AracneTv | BANKING AND FINANCIAL REGULATION 10TH INTERNATIONAL BANKING CONFERENCE

Convegno

BANKING AND FINANCIAL REGULATION
10TH INTERNATIONAL BANKING CONFERENCE

giovedì 4 ottobre 2018 - venerdì 5 ottobre 2018

Baffi Carefin - Centre on International Markets, Money and Regulation
Università Commerciale Luigi Bocconi
via Guglielmo Corrado Röntgen, 1
20136 Milano

THURSDAY 04 OCTOBER 2018

Room AS01 Via Röntgen 1
10:15 Registration of partecipants

10:45 Welcome address:
Donato MASCIANDARO

11:00 Session I

Bank lending: recent trends
Chair:
Stefano ROSSI

Predictably unequal? The effect of machine learning on credit markets
Andreas FUSTER
Paul GOLDSHMITH-PINKHAM
Tarun RAMADORAI
Ansgar WALTHER
Discussant:
Andrew ELLUL

Bank capital and the composition of credit
Milton HARRIS
Christian OPP
Marcus OPP
Discussant:
Frederic BOISSAY

Brexit and the contractions of syndicated lending
Tobias BERG
Anthony SAUNDERS
Larissa SCHÄFER
Sascha STEFFEN
Discussant:
Giorgia BARBONI

13:00 Lunch

14:00 Session II

Stress testing
Chair:
Giuliano Orlando IANNOTTA

Stress testing and bank lending
Joel SHAPIRO
Jing ZENG
Discussant:
Linda SCHILLING

Modeling your stress away
Friederike NIEPMANN
Viktors STEBUNOVS
Discussant:
Sascha STEFFEN

15:20 Coffee break

15:30 Session III

Banking Supervision
Chair:
Vittoria CERASI

Bank resolution and public backstop in an asymmetric banking union
Anatoli SEGURA
Sergio VICENTE
Discussant:
David POTHIER

Supra(national) supervision
Rainer HASELMANN
Shikhar SINGLA
Virkrant VIG
Discussant:
Angela MADDALONI

Aula Magna Via Gobbi 5
17:15 Registration of partecipants

17:30 Welcome address:
Marco Maria OTTAVIANI
Gian Maria GROS PIETRO

Keynote speech. Banking policy in the EU
Martin MERLIN
Chair:
Elena CARLETTI

18:30 End of session

FRIDAY 05 OCTOBER 2018

Room AS01 Via Röntgen 1
09:00 Session IV

Central bank and short-term funding
Chair:
Francesco SAITA

Negative policy rates and bank asset allocation: evidence from the italian credit and security registers
Margherita BOTTERO
Camelia MINOIU
José-Luis PEYDRÓ
Andrea POLO
Andrea Filippo PRESBITERO
Enrico SETTE
Discussant:
Marco PAGANO

A theory of collateral for the lender of last resort
Dong BEOM CHOI
João SANTOS
Tanju YORULMAZER
Discussant:
John KOUNG

Reciprocal lending relationships in shadow banking
Yi LI
Discussant:
Guillaume VUILLEMEY

11:00 Coffee break

11:30 Session V

Asymmetric information and credit markets
Chair:
Enrico SETTE

Bad times, good credit
Bob BECKER
Marieke BOS
Kasper ROSZBACH
Discussant:
Iftekhar HASAN

P2P lenders versus banks: cream skimming of bottom fishing?
Calebre DE ROURE
Loriana PELIZZON
Anjan THAKOR
Discussant:
Alberto MANCONI

12:50 Lunch

14:00 End of conference