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DEEP Séminaires en Macroéconomie

The DEEP organizes a workshop covering a wide array of Macro topics, including growth, business cycles, monetary models, equilibrium asset pricing, labor markets, macro-econometrics, …

Presentations are 1h15, including questions from the audience. The workshop is open to external and internal speakers. 

Send an email to Fang.Liu.2@unil.ch for further information.

Risk vs Productivity: Should bank capital requirements be flatter?

Gene Ambrocio (Bank of Finland)

4 avril 2017  -  12:15-13:30, salle Extranef 109

Host(s): Donghoon Yoo

We consider optimal capital requirements for banks' lending activities when the potential trade-off between financial stability and economic (productivity) growth is taken into account. Both sides of the trade-off are affected by banks' credit allocation, which in turn is affected by the risk-weights used to set capital requirements on bank loans. We find that the optimal risk-weights may well be flatter than the ones which are only set to safeguard against bank failures and their social costs. This provides an additional rationale for the calls for capital requirements which would be less "risk-sensitive" than the current ones. More generally, the profile of optimal risk-weights depends on the relationship between firm risk and productivity.

Liste des prochaines séances

28 novembre 2017 Affine Modelling of Credit Risk, Pricing of Credit Events and Contagion
Jean-Paul Renne (HEC Lausanne)
12:15-13:30, salle Extranef 110

click here [↓] to go to the attached pdf

Plus d'information
19 décembre 2017 Florin Bilbiie (Paris School of Economics)
Host(s): Philippe Bacchetta
11:30-13:00, salle Extranef 109

click here [↓] to go to the attached pdf
6 mars 2018 Christoph Trebesh (Kiel University)
Host(s): Andreas Tischbirek
12:15-13:30, salle Extranef 125

click here [↓] to go to the attached pdf
20 mars 2018 Andreas Tischbirek (HEC Lausanne)

click here [↓] to go to the attached pdf
>> Liste des séances précédentes

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