4th Policy Research Conference of the ECBN

Cross-Border Aspects of Macroprudential Policy

Conference Papers and Presentations


Mechanisms of cross-border transmission of financial stability risks

Common exposures in European banking groups’ securities holdings”, National Bank of Belgium

Authors/Presenter: Stijn Ferrari, Pablo Rovira-Kaltwasser, Saifeddine Ben Hadj, Janet Mitchell

Icelandic experience of cross-border transmission of financial stability risk with and without macroprudential tools”, Central Bank of Iceland

Author/Presenter: Lúdvík Elíasson

Monitoring Indirect Contagion

Authors/Presenter: Eric Schaanning (Norges Bank) Rama Cont (University of Oxford),


Cross-border effects of macroprudential policy I

The impact of the EBA’s Capital Exercise on bank lending through the subsidiaries of foreign banks in Slovenia”, Bank of Slovenia

Author/Presenter: Selcuk Ozsahin

Cross-border effects of macroprudential policy in case of Albania, Bank of Albania

Authors/Presenter: Odeta Koçillari, Elsida Vogli

The international transmission of liquidity regulation”, Bank of England

Authors/Presenter: Dennis Reinhardt, Carlos Van Hombeeck, Stephen Reynolds, Rhiannon Sowerbutts

Macroprudential spillovers and bank risk-taking

Authors/Presenter: Fergal McCann (Central Bank of Ireland) and Conor O’Toole (Trinity College Dublin)


Cross-border effects of macroprudential policy II

Macroprudential policy spillovers from international banking: the case of France”, Banque de France

Authors/Presenter: Stéphane Dees, Julio Ramos-Tallada

Estimating short and long term effects of capital requirement – evidence from Hungary”, Magyar Nemzeti Bank

Authors/Presenter: Katalin Varga, Tibor Szendrei

“Spillovers of monetary policy across borders: international lending of Dutch banks, insurers and pension funds ”, De Nederlandsche Bank

Authors/Presenter: Jakob de Haan, Jon Frost, Patty Duijm, Clemens Bonner, Leo de Haan


Cross-country macroprudential policy coordination

“The Vienna initiative as an example of cross-border policy coordination – case of Bosnia and Herzegovina”, Central Bank of Bosnia and Herzegovina

Author/Presenter: Dragan Jović

Fiscal distress and banking performance: the role of macro-prudential regulation, Bank of Greece

Authors/Presenter: Dimitris Papageorgiou, Hiona Balfoussia, Harris Dellas

Macroprudential reciprocity framework in the EU - considerations for non-EU countries”, National Bank of Serbia

Author/Presenter: Vladimir Petrović