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Presentations Papers
Presentations
"The
Financial Crisis and a Christian Response", presented at Pembury Baptist
Church, October 2008
"Theory of financial instability
and the role of incentives", presented at the Central Banking conference,
Windsor, April 2005
“Incentives and financial stability”,
presented at the IMF/People's Bank of China workshop on “Assessing Financial
Systems” , Hainan, China, November 2003
"Sources of instability in financial
systems", presented at the IMF/People's Bank of China workshop on “Assessing
Financial Systems” , Hainan, China, November 2003
“Analytical methods for assessing financial
systems”, presented at the IMF/People's Bank of China workshop on “Assessing
Financial Systems” (organised by the IMF), Vienna, Hainan, China, November
2003
"Liquidity management in banking
crises", presented at the IMF/People's Bank of China workshop on “Assessing
Financial Systems” Hainan, China, November 2003
"Monitoring financial
stability", presented to the Central Banking conference, Christs College
Cambridge, September 2003
“Macroprudential analysis and
financial soundness indicators”, presented at the Joint Vienna Institute
workshop on “Assessing Financial Systems”, Vienna, June 2002
Papers
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
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"
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
Davis E P and Obasi U (2009),
"Deposit insurance systems and bank risk", Brunel University Working
Paper
Davis E P and Obasi U (2009),
"The effectiveness of banking supervision", Brunel University Working
Paper
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 Philip (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
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 Philip (2008), "Liquidity, financial crises and lender of last resort -
how much of a departure is the sub-prime crisis", paper presented at
the Reserve Bank of Australia conference on "Lessons of the financial turmoil
of 2007-8", 14-15 July 2008, Sydney
Craig
R S, Davis E P and Garcia A (2005), "Sources of procyclicality in East
Asian financial systems", forthcoming IMF Working Paper
Davis
E Philip and Haibin Zhu (2005), "Commercial property prices and bank
performance", BIS Working Paper No 175
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
Davis E P and Stone M (2004), "Corporate Financial
Structure and Financial Stability", forthcoming, Journal of Financial
Stability [slides]
Davis E P (2003),
"Towards a typology for systemic financial instability", Brunel
University Working Paper
Barrell R and
Davis E P (2003), "Shocks and Shock Absorbers: The International
Propagation of Equity Market Shocks and the Design of Appropriate Policy
Responses", presented at NIESR conference "Macroeconomics and the
Policy Process", May 2003 [slides]
Davis E P (2003), "Comparing bear markets,
1973 and 2000", National Institute Economic Review, 183, 78-89
Davis E P and Ioannidis C (2002), "Does the
availability of bank borrowing and bond issuance smooth overall corporate
financing?", Brunel University Working Paper.
Davis E P (2002), "Ageing and financial stability", in eds H
Herrmann and A Auerbach, "Ageing and Financial Markets", Springer
Verlag - Deutsche Bundesbank [working paper version
published as PI-0111, the Pensions Institute, Birkbeck College, London]
Davis E P (2002),
"A typology of financial crises", in Financial Stability Review No 2,
Austrian National Bank.
Davis E
P (2001), "Multiple avenues of intermediation, corporate finance and
financial stability", Working Paper No. 01/115, International Monetary
Fund, Washington DC
Davis E P (2000), "Financial
stability in the Euro area - some lessons from US financial history", LSE Financial
Markets Group Special Paper No 123.
Buckle S, Cunningham A and
Davis E P (2000), A Possible International Ranking for UK Financial Stability, Financial
Stability Review No. 8, 94-104
Davis E P (1999), "Russia/LTCM and market liquidity risk", The Financial
Regulator, 4/2, Summer 1999, 23-28
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.
Davis E P (1996), "Pourquoi les investisseurs institutionelles pourraient
déstabiliser les marchés financiers", Rapport moral sur l'argent dans le monde,
Association d'Économie Financière.
Davis E P (1995),
"Institutional investors, unstable financial markets and monetary policy", in
eds. F Bruni, D Fair and R O'Brien, "Risk management in volatile financial
markets", Kluwer, Amsterdam (also Special Paper No. 75, LSE Financial Markets Group).
Davis E P (1995), "Financial
Fragility in the Early 1990s, what can be Learnt from International Experience?" ,
Special Paper No. 76, LSE Financial Markets Group.
Davis E P (1995), "Debt, financial fragility and systemic risk, revised and
extended version", Oxford University Press.
Davis E P (1994), "Market liquidity risk", in eds. Fair D. and Raymond R.,
"The Competitiveness of Financial Institutions and Centres in Europe", Kluwer
Academic Publishers
Davis E P (1993), "Bank credit risk", Bank of England Working Paper
No 3
Davis E P (1992), "Debt, financial fragility and systemic risk", Oxford
University Press.
Davis E P (1991), "Les crises financieres; theorie et temoignages", Revue
d'Economie Financiere, 16, 3-34.
Davis E P (1991), "Financial disorder and the theory of crisis" in ed M P
Taylor, "Money and Financial Markets", Blackwell, Oxford.
Davis E P (1991), "Dettes des ménages et fragilité financiere", Revue
d'Economie Financiere, 18, 165-194.
Davis E P (1990), "An industrial approach to financial instability", Bank of
England Discussion Paper No. 50.
Davis E P (1989) "Instability in the euromarkets and the economic theory of
financial crisis", Bank of England Discussion paper No. 43.
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