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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

18:40-18:50
Concluding remarks
18:50-19:15
Virtual Coffee Corner
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Last updated on: 07/12/2020