Discussion: Managing and Regulating Systemic Risk

8th Bundesbank MiDi Workshop

 11 November 2010 in Frankfurt

Programme

• Programme

Money, Finance and Banking in East Asia

 3 - 4 December 2010 in Eltville

Programme

• Programme

Call for papers

• Money, Finance and Banking in East Asia

Papers

• Y. W. Cheung, M. D. Chinn, E. Fujii: Measuring Renminbi Misalignment: Where Do We Stand?
• Presentation: Y. W. Cheung
• Discussion: B. Schnatz
• M. Hoffmann: What Drives China’s Current Account?
• Presentation: M. Hoffmann
• Discussion: M. Paetz
• L. Vogel: China’s External Surplus: Simulations with a Global Macroeconomic Model
• Presentation: L. Vogel
• Discussion: A. Buzaushina
• I. Fujiwara, K. Takahashi: China’s External Surplus: Simulations with a Global Macroeconomic Model
• Presentation: I. Fujiwara
• Discussion: P. Tillmann
• P. Mizen, S. Tsoukas: What Effect has Bond Market Developments in Emerging Asia had on the Insurance of Corporate Bonds?
• Presentation: P. Mizen
• Discussion: K. Bernoth
• Y. Chen, M. Funke, A. Mehrotra: What drives urban sunsumption in Mainland China? The role of property price dynamics?
• Presentation: A. Mehrotra
• Discussion: B. Craig
• R. A. Braun, L. M. Körber: New Keynesian Dynamics in a Low Interest Rate Environment
• Presentation: R. A. Braun
• Discussion: S. Moyen
• K. Matthews: Risk Management and Managerial Efficiency in Chinese Banks: A Network DEA Framework
• Presentation: K. Matthews
• Discussion: M. Koetter