VII Seminário sobre Riscos, Estabilidade Financeira e Economia Bancária do Banco Central do Brasil
| Data | |
| 9 e 10 de agosto de 2012 | |
| Local | |
| São Paulo | |
| Programação | |
| 09 de agosto | |
| 8h30 | Registro e entrega de material |
| 8h45 |
Abertura
Benjamin Miranda Tabak, Banco Central do Brasil Iftekhar Hasan, Fordham University |
| 9h00 |
Sessão I
Moderador: Silvio Michael de A. Costa, Banco Central do Brasil Xin Yan (Research Institute of Comprehensive Economics), Lawrence R. Klein (University of Pennsylvania), Viktoria Dalko (Harvard University), Ferenc Gyurcsány (Hungarian Parliament) e Michael H. Wang (Research Institute of Comprehensive Economics) Does Monopoly Exist in the Stock Market? Detection and Prevention of Trade-Based Market Manipulation (PDF - 314KB - Inglês) Chen Zhou (De Nederlandsche Bank) Why Micro-Prudential Regulations Fail? (PDF - 169KB - Inglês) Cagri Akkoyun, Yavuz Arslan, Fatih Fazilet e Necati Tekatli (Central Bank of the Republic of Turkey) Dynamic Rare Disasters, Risk Sharing and Cross-Country Portfolio Holdings (PDF - 185KB - Inglês) |
| 10h20 | Coffee break |
| 10h40 |
Sessão II
Moderador: Angelo Fasolo, Banco Central do Brasil Charles M. Kahn (University of Illinois Urbana-Champaign) e Wolf Wagner (Tilburg University) Sources of Liquidity and Liquidity Shortages (PDF - 234KB - Inglês) Cesar Calderon (The World Bank) e Klaus Schaeck (Bangor Business School) Bank Bailouts, Competitive Distortions, and Consumer Welfare. (PDF - 747KB - Inglês) Isabelle Distinguin (University of Limoges), Caroline Roulet (University of Limoges) e Amine Tarazi (University of Limoges) Bank Regulatory Capital Buffer and Liquidity: Evidence from U.S. and European Publicly Traded Banks (PDF - 394KB - Inglês) |
| 12h00 | Intervalo para almoço |
| 14h00 |
Sessão III
Moderador: João Barata, Banco Central do Brasil Kose John (New York University), Vinay B. Nair (Ada Investment Management) e Lemma Senbet (University of Maryland) Law, Organizational Form, and Taxes: Financial Crisis and Regulating through Incentives (PDF - 314KB - Inglês) Bill B. Francis (Lally School of Management & Technology) e Delroy M. Hunter (University of South Florida) Exchange Rate Exposure and the Cost of Debt: Evidence from Bank Loans (PDF - 624KB - Inglês) G. Gulsun Akin (Bogazici University), Ahmet Faruk Aysan (Central Bank of the Republic of Turkey and Bogazici University), Sebnem Ileri (Bogazici University) e Levent Yildiran (Bogazici University) Who Bears the Burden of Banking Transformation in Turkey: An Empirical Analysis of Demand, Competition and Welfare Analysis (PDF - 869KB - Inglês) |
| 15h20 | Coffee break |
| 15h40 |
Sessão IV
Moderador: Ricardo Schechtman, Banco Central do Brasil Pierre-Richard Agénor (University of Manchester), Koray Alper (Central Bank of the Republic of Turkey) e Luiz Pereira da Silva (Banco Central do Brasil) Sudden Floods, Macroprudential Regulation and Stability in an Open Economy (PDF - 1317KB - Inglês) Fernando Díaz (Universidad Diego Portales), Gabriel G. Ramírez (Kennesaw State University) e Kenneth N. Daniels (Virgina Commonwealth University) Corporate Bond Clawbacks as Contingent Capital for Large Financial Institutions (PDF - 820KB - Inglês) |
| 17h00 | Encerramento |
| 10 de agosto | |
| 8h30 | Credenciamento e entrega de material |
| 9h00 |
Abertura
Carlos Hamilton Araújo, Banco Central do Brasil Adriana Soares Sales, Banco Central do Brasil |
| 9h20 |
Palestra de abertura
Carlos Hamilton Araújo, Banco Central do Brasil |
| 10h00 | Intervalo |
| 10h20 |
Painel: Desequilíbrios Globais
Moderador: Carlos Hamilton Araújo, Banco Central do Brasil Jouko Vilmunen, Bank of Finland Macroeconomic and Financial Stability (PDF - 123KB - Inglês) Ahmet Faruk Aysan, Bank of the Republic of Turkey Macroeconomic Stability, Financial Stability and Monetary Policy (PDF - 1495KB - Inglês) |
| 11h20 |
Sessão I: Risco Sistêmico
Moderador: Rodrigo Azevedo, Ibiúna Investimentos Rodrigo Cesar Miranda, Banco Central do Brasil Connectivity and Systemic Risk in the Payment System (PDF - 772KB - Inglês) Kurt Lewis, Federal Reserve Board Using Policy Intervention to Identify Financial Stress (PDF - 203KB - Inglês) Clara Machado, Banco de la República de Colombia Designing an Expert Knowledge-based Systemic Importance Index for Financial Institutions (PDF - 1521KB - Inglês) |
| 12h40 | Intervalo para almoço |
| 14h30 |
Sessão II: Estabilidade Financeira
Moderador: Anthero de M. Meirelles, Banco Central do Brasil Erlend W. Nier, International Monetary Fund What Caused the Global Financial Crisis – Evidence on the Drivers of Financial Imbalances 1999-2007 (PDF - 105KB - Inglês) Waldyr Areosa, Banco Central do Brasil Some Financial Stability Indicators for Brazil (PDF - 563KB - Inglês) Benjamin M. Tabak, Banco Central do Brasil The Impact of Market Power at Bank Level in Risk-taking: the Brazilian Case (PDF - 655KB - Inglês) |
| 15h50 | Intervalo |
| 16h10 |
Sessão III: Requerimentos de Reservas
Moderador: Adriana Soares Sales, Banco Central do Brasil Leonardo Soriano de Alencar, Banco Central do Brasil Reserve Requirements as an Instrument of Economic Policy (PDF - 348KB - Inglês) Christian Glocker, Austrian Institute of Economic Research The Macroeconomic Effects of Reserve Requirements (PDF - 574KB - Inglês) |
| 17h10 | Encerramento
Carlos Hamilton Araújo, Banco Central do Brasil |