2nd International Bordeaux Workshop in Quantitative Finance, Risk, and Decision Theory November 24th

©Larefi 2017

Date 

24 novembre 2017

Thème du colloque 
Bank risk and firms’ financing

Lieu 
Pôle Juridique et Judiciaire Place Pey Berland - Bordeaux

Comité d’organisation et contact

  • Olivier Brandouy (University of Bordeaux)
  • Emmanuelle Gabillon (University of Bordeaux)
  • Joane Hamet (University of Bordeaux)
  • Ion Lapteacru (University of Bordeaux, workshop chairman)

contact : larefi@u-bordeaux.fr

Comité scientifique

  • Olivier Brandouy (University of Bordeaux)
  • Valeriya Dinger (University of Osnabrück)
  • Emmanuelle Gabillon (University of Bordeaux)
  • David Grigorian (International Monetary Fund)
  • Joanne Hamet (University of Bordeaux)
  • Bálint Horváth (University of Bristol)
  • Ion Lapteacru (University of Bordeaux)
  • Laetitia Lepetit (University of Limoges)
  • Laurent Weill (University of Strasbourg)

Présentation du colloque

The debate on the relationship between bank risk and firms’ financing continues to be of interest to economists and practitioners, especially when banking institutions are seeking to restore their margins that have melted away with the recent financial and sovereign debt crises. Previous researches and findings focused on this relationship through the role of the bank competition, risk profile of firms, governance structure of banks, etc. This workshop aims to widen the analysis of all factors impacting bank risk and firms’ financing nexus to the effects of the recent financial crisis, the role of unconventional monetary instruments, the implementation of a new banking regulation. Losing considerably their margins and undergoing important losses, banks may lend more to large companies because less risky in order to improve their risk profile, or, conversely, they may support at larger extent SME because the latter promise higher returns. Is there any difference among banks according to their risk profile ? How lending is impacted according to company size (large and SME) during and after financial crises ? How do banking institutions allocate the massive liquidity they receive from central banks through unconventional monetary policy ? Which kind of firms takes more advantages of it ? And what firms suffer more when such monetary support will stop ? Alongside the effect of unconventional monetary policy on the relationship between bank risk and firms’ financing, the Basel 3 prudential regulation may, though the new capital and liquidity requirements, also impact the manner in which banks lend. But what are real effects ? Are these unconventional monetary policies and prudential regulation acting in an opposite way on firms’ financing and which of firms (large or SME) take more advantages from such monetary policy and suffer more from such prudential regulation ? The 2nd International Bordeaux Workshop in Quantitative Finance, Risk, and Decision Theory aims to provide answers to these questions, as well as to other issues concerning the relationship between bank risk and firms’ financing. The following non-exclusive topics are considered :
  New advances in bank risk measures
  Driven factors of risk-taking behaviour
  Bank capital, liquidity requirements and firms’ financing
  From Basel 2 to Basel 3 : the impact on the relationship between bank risk and firms’ financing
  Other new perspectives impacting bank risk and bank lending to firms
  The specificities of systemically important banking institutions
  Etc.

Conférenciers invités

Leonardo Gambacorta (Bank of International Settlements)
Rainer Haselmann (Goethe-University, Frankfurt)
Henri Fraisse (Banque de France)

Dates importantes

Soumission des papiers complets avant le 15 septembre 2017
Décision avant le 1er octobre 2017

 

Mise à jour le 10/11/2017