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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