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5th Annual Banking Research Conference
Financial Sector Integrity and Emerging Risks in
Banking
A Conference sponsored by
The Federal Deposit Insurance Corporation Center for Financial Research and
the Journal of Financial Services Research
Order hard copy of conference
papers
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September 22 – 23, 2005
Thursday, September 22, 2005
| 8:00 – 8:25 |
--- Registration --- |
| 8:25 – 8:30 |
Welcoming Remarks |
| 8:30 – 10:00 |
Session I: Deposit Insurance
Session Chair: Art Murton, FDIC
Is Deposit Insurance a Good Thing, and If So, Who Should Pay for It? 310kb
Conference Presentation PPT
Alan Morrison, Saïd Business School, University of Oxford and Lucy
White, Harvard Business School
Determinants of Deposit-Insurance Adoption and Design 940kb
Conference Presentation PPT
Asli Demirgüç-Kunt, World Bank, Edward J. Kane, Boston College
and NBER and Luc Laeven, World Bank and CEPR
Deposit Insurance, Bank Regulation, and Financial System Risks 376kb
Conference Presentation PPT
George Pennacchi, University of Illinois
Conference Presentation PPT
Discussant: Mark Flannery, University of Florida
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| 10:00 – 10:30 |
--- Coffee Break --- |
| 10:30 – 12:00 |
Session II: International Banking
Session Chair: Robert DeYoung, Federal Reserve Bank of Chicago
How Bank Regulation, Supervision and Lender Identity Impact Loan
Pricing: a Cross-country Comparison 305kb
Conference Presentation PPT
Li Hao, Debarshi Nandy, and Gordon Roberts, Schulich School of Business,
York University Toronto Canada
Foreign Entry and Bank Competition 279kb
Rajdeep Sengupta, Vanderbilt University
Competition versus agency costs: An analysis of charter values in European banking 296kb
Conference Presentation PPT
Olivier De Jonghe, and Rudi Vander Vennet, Ghent University
Financial Sector Integrity and Emerging Risks in Banking
PPT
Discussant: João Santos, Federal Reserve Bank of New York
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| 12:00 – 1:00 |
--- Lunch --- |
| 1:00 – 2:30 |
Session III: Emerging Risks
Session Chair: Paul Kupiec, FDIC
Credit and Identity Theft 204kb
Conference Presentation PPT
Charles Kahn, University of Illinois and William Roberds,
Federal Reserve
Bank of Atlanta
Identity Verification and Fraud Detection PPT
Darren Baldwin, IBM Entity Analytic Solutions
Controlling Fraud Risk Exposure and Loss PPT
Sherri Goodman, Capital One
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| 2:30 – 3:15 |
Session IV: JMCB-FDIC Invited Lecture
Is Financial Globalization Beneficial? 127kb
Frederic Mishkin, Columbia University
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| 3:15 – 3:30 |
--- Break --- |
| 3:30 – 5:00 |
Session V: Loan Pricing and Performance
Session Chair: Rich Brown, FDIC
Asset-Backed Securities: Costs and Benefits of "Bankruptcy Remoteness"
487kb
Conference Presentation PPT
Kenneth Ayotte and Stav Gaon, Columbia Business School
Borrower-Lender Distance, Credit Scoring, and the Performance of Small
Business Loans 395kb
Conference Presentation PPT
Robert DeYoung, Federal Reserve Bank of Chicago, Dennis Glennon,
Office of the Comptroller of the Currency, Peter Nigro, Bryant
University
Discussant: Anthony Saunders, New York University
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| 5:15 – 7:00 |
--- Reception Hotel Terrace --- |
Friday, September 23, 2005
| 8:00 – 8:30 |
--- Coffee and Breakfast --- |
| 8:30 – 10:30 |
Session VI: Informational Efficiency of Markets
Session Chair: Haluk Ünal, University of Maryland
Using Price Information as an Instrument of Market Discipline in
Regulating Bank Risk 204kb
Alfred Lehar, University of Vienna, Duane Seppi, Carnegie
Mellon University, and Günter Strobl, University of North Carolina
Kenan-Flagler Business School
Banking Relationships and Conflicts of Interest: Market Reactions to
Lending Decisions by Korean Banks 329kb
Conference Presentation PPT
Wook Sohn, KDI School of Public Policy and Management
The Informational Efficiency of the Equity Market As Compared to the
Syndicated Bank Loan Market 475kb
Conference Presentation PPT
Linda Allen, Baruch College, CUNY and Aron Gottesman, Lubin
School of Business, Pace University
Informational Efficiency of Markets PPT
Discussant: Joel Houston, University of Florida
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| 10:30 – 10:45 |
--- Break --- |
| 10:45 – 12:15 |
Session VII: Bank Failures
Session Chair: Edward Kane, Boston College
Interbank Contagion: Evidence from Real Transactions
160kb
Conference Presentation PPT
Rajkamal Iyer, INSEAD and José Peydró-Alcalde, European
Central Bank
Do Bank Failures Affect Real Economic Activity? State-Level Evidence from
the Pre-Depression Era 245kb
Carlos Ramirez, George Mason University and Philip Shively, FDIC
An Analysis of Closure Policy under Alternative Regulatory Structures
834kb
Conference Presentation PPT
Greg Caldwell, Bank of Canada
Comments PPT
Discussant: Joseph Mason, LeBow College of Business, Drexel University
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| 12:15 – 2:00 |
--- Lunch and Adjournment --- |
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