2020 European Central Bank
Macroprudential Stress Testing Conference
Frankfurt am Main, 5-6 February 2020
Submission deadline: 18 October 2019
The European Central Bank will hold its first Macroprudential Stress Testing Conference on 5 and 6 February 2020 in order to support research relating to macroprudential stress testing. Accordingly, the conference’s organising committee is inviting potential participants to submit research papers on the subject of macroprudential stress testing. Submissions on the following subjects would be particularly welcome:
- Modelling of dynamic feedback effects (e.g. fire sales and bank runs)
- Modelling of the feedback loop between the real and financial sectors
- Stress testing for non-bank financial institutions
- Modelling of interaction between banks and non-bank financial institutions
- Modelling of the interconnectedness of liquidity and solvency at system level
- Stress testing and the calibration of macroprudential policy instruments
- Financial stability implications of stress testing for risk taking and credit growth
The deadline for submissions is 18 October 2019. Papers – ideally, full drafts – should be emailed to ECBMacroPrudentialStressTestingConference@ecb.europa.eu. When submitting your paper, please indicate whether you are available to act as a discussant. In addition to the presentation of accepted papers, the programme will also feature speeches by invited keynote speakers.
Registration will be free of charge. Financial assistance with travel expenses will be available on request for those presenting papers and discussants (though participants from national central banks and EU institutions will be expected to cover their own expenses).
Authors of selected papers presented at the conference will have the opportunity to have their work published in a special conference issue of the Journal of Financial Services Research. Papers will be reviewed and selected for presentation by the organising committee. Authors whose papers have been accepted will be notified by 30 November 2019.
Organising committee and editors of special issue
- Hans Dewachter
- Steven Ongena
- Cosimo Pancaro
- Carmelo Salleo
Frankfurt am Main , Germany