03Dec2018

Banking, Credit and Macroprudential policy: What Can We Learn from Micro Data? - 2-Day Conference

When 03 December 2018 8:15 AM
Where Central Bank of Ireland, New Wapping Street, Dublin 1, Ireland

Banking, Credit and Macroprudential policy: What Can We Learn from Micro Data?

Hosted in partnership with the International Banking, Economics, and Finance Association, this workshop was the second of its kind following the inaugural event in November 2015. It brought together academics and policymakers working on issues relating to bank lending, credit-allocation decisions and macroprudential regulation, with a focus on research underpinned by micro data.

Conference agenda (PDF 162.93KB)

Presentations

Bank Lending in the Knowledge Economy (PDF 541.2KB)

Financial Transmission of Housing Bubbles (PDF 783.5KB)

Frictions to Refinancing in a Recession (PDF 666.91KB)

Household Credit, Global Financial Cycle and Macroprudential Policies (PDF 937.27KB)

Macroprudential Policy and Intra-Group Dynamics (PDF 902.52KB)

On the Direct and Indirect Real Effects of Credit Supply Shocks (PDF 1.1MB)

The Failure of Supervisory Stress Testing Fannie Mae and Freddie Mac and OFHEO (PDF 1.8MB)

Vintage Effects in Loan Performance Models (PDF 1.79MB)