Financial Instability, Supervision and Central Banks

Conference organised and sponsored by the Bank of Finland (BOF) and the Journal of Financial Stability (JFS)
 
June 7–8, 2007
Bank of Finland, Helsinki

Overview:
Recent financial crises have greatly contributed to the renewed interest in studying financial instability. It is now well understood that the cost of financial instability can be very high. Empirical studies have reported that across countries the average fiscal costs of banking resolution can be as high as 50 percent of GDP. Studies also suggest that deadweight economic costs of banking and currency crises occurring together, measured by cumulative output losses, can amount to as much as 30 percent of GDP.
One difficulty in analyzing financial instability, in addition to finding a widely accepted and applicable definition of it, lies in the fact that most of the crises manifest themselves in a seemingly unique manner and frequently require different policies to manage and resolve. The fact that many theoretical models and empirical analyses of financial crises build on a coordination failure and informational frictions reflects and often contributes to this difficulty.  

 

 Programme

 
TAB WEBPART
 

 Thursday 7 June

 
9:15 Opening speech Sinikka Salo, Member of the Board, Bank of Finland
9:30-12 Session 1 Chair: Juha Tarkka (Bank of Finland)
Paper
Presentation
Location Decisions of Foreign Banks and Competitive Advantage
Author(s) Stijn Claessens (IMF), Neeltje Van Horen (World Bank)
Comments Gerald Dwyer (FRB of Atlanta)
Paper
Presentation
On the Independence of Assets and Liabilities: Evidence from U.S. Commercial Banks, 1990–2005
Author(s) Robert DeYoung (University of Kansas), Chiwon Yom (FDIC)
Comments George Kaufman (Loyola University, FRB of Chicago)
13:30-15:30 Session 2 Chair: Ari Hyytinen (Bank of Finland)
Paper
Presentation
Monetary Policy and Financial (In)Stability: An Integrated Micro-Macro Approach
Author(s)
 
Michael Koetter (University of Groningen), Ferre de Graeve (Ghent University), Thomas Kick (Deutsche Bundesbank)
Comments Pierre Siklos (Wilfrid Laurier University)
Paper
Presentation
How do Global Macro-Financial Shocks Affect Corporate Sector Expected Default Frequencies in the Euro Area?
Author(s)
 
Olli Castrén (European Central Bank), Stephane Dées (European Central Bank), Fadi Zaher (European Central Bank)
Comments Giorgio DiGiorgio (Universita LUISS Guido Carli)
16-18 Session 3 Chair: Juha Seppälä (University of Illinois-Urbana Champaign)
Paper
Presentation
Cross border banking: challenges for deposit insurance and financial stability in the European Union
Author(s)
 
Robert Eisenbeis (FRB of Atlanta, retired), George Kaufman (Loyola University, FRB of Chicago)
Comments David Mayes (University of Auckland, Bank of Finland)
Paper
Presentation
Multiple safety net regulators and agency problems in the EU: Is Prompt Corrective Action partly the solution?
Author(s)
 
Larry D. Wall (FRB of Atlanta), David G. Mayes (University of Auckland, Bank of Finland), Maria J. Nieto (Banco de España)
Comments Matti Suominen (Helsinki Business School, INSEAD)
Day 1 closing remarks
 

 Friday 8 June

 
8:30-10:30 Session 4 Chair: Yair Haim (Central Bank of Israel) 
Paper
Presentation
Stress Testing and Corporate Finance
 
 
Author(s)
 
 
Olivier DeBandt (Banque de France), C. Bruneau (Banque de France, University of Paris X), W. El Amri (Banque de France, University of Paris X)
Comments Haibin Zhu (Bank of International Settlements)
Paper
Presentation
Portfolio Effects and Efficiency of Lending under Basel II
 
Author(s) Esa Jokivuolle (Bank of Finland), Timo Vesala (Tapiola Group)
Comments Rocco Huang (University of Amsterdam)
11-12 Session 5 Chair: Jouko Vilmunen (Bank of Finland)
Paper
Presentation
Liquidity and Transparency in Bank Risk Management
 
Author(s) Lev Ratnovski (Bank of England, University of Amsterdam)
Comments Mark Flannery (University of Florida)
Paper
Presentation
How Does Competition Impact Bank Risk Taking?
 
Author(s)
 
Jesús Saurina (Banco de España, FRB of San Francisco), Gabriel Jiménez, Jose A. Lopez
Comments Olivier DeJonghe (Ghent University)
14:30-16:30 Session 6 Chair: Tuomas Takalo (Bank of Finland)
Paper
Presentation
Legal Origin, Investor Protection and Bank Risk-Taking: Evidence from Emerging Markets
Author(s)
 
Rebel A. Cole (DePaul University), Rima Turk Ariss (Lebanese American University)
Comments Kose John (New York University)
Paper
Presentation
Using the balance sheet approach for financial stability surveillance 
Author(s) Yair Haim (Bank of Israel), Roee Levy (Bank of Israel)
Comments Michael Dietsch (Université Robert Schuman de Strasbourg)
Concluding remarks
 

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