3rd EBA Policy Research Workshop “How to measure the riskiness of banks”
- Conference/Workshop
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Please note that the workshop is reserved for all relevant participants from national authorities, researchers at the national authorities, supervisors and policy experts. Participation is by invitation only.
Welcome Speech – EBA Chairperson Andrea Enria
Key Note Speech – George Pennacchi, University of Illinois
A. Brezigar-Masten, University of Primorska, I. Masten, University of Ljubljana, M. Volk, Bank of Slovenia - Presentation
B. Bruno, Bocconi University, G. Nocera, Audencia Nantes School of Management, A. Resti, Bocconi University - Presentation
J. Li, ESSEC Business School, G. Zinna, Bank of Italy
O. de Bandt, B. Camara, P. Pessarossi, M. Rose, Banque de France - Presentation
S. Kerbl, Osterreichische Nationalbank - Presentation
P. Pessarossi, ACPR, Banque de France, F. Vinas, Paris School of Economics, ACPR Banque de France
G. Hauton ACPR, Banque de France, J.C Héam, ACPR, Banque de France - Presentation
R. Garcia-Cespedes, BBVA, M. Moreno, University of Castilla La-Mancha - Presentation
L. Alessi, C. Detken, European Central Bank - Presentation
J. Villar Burke, European Commission - Presentation
E. Neretina, Tilburg University, C. Sahin, De Nederlandsche Bank & University of Groningen, J. de Haan De Nederlandsche Bank & CESifo
Closing Remarks – EBA Executive Director Adam Farkas
Documents
Estimating the distribution of total default losses - R. Garcia-Cespedes, M. Moreno
(834.96 KB - PDF) Last update 15 October 2014
Does the capital structure affect banks’ profitability - 0. de Bandt, B. Camara, P. Pessarossi, M. Rose
(168.42 KB - PDF) Last update 15 October 2014
How Much of Bank Credit Risk - J. Li, G. Zinna
(607.77 KB - PDF) Last update 3 December 2014
BSLoss - A comprehensive measure for interconnectedness - K. Fink, U Kruger, B. Meller, L.H. Wong
(1.79 MB - PDF) Last update 15 October 2014
The credibility of European Banks' risk-weighted capital - B. Bruno, G. Nocera, A. Resti
(968.38 KB - PDF) Last update 15 October 2014
3rd EBA Policy Research Workshop Agenda
(50.33 KB - PDF) Last update 16 October 2014
Everything you always wanted to know - Alessandri, Masciantonio, Zaghini
(246.88 KB - PDF) Last update 15 October 2014
Discretionary Credit Rating - A. Brezigar-Masten, I. Masten, M. Volk
(2.32 MB - PDF) Last update 15 October 2014
Stress Testing the Credit Risk of Mortgage Loans - C. Greve, L. Hahnenstein
(822.74 KB - PDF) Last update 15 October 2014
E. Gaffney, R. Kelly, F. McCann - A transitions-based frameword for estimating expected credit losses
(1.37 MB - PDF) Last update 28 November 2014
Call for papers
(126.94 KB - PDF) Last update 14 October 2014
Assessing bank leverage through flows - J. Villar Burke
(1.15 MB - PDF) Last update 15 October 2014
Identifying excessive credit growth and leverage - L. Alessi, C. Detken
(693.69 KB - PDF) Last update 15 October 2014