2008 European Banking Symposium

Università Bocconi, Milan

Presentation	Discussion
Risk Management
Regulatory Capital for Market and Credit Risk Interaction: Is Current Regulation Always Conservative? - T. Breuer, M. Jandačka, K. Rheinberger, and M. Summer [pres]	A. Resti, Università Bocconi [disc]
Bayesian Inference for Issuer Heterogeneity in Credit Ratings Migration - A. Kadam and P. Lenk	F. Corielli, Università Bocconi [disc]
Channels for Interaction of Market and Credit Risk: a FAVAR Approach - R. Fiori and S. Iannotti [pres]	A. Kadam, Cass Business School
CDO under Basel II: Do Ratings Provide the Right Size for Risk? - L. Giaccherini and G. Pepe [pres]	M. Bedendo, Università Bocconi [disc]
The Relation Between Borrower Risk and Loan Maturity in Small Business Lending - K. Kirschenmann and L. Norden	M. Flood, ProBanker Simulations, LLC [disc]
Central Banking
Collective Strategic Defaults: Bailouts and Repayment Incentive - R. Vlahu [pres]	I. Obreja, University of Colorado at Boulder [disc]
Decomposing the Returns on European Debt - A. Berndt and I. Obreja [pres]	T. Breuer, Fachhochscule Vorarlberg
Evidence of Differences in the Effectiveness of Safety-net Management in European Union - S. Carbo-Valverde, E. Kane, and F. Rodriguez-Fernandez [pres]	S. Kwan, Federal Reserve Bank of San Francisco [disc]
Liquidity Shortgages and Monetary Policy - J. Cao and G. Illing [pres]	T. Monacelli, Università Bocconi [disc]

Presentation	Discussion
Banking
Loan Growth and Riskiness of Banks - D. Foos, L. Norden, and M. Weber [pres]	K. Schaeck, Cass Business School [disc]
How does Competition affect Efficiency and Soundness in Banking? New Perspectives and Empirical Evidence - M. Cihák and K, Schaeck [pres]	K. Kirschenmann, University of Mannheim
The Number of Bank Relationships and the Cost of Borrowing. An Empirical Study - D. Bonfirm, Q. Dai, and F. Franco	S. Kleimeier, Maastricht University
Market Power and Merger Simulation in Retail Banking - J. Molnár [pres]	F. Pasiouras, University of Bath [disc]
The Effects of Bank Mergers on Interest and Non-Interest Costs - S. Kwan and J. Wilcox [pres]	J. Molnár, Bank of Finland [disc]