Research on Granular Credit Registry/History Data with Implications for Monetary Policy and (Macro-) prudential Regulation (joint with NES)
October 8, 2020
Online
October 8
14:50
Opening
Alexander Morozov, Director of Research and Forecasting Department, Bank of Russia
15:00
Session 1: Banks Risk-taking: Measurement and Applications
Chair: Anna Obizhaeva, NES
Monetary and Macroprudential Policy Complementarities:
Evidence from European Credit Registers
(Carlo Altavilla, Luc Laeven, José-Luis Peydró)
José-Luis Peydró
ICL, Universitat Pompeu Fabra, CREi and Barcelona GSE
Discussant (10 min): Konstantin Egorov, NES
Comments, Q&A (10 min)
15:50
Measuring the Risk-taking of Russian Banks: Micro-level data approach
Andrey Sinyakov
Research and Forecasting Department, Bank of Russia
Discussant: José-Luis Peydró
Comments, Q&A
16:40
Break
17:00
Session 2: Understanding Credit cycle
Chair:
Alexey Ponomarenko, Bank of Russia
Determinants of the credit cycle: A flow analysis of the extensive margin
Vincenzo Cuciniello and Nicola di lasio
Bank of Italy
Discussant: Alexey Ponomarenko
Comments, Q&A
17:50
Measuring the Debt Service Ratio in Russia : Micro-Level Data Approach
Anna Burova
Research and Forecasting Department, Bank of Russia
Discussant: Horacio A. Aguirre
Banco Central de la República Argentina
Comments, Q&A
Concluding remarks
Virtual Coffee Corner
Презентации
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Last updated on: 07.12.2020