College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial …

systemic risk, including models for the three main channels of contagion: counterparty loss, overlapping portfolios and funding … channels of contagion, models with learning and limited deductive reasoning that can survive the Lucas critique, and practical … banks …

This paper develops an analytical framework that can be used to anticipate problems in the banking system and enable … indicator that is intended to capture a number of the systemic risks that can affect the banking system as a whole. Second, it … vulnerabilities. > For the systemic component of our methodology, the final output is a banking system vulnerability index to …