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V Annual Seminar on Banking, Financial Stability and Risk

        August 13, 2010
        São Paulo
08:30 a.m. Registration and coffee
09:00 a.m. Opening Remarks

Henrique Meirelles, Banco Central do Brasil

09:20 a.m. Opening Lecture

Chair: Adriana Soares Sales, Banco Central do Brasil

Lecturer: Jakob de Haan, Netherlands Bank
Bank Size, Market Concentration, and US Bank Earnings Volatility in the Wake of the Global Financial Crisis (PDF - 2.728KB)

10:20 a.m. Coffee break
10:40 a.m. Session I: Credit Market in Brazil

Chair: Alexandre A. Tombini, Banco Central do Brasil

Clodoaldo Aparecido Annibal, Banco Central do Brasil
Macroeconomic Drivers of Brazilian’s Enterprise Default (PDF - 409KB - English)

Bruno Silva Martins, Banco Central do Brasil
Financial Instability and Credit Constraint: Evidence from the Cost of Bank Financing (PDF - 789KB - English)

Discussant: Darius Miller, Southern Methodist University
Financial Instability and Credit Constraint: Evidence from the Cost of Bank Financing (PDF - 43KB - English)

12:00 a.m. Lunch break
02:00 p.m. Session II: Risk Management

Chair: Alvir A. Hoffmann, Banco Central do Brasil

Antônio Carlos Magalhães da Silva, Banco Central do Brasil
Default Correlation: An Empirical Investigation of Brazilian Retail Loans (PDF - 487KB - English)

Marcos Soares da Silva, Banco Central do Brasil
Liquidity Shock and Credit Risk in Brazil: A Dynamic General Equilibrium Approach (PDF - 433KB - English)

Discussant: Márcio Nakane, USP
Comments (PDF - 62KB - English)

03:20 p.m. Coffee break
03:40 p.m. Panel Discussion: The Global Crisis and its Consequences

Chair: Carlos Hamilton V. Araujo, Banco Central do Brasil

Jouko Vilmunen, Bank of Finland
Sovereign Debt Crisis: Trying to Prevent Contagion (PDF - 50KB - English)

Gerald P. Dwyer Jr., Federal Reserve Bank of Atlanta
The Financial Crisis of 2007-2008 in the United States (PDF - 6.782KB - English)

05:00 p.m. Closing Remarks