November 6th an d 7th, 2008
XII Conferencia Anual del Banco Central de Chile
Eventos
XII Conferencia Anual del Banco Central de Chile
Financial Stability, Monetary Policy, and Central Banking
Session I Opening Remarks
Opening Remarks (Session in Spanish, with translation)
José De GregorioGovernor, Central Bank of Chile
Session II Defining Financial Stability
Defining and Safeguarding Financial Stability
Garry SchinasiInternational Monetary Fund
Towards an operational framework for financial stability: “fuzzy” measurement and its consequences
Claudio BorioBank of International Settlements
Mathias DrehmannBank of International Settlements
New Framework for Measuring and Managing Macrofinanial Risk and Financial Stability
Dale F. GrayIMF
Robert C. MertonHBS, Harvard University
Zvi BodieBoston University
Incorporating Financial Sector Risk into Monetary Policy Models: Application to Chile
Dale GrayIMF
Leonardo LunaCentral Bank of Chile
Jorge RestrepoCentral Bank of Chile
Session IV Financial Stability and Monetary Policy
Equity Market Spillovers in the Americas
Francis DieboldUniversity of Pennsylvania
Kamil YilmasKoc University
Modelling a Housing and Mortgage Crisis
Dimitrios TsomocosUniversity of Oxford
Charles GoodhartLSE Professor Emeritus of Banking and Finance
Alexandros VardoulakisUniversity of Oxford
Systemic Risk, Banking Regulation and Optimal Monetary Policy
Ethan Cohen-ColeFederal Reserve Bank of Boston
Enrique Martinez-GarcíaFederal Reserve Bank of Dallas
Session V Financial Stress Testing Methodologies I
Households' Financial Vulnerability
Jaime Ruiz-TagleUniversity of Chile
Marcelo FuenzalidaCentral Bank of Chile
Macroeconomic-Stress Testing, Systemic Risk & Banking Stability Measures
Miguel SegovianoInternational Monetary Fund
Session VIII Financial Stress Testing Methodologies II
Funding Liquidity Risk in a Quantitative Model of Systemic Stability
Bruno EklundBank of England
Prasanna GaiAustralian National University
Sujit KapadiaBank of England
Elizabeth MartinBank of England
Nada MoraBank of England
Gabriel SterneBank of England
Matthew WillisonBank of England
A Network Model of Super-Systemic Crises
Prasanna GaiAustralian National University
Sujit KapadiaBank of England
Session IX Panel II
Financial Risk Management and Large Financial Institutions: Lessons from the Recent Turbulences
Michael BordoRutgers University
Session X Closing Remarks
Closing Remarks
Charles W. CalomirisColumbia University