| 12:00-13:00 | Registration and Working Lunch | | 13:00-13:15 | Opening and Welcome | | Hermann Remsperger, Chairman, Stiftung Geld und Währung
Catherine Lubochinsky, SUERF President, University Paris,
Helmut Siekmann, Institute for Monetary and Financial Stability | | 13:15-14:00 | Keynote Session | | Chairperson: Stefan Gerlach, Deputy Governor, Central Bank of Ireland "Systemic Aspects of Risk Measurement and Risk Management: Lessons from the Financial Crisis"
Martin Hellwig, Max-Planck-Institute and ESRB
Presentation | | 14:00-14:20 | Coffee break | | 14:20-15:50 | Policy Panel
| | Moderator: Mark Schieritz, Die Zeit "Macroprudential Policies"
Philipp M. Hildebrand, President, Schweizerische Nationalbank "Measurement of Systemic Risk"
Stephen G. Cecchetti, Bank for International Settlements
Presentation "Experiences with the ESRB - the view from within and in relation to other policy areas/institutions"
Stefan Ingves, Governor, Sveriges Riksbank
Presentation "Financial Markets"
Alberto Giovannini, UniFortune Asset Management SGR SpA | | 15:50-16:15 | Coffee break | | 16:15-16:45 | Keynote Session | | Chairperson: Stefan Gerlach, Deputy Governor, Central Bank of Ireland Jens Weidmann, President, Deutsche Bundesbank
Speech | HTML | | 16:45-18:15 | Session 1: Theoretical and empirical macro-financial models linking financial stability and the performance of the economy | | Chairperson: Jens Ulbrich, Deutsche Bundesbank and SUERF "Financial Regulation in General Equilibrium"
Dimitrios Tsomocos, Oxford University and
Alexandros Vardoulakis, Banque de France
Paper | Presentation "Macro-financial models linking financial stability and the performance of the economy"
Philipp Hartmann, European Central Bank and SUERF
Presentation "Financial intermediation and the real economy: implications for monetary and financial stability policies"
Stefano Neri, Banca d'Italia
Paper | Presentation | | 18:15 | End of first day's proceedings | | 19:30 | Dinner, Opernpalais, Unter den Linden 5, D-10117 Berlin | | Dinner Speech: "Macroprudential policies and financial integration"
Jürgen Stark, European Central Bank |
Mittwoch, 9. November 2011
| 9:30-11:00 | Session 2: Empirical models on the causes, transmission and the real impact of financial crises | | Chairperson: Ernest Gnan, Oesterreichische Nationalbank and SUER "Private Sector Debt Reduction and Growth"
Előd Takáts and Christian Upper, Bank for International Settlements
Presentation "Macroeconomic factors and bank-level risk"
Claudia Buch, University of Tübingen
Sandra Eickmeier, Deutsche Bundesbank,
and Esteban Prieto, University of Tübingen
Paper | Presentation "Creditless Recoveries"
Abdul Abiad, Giovanni dell’Ariccia and Bin Li, International Monetary Fund
Presentation | 11:00-11:30 | Coffee break | | 11:30-13:00 | Session 3: Measuring Systemic Risk | | Chairperson: Thilo Liebig, Deutsche Bundesbank "Measuring aggregate risk: can we robustly identify asset boom-bust cycles? Implications for macroprudential policies"
Vladimir Borgy, Laurent Clerc and Jean-Paul Renne, Banque de France
Paper | Presentation "Attributing Systemic Risk to Individual Institutions"
Ester Faia, Goethe University Frankfurt
Presentation "Dealing with Systemic Risk When We Measure Systemic Risk Badly"
Jon Danielsson, Kevin R. James, Marcela Valenzuela and Ilknur Zer, London School of Economics
Presentation | | 13:00-14:15 | Lunch | 14:15-15:45 | Session 4: Macroprudential instruments to contain systemic risk | | Chairperson: Jürgen Pfister, BayernLB and SUERF "Applied Approaches"
Jorge A Chan-Lau, International Monetary Fund "Macroprudential Instruments for containing Systemic Risk: the ESRB View"
Francesco Mazzaferro, ESRB Secretariat "Development of macroprudential policy in the UK"
Simon Hall, Bank of England
Presentation | | 15:45-16:15 | Concluding Remarks | | Volker Wieland, Institute for Monetary and Financial Stability
Presentation | | 16:15 | End of event |
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