IMF Conference

Conference Agenda

December 12, 2017	Conference Room HQ1-01-713
8:15 - 8:45 am	Registration, breakfast
8:45 - 9:00 am	Welcome Remarks James Morsink, Deputy Director, Monetary and Capital Markets Department, IMF
Network Theme #1: Behavioral Responses of Banks and Financial-Macro Feedbacks
9:00 - 10:15 am	Presentation and Discussion #1: Accounting for Banks' Behavioral Response under Stress and Multiple Constraints in Stress Testing Model Ms. Virginie Traclet, Director, Model Development and Research Division, Financial Stability Department, Bank of Canada Ms. Sofia Priazhkina, Senior Economist, Model Development and Research Division, Financial Stability Department, Bank of Canada
10:00 - 10:15 am	Coffee Break
10:45 - 12:00 pm	Presentation and Discussion #2: The ECB's Approach to Modelling Real Economy Effects in Stress Test Mr. Christoffer Kok, Deputy Head, Macro-Financial Linkages Division, DG Macroprudential Policy and Financial Stability, European Central Bank
12:00 - 2:00 pm	Lunch (HQ1-01-313)
	Luncheon Remarks by Mr. Morris Goldstein, Senior Fellow, Peterson Institute for International Econmics Based on his book Banking's Final Exam: Stress Testing and Bank-Capital Reform (by invitation only)
2:00 - 3:15 pm	Presentation and Discussion #3: A Model on Capital Gaps, Risk Premia Dynamics and the Macroeconomy   Mr. Fabian Lipinsky, Economist, Financial Sector Assessments and Policies Division, Monetary and Capital Markets Department, International Monetary Fund
3:15 - 3:45 pm	Coffee Break
Network Theme #2:  Financial Contagion and the Macroeconomy
3:45 - 5:00 pm	Presentation and Discussion #1: Modelling Contagion Effects of Financial Risks: the Case of China Mr. Jun Ma, Special Advisor to the Governor, People's Bank of China
5:00 - 6:00 pm	Reception (Gallery, HQ1-R-700)
December 13, 2017	Conference Room HQ1-01-713
8:30 - 9:00 am	Breakfast
9:00 am - 10:15 am	Presentation and Discussion #2: Contagion Risk: A Real Sector Network Approach Mr. André Luiz Caccavo Miguel, Deputy Head of the Monitoring Department of Banco Central do Brasil
10:15 - 10:30 am	Coffee Break
10:30 - 11:45 am	Presentation and Discussion #3: Extending the Network: Including Nonbanks and Nonfinancial Entities Using Payment Systems Data Mr. Fabrizio López Gallo, Director of Financial Stability, Banco of México
11:45 am - 12:00 pm	Coffee Break
12:00 - 1:00 pm	Special Session: A Conversation with Mr. Tobias Adrian, Financial Counselor, International Monetary Fund "Systemic Risk and Macroprudential Policies Moderated by Ms. Virginie Traclet, Director, Model Development and Research Division, Financial Stability Department, Bank of Canada
1:00 - 2:00 pm	Lunch and "Poster Board Presentations" Growth at Risk, Mr. Romain Lafarguette, Global Financial Stability Analysis Division, Monetary and Capital Markets Department, International Monetary Fund House Prices and the Effectiveness of Housing Market Policies in Hong Kong SAR, Mr. Pau Rabanal, Senior Economist, Macro-financial Division, Research Department, International Monetary Fund  Interconnectedness of Global Systemically Important Banks and Insurers, Ms. TengTeng Xu, Economist, Financial Sector Assessments and Policies Division, Monetary and Capital Markets Department, International Monetary Fund
Network Theme #3: Solvency-Liquidity Interactions and their Macroeconomic effects
2:00-3:15 pm	Presentation and Discussion #1: Modelling Risk Amplification Mechanisms for Stress-Testing Recent Progress and Practical Considerations Mr. Paul Nahai-Williamson, Economist, Financial Stability, Bank of England
3:15-3:30 pm	Coffee Break
3:30-4:45 pm	Presentation and Discussion #2: Modelling the Nexus between Bank Solvency and Funding Liquidity Stress Mr. Mario Catalán, Senior Economist, Monetary and Capital Markets Department, International Monetary Fund Ms. Maral Shamloo, Economist, Monetary and Capital Markets Department, International Monetary Fund
4:45- 5:00 pm	Coffee Break
5:00-5:30 pm	Closing Session: Key Takeaways and Next Steps for the Network Open Discussion Moderated by Mr. Udaibir Das, Assistant Director and Division Chief, Monetary and Capital Markets Department, International Monetary Fund.