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Course on Financial Instability, Estonian Central Bank,
9-11 December 2009
The downloadable material includes slides
and audio WMA files
Background papers
Lecture 1
Davis E P (2003),
"Towards a typology for systemic financial instability", Brunel
University Working Paper No 03-20
Davis E P (1999),
"Financial data needs for macroprudential surveillance: what are the key indicators
of risk to domestic financial stability?", Lecture Series No 2, Centre for Central
Banking Studies, Bank of England.
Lecture 2
Chai J and
Johnston R B (2000), “An incentive approach to identifying financial system
vulnerabilities”, IMF Working paper No WP/00/211
Lecture 3
He D (2000),
“Emergency liquidity support”, IMF Working Paper 00/79
Bernard H and Bisignano J
(2000), "Information, liquidity and risk in the international interbank
market: implicit guarantees and private credit market failure", BIS Working
Paper No 86
Lecture 4
Davis,
E P (2009), "The lender of last resort and liquidity provision -
how much of a departure is the sub-prime crisis", paper presented at
the LSE Financial Markets Group conference on the Regulatory Response to the
Financial Crisis, 19th January 2009
Barrell
R and Davis E P (2008),
"The evolution of the financial crisis of 2007-8", National Institute
Economic Review, 206, 5-14 and Brunel University Economics and Finance Working
Paper No 08-25
Lecture 5
Davis
E P (2009), "Financial Stability in the United Kingdom: Banking on
Prudence" OECD Economics Department Working Paper no. 717
Lecture 6
Davis
E P and Karim D (2009), "Macroprudential regulation - the missing policy pillar"
Keynote address at the Euroframe Conference, London, June 2009
Barrell
R, Davis, E P, Fic T and Orazgani A (2009), "Household debt and foreign
currency borrowing in New Member States of the EU", paper presented at the
Euroframe Conference, London, June 2009
Lecture 7
Barrell
R, Davis E P, Karim D and Liadze I (2009), "Bank Regulation, Property
Prices And Early Warning Systems For Banking Crises In OECD Countries",
NIESR Discussion Paper No. 330
Davis E P
and Karim D (2008), "Could early warnings systems have helped to predict
the subprime crisis?", National Institute Economic Review, 206, 25-37 and
Brunel University Economics and Finance Working Paper No 08-27
Davis,
E P and Karim D (2007), "Comparing early warning systems for
banking crises", Brunel University Economics and Finance working paper No.
07-11
Lecture 8
Barrell
R, Davis E P, Fic T, Holland D, Kirby S, Liadze I (2009), "Optimal
regulation of bank capital and liquidity: how to calibrate new international
standards, FSA Occasional Paper No 38
Lecture 9
Davis
E P and Zhu H (2005), "Commercial property prices and bank
performance", BIS Working Paper No 175
Davis E P and Zhu H (2004),
"Bank lending and commercial property prices, some cross country
evidence", BIS Working Paper No 150
Lecture 10
Davis E P and Stone M (2004), "Corporate Financial
Structure and Financial Stability", Journal of Financial
Stability
Barrell
R, Davis E P and Pomerantz O (2004), "Costs of financial instability, household sector balance sheets and consumption" Discussion Paper No. 243, National Institute of Economic and Social
Research
Lecture 11
Davis E P (2002), "Ageing and financial stability", in eds H
Herrmann and A Auerbach, "Ageing and Financial Markets", Springer
Verlag - Deutsche Bundesbank
Davis E P (2005), "Demographic and
pension-system challenges to monetary and financial stability", Geneva
Papers on Risk and Insurance
Lecture 12
Davis E P (2009)
"The financial crisis, private and public debt - contrasting the approaches
of economics and theology", draft paper for the Evangelical Alliance Study
Group on "Life After Debt"
Bonus item
Photos of Tallinn by night
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