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Conferencia: Desarrollo, Estabilidad y Sustentabilidad de la BancaConferencia: Desarrollo, Estabilidad y Sustentabilidad de la BancaConferencia: Desarrollo, Estabilidad y Sustentabilidad de la BancaConferencia: Desarrollo, Estabilidad y Sustentabilidad de la BancaConferencia: Desarrollo, Estabilidad y Sustentabilidad de la BancaConferencia: Desarrollo, Estabilidad y Sustentabilidad de la Banca

Desarrollo, Estabilidad y Sustentabilidad de la Banca

Conferencia SBIF/UDP

Programa de la Conferencia y Lista de Trabajos Aceptados

Jueves 5

HoraActividad
8:30-9:15Registro
9:15-9:30Apertura - Fernando Lefort Gorchs. ‎Decano Facultad de Economía y Empresa, Universidad Diego Portales.
9:30-9:45Bienvenida - Eric Parrado. Superintendente de Bancos e Instituciones Financieras de Chile.
9:45-10:15“Effective Regulation and Financial Stability”, Anat Admati. George G.C. Parker Professor of Finance and Economics, Graduate School of Business, Stanford University.
10:15-10:45Café
10:45-12:00Presentación de documentos de trabajo:
 
Sesión 1Sesión 2Sesión 3
Reservas de capital IRiesgos sistémicosCalidad de Activos
Moderador: Marco Morales (UDP).
Associate Professor of Economics at the Universidad Diego Portales. Ph.D. in Economics, Boston University.
Moderador: Rodrigo Cifuentes (BCCh).
Head of Financial Research at the Central Bank of Chile. Ph.D. in Economics, Harvard University.
Moderador: Orlando Balboa (Usach).
Head of Economics Department at the Universidad de Santiago, Chile. Ph.D. in Economics, Vanderbilt University
Prudential filters, portfolio composition and capital ratios in European banks.
Isabel Argimón – Banco de España.
Systemic Risk in a Structural Model of Bank Default Linkages.
Dietmar P.J.Leisen - Gutenberg School of Management and Economics.
Incorporation of financial ratios into prudential definition of assets: Micro and macro prudential perspective.
Salome Skhirtladze – National Bank of Georgia
The impact of the IRB approach on the risk weights of European banks.
María Elizabeth Cristófoli - Banco de España.
Thoughts on the Proper Design of Macro Stress Tests and Their Usefulness in Measuring, Monitoring and Controlling Systemic Risk.
Gregory D. Sutton - BIS
Safe Assets as Commodity Money.
Benjamin Kay - U.S. Treasury
12:00-12:10Café
12:10-13:20Presentación de documentos de trabajo:
 
Sesión 4Sesión 5Sesión 6
Provisiones por riesgo de créditoRiesgos de fondeoRiesgo en créditos hipotecarios
Moderador: Patricio Jaramillo (SBIF).
Head of Risk Modeling and Methodologies, SBIF. M.A. in Economics Georgetown University USA.
Moderador: Roberto Alvarez (FEN).
Head of Economics Department at Universidad de Chile. Ph.D. in Management, UCLA Anderson School of Management.
Moderador: Carlos J. Perez (UDP)
Assistant Professor of Finance, Universidad Diego Portales. Ph.D. in Economics, Universidad Carlos III de Madrid.
Are capital (and earnings) incentives effective for loan loss provisions?
Ricardo Schechtman – Central Bank of Brazil.
A comprehensive analysis of capital account liberalization on banking industry risks.
Dan Su - National School of Development, Peking University.
A micro-powered model of mortgage default risk: the case of Chile.
Juan Francisco Martínez - Banco Central de Chile.
Moving in tandem: bank provisioning in Emerging Market Economies.
Andres Murcia – BIS
Distance, concentration and crisis: analyzing the cost of the external banking debt in Chile.
Pablo García - Banco Central de Chile.
LTV and DTI Limits—Going Granular.
Luis I. Jácome – IMF.
13:30-14:45Almuerzo
14:00-14:45“La historia de la regulación bancaria en Chile” - Luis Morand y Miguel Ángel Nacrur. Abogados.
15:00-15:30“The role of microprudential, macroprudential, and monetary policies for preserving financial stability” - Rodrigo Vergara. Presidente del Banco Central de Chile.
15:30-17:00Panel de discusión - “Bank Regulation and Sustainability” - Moderador: Rudy Araujo, General Secretary of ASBA. Panelistas: Jouko Vilmunen, Head of Research, Bank of Finland - Mark Zelmer, Deputy Superintendent, Regulation Sector, OSFI Canada - Daniel Schydlowsky, Superintendente de Banca, Seguros y AFP de Perú - James Walsh, Deputy Division Chief, Monetary and Capital Markets, IMF.
17:00-17:15Café
17:15-18:00“Bank enforcement actions and the terms of lending”, Iftekhar Hasan. E. Gerald E. Corrigan Professor of Finance, Fordham University and Scientific Advisor, Bank of Finland.
18:00Clausura primer día
20:00Cena (sólo para invitados)

Viernes 6

HoraActividad
8:30-8:40Bienvenida: Fernando Díaz. Director, Departamento de Administración, Universidad Diego Portales.
8:40-10:00Panel académico - “Empirical Research in Banking”, Moderador: Dr. Fernando Diaz, Universidad Diego Portales. Panelistas: Bill Francis. Member of the Editorial Board of the Journal of Financial Stability - Sris Chatterjee, Associate Editor of the Journal of Financial Stability - Gabriel Ramírez, Kennesaw State University.
10:00-10:15Café
10:20-11:30Presentación de documentos de trabajo:
 
Sesión 7Sesión 8Sesión 9
Reservas de capital IICrecimiento del créditoSupervisión bancaria
Moderador: Jaime Forteza (SBIF)
Senior Economist, Research Division, SBIF. Master, Mathématiques Appliquées en Economie et en Finance, University of Paris I: Panthéon-Sorbonne.
Moderador: Luis Opazo (ABIF).
Research Director, Association of Banks, Chile. Ph.D. in Economics, Georgetown University.
Moderador: Félix Villatoro (UAI)
Associate Professor of Finance at the Universidad Adolfo Ibáñez. Ph.D. in Economics, Pontificia Universidad Católica de Chile.
Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France.
Pierre Pessarossi – ACPR (France).
Credit Growth Dynamics.
José Camarena – SBS del Perú
Does Regulatory Bank Oversight Impact Economic Activity? A Local Projections Approach.
Pavel Kapinos - FDIC
The two faces of interbank correlation.
Consuelo Silva Buston – Universidad Alberto Hurtado e ILADES
The Winner's Curse: Evidence on the Danger of Aggressive Credit Growth in Banking.
Benedikt Ruprecht – Bundesbank.
Does the bond market discipline state owned enterprises? State banks borrow cheaper.
Rodrigo Wagner - Universidad de Chile.
11:30-11:40Café
11:40-12:50Presentación de documentos de trabajo:
 
Sesión 10Sesión 11
Riesgo en el ciclo de créditoSustentabilidad bancaria
Moderador: Erik Berwart (SBIF)
Senior Economist, Research Division, SBIF. Ph. D in Accounting and Finance, The University of Manchester.
Moderador: Esteban Pérez C. (CEPAL)
Oficial Asuntos Económicos, Cepal. Ph.D in Economics, New School for Social Research, New York.
Cyclicality of SME Lending and Government Involvement in Banks.
Patrick Behr - EBAPE, Getulio Vargas Foundation.
Financial development and banking credit: their effects on income inequality and poverty.
Francisco Cabezón - SBIF.
Explaining the cyclical volatility of consumer debt risk.
Carlos Madeira - Banco Central de Chile
Why Financial Advice Cannot Substitute for Financial Literacy?
Majdi Debbich - Center for Financial Security, University of Wisconsin-Madison, USA and AMF - Autorité des marchés financiers, France.
13:00-13:30"Managing the human resources of regulators (and other civil servants)" - David M. Kreps. Adams Distinguished Professor of Management, School of Humanities and Sciences, Graduate School of Business, Stanford University.
13:30Clausura - Eric Parrado. Superintendente de Bancos e Instituciones Financieras de Chile.

 

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Lista de Trabajos Aceptados en la Conferencia

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Conference: Banking Development, Stability and SustainabilityConference: Banking Development, Stability and SustainabilityConference: Banking Development, Stability and SustainabilityConference: Banking Development, Stability and Sustainability