La Gerencia de Estabilidad Financiera tiene el agrado de invitar a un taller sobre Política Macroprudencial y el Requerimiento del Capital Contracíclico. El taller abordará elementos de modelación y análisis de política macroprudencial, con énfasis en la puesta en practica de este tipo de política, y también tocará elementos de medida y definición de tasas neutrales para el Requerimiento de Capital Contracíclico en el mundo. El taller traerá a académicos y formuladores de política de distintos países para discutir estos temas, con una presentación magistral entregada por Erlend Nier, sub jefe de división de Mercados Monetarios y de Capitales del Fondo Monetario Internacional. El objetivo es conocer las experiencias y aplicaciones de esta herramienta en otras economías.
Workshop On Macroprudential Policy and the CCyB
Workshops
Workshop On Macroprudential Policy and the CCyB
15 de enero de 2024 – 8:30-17:00 horas
January 15th, 2024
Keynote
Erlend Nier, Deputy Division Chief, Monetary and Capital Markets Department, International Monetary Fund.
A quantitative analysis of the countercyclical capital buffer
Miguel Faria e Castro, Economic Policy Advisor, Research Division, Federal Reserve Bank of St. Louis.
Discussant: Valerio Scalone, Financial Stability Expert at the ECB
Calibrating the Countercyclical Capital Buffer for Italy
Pierluigi Bologna, Head of Division, Financial Stability Directorate, Bank of Italy.
Discussant: Mauricio Calani, Head of Macro-Financial Modeling Department, Central Bank of Chile.
Risk-to-Buffer: Setting Cyclical and Structural Capital Buffers through Banks Stress tests
Valerio Scalone, Financial Stability Expert at the ECB.
Discussant: Sofia Bauducco, Head of Economic Studies, Central Bank of Chile.
Creditable capital: macroprudential regulation and bank lending in stress
Aniruddha Rajan, Research Economist, Prudential Policy Directorate, Bank of England.
Discussant: Patricio Toro, Department of Micro-Financial Studies, Central Bank of Chile
How to release capital requirements during a pandemic? Evidence from euro area banks
Alessio Reghezza, Financial Stability Expert at the ECB.
Discussant: Aniruddha Rajan, Research Economist, Prudential Policy Directorate, Bank of England
A positive neutral rate for the countercyclical capital buffer state of play in the banking union
Markus Behn, Senior Team Lead Financial Stability, Macroprudential Policy Division, European Central Bank.
Discussant: Miguel Fuentes, Head of Financial Stability, Central Bank of Chile.
How usable are capital buffers?
Georg Leitner, Senior Economist at the ECB.
Discussant: Kevin Cowan, Professor, School of Business, Adolfo Ibañez University