Macroprudential regulation: from theory to implementation


Welcoming Remarks by Job Swank (Executive Board Member of De Nederlandsche Bank)

SESSION I: Systemic risk

Chair: Wolf Wagner (European Banking Center, Tilburg University)
Di Gong (Tilburg University):
Systemic Risk-taking at Banks: Evidence from the Pricing of Syndicated Loans 
Discussant: Alberto Pozzolo (University of Molise)
Maarten van Oordt (De Nederlandsche Bank):
Systemic Risk and Bank Business Models

Discussant: Anatoli Segura (Bank of Italy)

Taylor Begley (London Business School):
The Strategic Under-Reporting of Bank Risk

Discussant: Jean Colliard (HEC Paris)
Stephanie Chan (University of Amsterdam):
Cocos, Contagion and Systemic Risk

Discussant: Benjamin Kay (US Department of Treasury, Office of Financial Research)

SESSION II: Macroprudential policies

Chair: Rob Nijskens (De Nederlandsche Bank)
Stijn Claessens (IMF):
Macroprudential Policies: Analyzing a New Database 
Discussant: Richhild Moessner (Bank for International Settlements)

Olivier Loisel (CREST, ENSAE):
Optimal Monetary and Prudential Policies 
Discussant: Kebin Ma (Warwick Business School)
Ilhyock Shim (BIS):
Comparative Assessment of Macroprudential Policies 
Discussant: Dirk Schoenmaker (Duisenberg School of Finance)


Introduction by: Jakob de Haan (De Nederlandsche Bank)

SESSION III: Financial regulation

Chair: Gabriele Galati (De Nederlandsche Bank)
Frederic Malherbe (London Business School):
Optimal Capital Requirements over the Business and Financial Cycles 
Discussant: Marcela Lucchetta (University of Venice)
Tobias Neumann (Bank of England):
Taking Uncertainty Seriously: Simplicity Versus Complexity in Financial Regulation 
Discussant: Co-Pierre Georg (University of Cape Town)
Stephan Luck (Princeton University):
Banks, Shadow Banking, and Fragility