Research > 2021 AAP/ANR CaLiBank Workshop

2021 AAP /ANR CaLiBank Workshop

Prudential regulation and Economic Performance

Connection to the Workshop Access Link (May 25, 2021, 2:10pm – 2:20pm)

 anr aap workshop

Workshop full program :

PDF - 1 Mo Full Program


Opening remarks and paper presentations

WELCOME ADDRESS (2:20pm – 2:30pm)

Amine TARAZI, Coordinator, ANR CaLiBank & AAP Nouvelle Aquitaine Projects

SESSION 1 - (2:30pm – 3:30pm) Chaired by Iftekhar Hasan, Fordham University, USA and Bank of Finland

2:30pm –2:45pm Machine Learning or Econometrics for Credit Scoring : Let’s Get the Best of Both Worlds

by Elena Dumitrescu (Université d’Orléans), Sullivan Hué* (Université d’Orléans), Christophe Hurlin (Université d’Orléans), and Sessi Tokpavi, (Université d’Orléans)
PDF - 474.7 ko Machine Learning or Econometrics for Credit Scoring

2:45pm – 3:00pm Liquidity Regulation and Bank Lending

by Foly Ananou* (Université de Limoges), Amine Tarazi (Université de Limoges, Institut Universitaire de France), John O. S. Wilson (University of St Andrews) and Dimitris Chronopoulous (University of St Andrews)

PDF - 988.3 ko Liquidity Regulation and Bank Lending

3:00pm – 3:30pm General discussion moderated by Olivier de Jonghe, National Bank of Belgium and Tilburg University, Netherlands.

SESSION 2 - (3:30pm – 4:30pm) Chaired by Robert DeYoung, Kansas University, USA

3:30pm – 3:45pm The distribution of losses from banking crises by Mehdi El Herradi (Université d’Aix-Marseille), Aurélien Leroy* (Université de Bordeaux)
PDF - 1 Mo The distribution of losses from banking crises

3:45pm – 4:00pm Measuring Network Systemic Risk Contributions : A Leave-one-out Approach
by Sullivan Hué (Université d’Orléans), Yannick Lucotte* (Université d’Orléans), and Sessi Tokpavi (Université d’Orléans)
PDF - 2 Mo Measuring Network Systemic Risk Contributions

4:00pm – 4:30pm General discussion moderated by John O.S. Wilson, University of St Andrews, U.K.

4:30pm– 4:45pm Break

SESSION 3 - (4:45pm – 5:45pm) Chaired by Wolf Wagner, (Rotterdam School of Management), Netherlands and CEPR, UK

4:45pm – 5:00pm The opposite effects of bank tax on the real economy

by Cristina Badarau (Université de Bordeaux), Andreea Curmei (Bucharest University), and Alexandra Popescu* (Université de Poitiers)

PDF - 315.7 ko The opposite effects of bank tax on the real economy

5:00pm – 5:15pm Unexpected deposit flows, off-balance sheet funding liquidity risk and bank loan production

by Thierno Barry* (Université de Limoges), Alassane Diabate (Université de Limoges), and Amine Tarazi (Université de Limoges, Institut Universitaire de France)

PDF - 604.6 ko Unexpected deposit flows

5:15pm – 5:45pm General discussion moderated by Christophe Hurlin, Université d’Orléans), France

CONCLUDING REMARKS (5:45PM – 6:15PM)

*Presenting author


-  2021 LAPE CaLiBank PhD Summer School

LAPE Summer School 2021

PDF - 1.4 Mo 2021 LAPE CaLiBank Summer School Program