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Venue

Narodowy Bank Polski
ul. Świętokrzyska 11/21, 00-919, Warsaw

Format

Warsaw

Date

Friday, February 15, 2019
Friday, February 15, 2019

In cooperation with

Programme

Program

Time
Friday, 15 February 2019
08:40
Registration
09:10
Welcome Remarks and Introduction
Ryszard Kokoszczyński, Member of the Board, Narodowy Bank Polski and SUERF
Jakob de Haan, SUERF President and Head of Research, De Nederlandsche Bank
09:15
Keynote Speech

Moving forward with macroprudential frameworks

Stijn Claessens, Head of Financial Stability Policy and Deputy Head of the Monetary and Economic Department, BIS
10:45
Coffee break
11:00
Session I - Policy Interactions: Different points of view
Chair: Paweł Szałamacha, Member of the Board, Narodowy Bank Polski
Michala Marcussen, Group Chief Economist, Société Générale and SUERF Vice President
Philipp Hartmann, Deputy Director, DG Research, European Central Bank
Henrik Braconier, Chief Economist, the Swedish Financial Services Authority (Finansinspektionen)
12:30
Lunch
13:30
Session II - Macroprudential policy and DSGE modelling
Chair: Mateusz Pipień, Head of the Division of Macroprudential Research in Financial Stability Department, Narodowy Bank Polski

Extreme financial distress and the macroeconomy: a new framework

Kalin Nikolov, Financial Research Division, European Central Bank

Fiscal distress and banking performance: The role of macro-prudential regulation

Dimitris Papageorgiou, Economic Analysis and Research Department, Bank of Greece

Macroprudential policy in Poland: modifying the model with three layers of default

Dobromił Serwa, Financial Stability Department, Narodowy Bank Polski

Co-author: Krzysztof Makarski (Narodowy Bank Polski)

15:00
Coffee break
15:15
Session III - Optimal Bank Capital – theory and practice
Chair: Jakob de Haan, SUERF President and Head of Research, De Nederlandsche Bank

Bank capital in the short and in the long run

Javier Suarez, Professor, CEMFI, Spain

Bank capital and financial stability

Moritz Schularick, Professor, University of Bonn

The welfare effects of bank liquidity and capital requirements

Skander van der Heuvel, Deputy Associate Director, Federal Reserve Board
16:45
End of conference