Schedule
Day 1
October 13, 2021
13:00-14:00
Registration, Welcome Coffee, and Poster Session
14:00-15:40
Session I
14:00-14:30
Sovereign-bank Diabolic Loop: The Government Procurement Channel
Diana Bonfim
Banco de Portugal & Católica Lisbon School of Business and Economics
14:30-15:05
Follow-thy-neighbor? Spillover of Asset Purchases within the Real Sector
Talina Sondershaus
Halle Institute for Economic Research (IWH) & Norges Bank
15:05-15:40
Unconventional Monetary Policy and Household Credit Inequality
Ying Xu
Graduate Institute Geneva (IHEID)
15:40-15:50
Leg Stretching
15:50-17:30
Session II
15:50-16:20
Data vs. Collateral
Leonardo Gambacorta
Bank for International Settlements (BIS) & Centre for Economic Policy Research (CEPR)
16:20-16:55
Estimating the Market Power in the EU Banking System: A Stochastic Frontier Approach with Environmental Variables
Cristina Ortega
University of Málaga
16:55-17:30
Central Bank Digital Currency and Quantitative Easing
Tammaro Terracciano
University of Geneva & Swiss Finance Institute (SFI)
17:30-17:50
Coffee Break
17:50-19:30
Session III
17:50-18:20
Twin Defaults and Capital Requirements
Javier Suarez
Centro de Estudios Monetarios y Financieros (CEMFI) & Centre for Economic Policy Research (CEPR)
18:20-18:55
The Local Impact of the Fed in the Aftermath of the Financial Crisis
Edoardo Chiarotti
Graduate Institute Geneva (IHEID) & London School of Economics
18:55-19:30
Does BRRD Mitigate the Bank-sovereign Risk Nexus?
Nicolas Soenen
Ghent University
19:30
Dinner for Mentors and Presenters
Day 2
October 14, 2021
8:45-10:25
Session IV
8:45-9:15
Do Low Interest Rate Policies Jeopardize Your Retirement?
Vasso Ioannidou
Bayes Business School & Centre for Economic Policy Research (CEPR)
9:15-9:50
Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements
Matthias Kaldorf
University of Cologne
9:50-10:25
The Dark Side of Liquidity Regulation: Bank Opacity and Liquidity Risk
Arisyi Raz
University of Birmingham
10:25-10:45
Coffee Break
10:45-12:25
Session V
10:45-11:15
Spillovers, Climate Change, and Payments
Tobias Berg
Frankfurt School of Finance & Management & Halle Institute for Economic Research (IWH)
11:15-11:50
Flight Abroad in the Euro Area: Evidence from a ECB Collateral Framework Change
Pia Hüttl
Humboldt University of Berlin
11:50-12:25
Sharing the Burden Equally? Intra-group Effects of Bank Capital Requirements
Carola Theunisz
Katholieke Universiteit Leuven (KU Leuven)
12:25-13:40
Standing Lunch
13:40-15:20
Session VI
13:40-14:10
Bank Specialization and Zombie Lending
Olivier De Jonghe
Nationale Bank van België (NBB) & Tilburg University
14:10-14:45
Banks’ Next Top Model
Elizaveta Sizova
Katholieke Universiteit Leuven (KU Leuven)
14:45-15:20
Bank Heterogeneity and Mortgage Supply under Negative Policy Rates
Yu Wu
École Polytechnique Fédérale de Lausanne (EPFL)
15:20-15:30
Leg Stretching
15:30-16:45
Keynote Panel
The Role of Financial Regulation in Coping with Crises
Diana Bonfim, Loriana Pelizzon, Javier Suarez, Iman van Lelyveld
Chaired by Hans Degryse
16:45-18:00
Reception and Poster Session
Mentor:
Hans Degryse
Katholieke Universiteit Leuven (KU Leuven) & Centre for Economic Policy Research (CEPR)
Bank Capital Requirements and Asset Prices: Evidence from the Swiss Real Estate Market
Olga Briukhova and Michele Pelli
University of Zurich & Swiss Finance Institute (SFI)
The Risk-taking Channel of Targeted Monetary Policy
Joana Sousa Leite
Banco de Portugal & Lisbon School of Economics and Management (ISEG)
Mentor:
Loriana Pelizzon
SAFE - Goethe University Frankfurt & Ca‘ Foscari University of Venice
Long-term Investors, Demand Shifts, and Yields
Kristy Jansen
Tilburg University & De Nederlandsche Bank (DNB)
Mandatory Counterparty Default Insurance in the OTC Derivatives Market
Natalie Kessler
European University Institute & De Nederlandsche Bank (DNB)
Mentor:
Vesa Pursiainen
University of St. Gallen & Hanken School of Economics
Deposit Insurance, Depositor Discipline, and Bank Risk Taking
Veronika Molnár
University of Zurich & Swiss Finance Institute (SFI)
Cash Heterogeneity and the Payout Channel of Monetary Policy
Altan Pazarbasi
Frankfurt School of Finance & Management
Mentor:
Iman van Lelyveld
De Nederlandsche Bank (DNB) & Vrije Universiteit Amsterdam (VU Amsterdam)
Bank Liquidity Regulation and Institutional Lending in the Syndicated Loan Market
Ana Boskovic
Eidgenössische Technische Hochschule (ETH) Zurich
A Macro-finance Model with Realistic Crisis Dynamics
Goutham Gopalakrishna
École Polytechnique Fédérale de Lausanne (EPFL), Swiss Finance Institute (SFI) & CESifo
Funding by the UZH Graduate Campus is gratefully acknowledged