Program 2nd International Bordeaux Workshop in Quantitative Finance, Risk, and Decision Theory organized by LAREFI, GREThA and IRGO – University of Bordeaux Amphi Ellul, Pôle Juridique et Judiciaire, University of Bordeaux 35, Place Pey Berland, Bordeaux 24 November 2017, Bordeaux (France)
Bank risk and firms’ financing 09.00 Welcoming of participants 09.30 Welcoming words 09.40 1st keynote session. Leonardo Gambacorta, Bank for International Settlements and CEPR. 10.40 Dorota Skała, University of Szczecin. Safety net, shareholder structure and bank risk in Central European banks. 11.10 Coffee break 11.30 Jérémy Leymarie, University of Orléans. Loss functions for LGD model comparison. (coauthored with Christophe Hurlin, University of Orléans, and Antoine Patin, University of Orléans) 12.00 Daisuke Ikeda, Bank of England. Bank runs and macroeconomic instruments in a global game general equilibrium model. 12.30 Lunch 14.00 2nd keynote session. Rainer Haselmann, Goethe-University. 15.00 Henri Fraisse, Banque de France. Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans. 15.30 Sam Miller, Bank of England. Bank liquidity and the cost of funding. (co-authored with Rhiannon Sowerbutts, Bank of England) 16.00 Coffee break 16.30 Yannick Lucotte, University of Orléans. Banking sector concentration, competition and financial stability: the case of the Baltic countries. (co-authored with Juan Carlos Cuestas, Eesti Pank, and Nicolas Reigl, Eesti Pank) 17.00 Michael Straughan, Bank of England. The economic cost of capital: a VECM approach for estimating and testing the banking sector’s response to changes in capital ratios. (co-authored with Sebastian de-Ramon, Bank of England) 17.30 End of the conference