biblio

Séminaire "Some factors underlying the current crisis and stress-testing "

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First session: « Endogenous risk and leverage »

Session Chairman: Mr. Georges Heinrich, Director of the Treasury

« Leverage and risk in US commercial banking in the light of the current financial crisis » by Mr. Nikolaos I. Papanikolaou and Mr. Christian C.P. Wolff, Luxembourg School of Finance -  presentation

Rapporteur / discussant:  Dr. Jean-Pierre Zigrand, London School of Economics - presentation

 

« Modelling Financial Turmoil through endogenous risk and risk appetite » by Dr. Jean-Pierre Zigrand  - presentation

Rapporteur / discussant: Mr. Paolo Guarda, BCL - presentation

 

Second session: « Liquidity and macro stress-testing »

Session Chairman: Professor Patrice Pieretti, Faculty of Law, Economics and Finance, University of Luxembourg

 

« Macro stress-testing for the Luxembourg banking sector » by Mr. A. Rouabah and M. J. Theal, BCL  - presentation

Rapporteur / discussant: Mr. Sebastiano Laviola, Chairman of the Working Group on Macroprudential Analysis, ECB and Banca d’Italia - presentation

 

« Macro-liquidity stress testing for the banking sector » by Mr. Francisco Nadal de Simone and Mr. Franco Stragiotti, BCL  -  presentation

Rapporteur / discussant: Mr. Philippe Mongars, Financial Stability Direction, Banque de France - presentation

 

« Liquidity monitoring framework for the Luxembourg banking sector » by Mr. Stefan Rychtárik, National Bank of Slovakia (Narodna banka Slovenska) and Mr. Franco Stragiotti, BCL  article - presentation

Rapporteur / discussant: Mr. Ingmar Schumacher, BCL - presentation