Conference/Workshop

Joint IMF-EBA Colloquium — New Frontiers on Stress Testing

Date: 01/03/2017 | End date: 02/03/2017 | Permanent link

Day 1  1 March 2017
 
Opening remarks
Andrea Enria  (Chairperson, EBA)
 
Session I—Liquidity Stress Tests and Solvency-Liquidity Loops
Chair: Nellie Liang (former Federal Reserve Board)
Presenters: Stefan Schmitz (Oesterreichische Nationalbank), Maral Shamloo (Monetary and Capital Markets Department, IMF) and Adam Dolson (Office of the Superintendent of Financial Institutions of Canada)
 
Session II—Macro-financial Feedback Effects in Stress Tests
Chair: Udaibir Das (Monetary and Capital Markets Department, IMF)
Presenters: Jérôme Henry (European Central Bank), Dale Gray (Monetary and Capital Markets Department, IMF) and Olivier de Bandt (Banque de France)
 
Session III—Stress Testing and Capital Planning
Chair: Piers Haben (EBA)
Presenters: Tim Clark (Federal Reserve Board), Klaus Duellmann (European Central Bank/Single Supervisory Mechanism) and Alison Scott (Bank of England)
 
Session IV—Panel of High-Level Policy Makers
Chair: Tobias Adrian (Monetary and Capital Markets Department, IMF)
Panellists: Ryozo Himino (Financial Services Agency, Japan), Andrea Enria (EBA) and Nellie Liang (former Federal Reserve Board)
 
 
Day 2  2 March 2017
 
Session V—Stress Testing and Macroprudential Policies
Chair: Tim Clark (Federal Reserve Board)
Presenters: Robert Bichsel (Swiss National Bank) and Eric Wong (Hong Kong Monetary Authority)
 
Session VI—Governance and Integrity of Stress Testing
Chair: Ryozo Himino (Financial Services Agency, Japan)
Presenters: Willem Pieter De Groen (Centre for European Policy Studies), Mario Quagliariello (EBA) and Teresa Walsh (Financial Services – Information Sharing and Analysis Center)
 
Closing Session – Where do we go from here?
Chair: James Morsink (Monetary and Capital Markets Department, IMF)
Panellists: Nellie Liang (former Federal Reserve Board), Udaibir Das (Monetary and Capital Markets Department, IMF), Piers Haben (EBA), Tim Clark (Federal Reserve Board) and Ryozo Himino (Financial Services Agency, Japan) 
 
Professional Workshop: Recent Stress Test Related Research by Selected Participants
Coordinators: Udaibir Das (Monetary and Capital Markets Department, IMF) & Piers Haben (EBA) 
Presenters:
Karlo Kauko (Bank of Finland), Macro-Financial VAR Models
Roberto Nygaard (Central Bank of Brazil), Contagion of Car Wash Operation
Tomiyuki Kitamura (Bank of Japan), Macro Stress-Testing at the Bank of Japan
Søren Korsgaard (Danmarks Nationalbank), Incorporating Funding Costs in Top-down Stress Tests
Elizaveta Danilova (Bank of Russia), Stress-Testing the Mortgage Sector