Eventos



XII Conferencia Anual del Banco Central de Chile

Financial Stability, Monetary Policy, and Central Banking

November 6th an d 7th, 2008


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


 
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