The theory, practices, and policy implications of financial interconnectedness for systemic risk and financial stability were discussed at a conference held on 8-9 September 2016 in Sydney, Australia.
Jointly organized by the ADB Economic Research and Regional Cooperation Department and the Institute of Global Finance - University of New South Wales, the conference gathered leading academics, central bankers and financial regulators, and international financial organizations and discussed the theory, practices, and policy implications of financial interconnectedness for systemic risk and financial stability.
Contents
Conference Program
Session 1 Summary of Papers
Foreign Investment, Regulatory Arbitrageand the Risk to US Financial Institutions
Exchange Rate Dynamics, US Interest Rate and Sovereign Bond Prices in Emerging Markets
Foreign Booms and Domestic Busts
Session 2 Summary of Papers
Coherent Financial Cycles for G7 Countries: Why Extending Credit Can Be an Asset
The Changing International Network of Sovereign Debt and Financial Institutions
Bad Bad Contagion
Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals
Systemic Bank Panics in Financial Networks
Does Increased Noninterest Income Result in Increased Bank Systemic Risk?
Divergent Emerging Market Economies’ Responses to Global and Domestic Monetary Policy Shocks
Systemic Risk in a Structural Model of Bank Default Linkages
Securitization, Connectedness, and Shadow Banking
Early Warning Indicators of Systemic Financial Risk in an International Setting
International Transmissions of Monetary Shocks: Two-and-a-half Lemma
Session 4 Summary of Papers
Systemic Risk-taking at Banks: Evidence from the Pricing of Syndicated Loans
The Transmission of Real Estate Shocks through Multinational Banks
Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies
Identifying Contagion in a Banking Network
The Value of Bank Capital Buffers in Maintaining Financial System Resilience
More Inclusive, More Stable? The Financial Inclusion–Stability Nexus in the Global Financial Crisis
Measuring Spillovers between the United States and Emerging Markets
Too Big To Fail: Toward Optimal Incentive Regulation
Does Credit Market Integration Amplify the Transmission of Real Business Cycle During Crises?
Analysis of Banks’ Systemic Risk Contribution and Contagion Determinants throughthe Leave-one-out Approach
Dynamic Spillovers between US and BRICS Stock Markets during Financial Crises
Emergency Liquidity Facilities, Signaling and Funding Costs
[unavailable]. International Conference on Financial Cycles, Systemic Risk, Interconnectedness, and Policy Options for Resilience: Overview and Summary of Papers,2017.
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