Conference Themes: - Measuring asset risk over the cycle - Correlated risks in asset and funding choices - Measuring the quality of capital and bail in capacity - Optimal design of going-concern contingent capital - Prevention versus risk absorption - Asset encumbrance and run risk - Allocation...

Conference programme: - SUERF Annual Lecture The value of banks and the financial sector after the end of the great financial expansion - Lex Hoogduin, University of Amsterdam and LCH.Clearnet - Session 1 - What impact does bank size have? - SUERF Annual General Assembly - Session 2 - Do...

Topics: - Financial innovations in mortgage markets - Transmission of credit shocks - Subprime lending - Housing and credit in DSGE models - Housing and the macro economy - Determinants of house prices or mortgage lending - House prices in monetary policy strategies - Lessons from the credit crisis