Center for Financial Research
Thursday, September 7, 2017 |
|
9:00 - 9:30 |
Registration & Continental Breakfast |
9:30 - 10:00 |
Opening Remarks |
10:00 - 11:00 |
Keynote Address |
11:00 - 11:30 |
- Break - |
11:30 - 12:30 |
Quantitative Models of Bank Capital Requirements Session Chair and Discussant: Gregor Matvos, University of Texas at Austin Dynamic Bank Capital Requirements Tetiana Davydiuk, Carnegie Mellon University Dynamic Bank Capital Regulation in Equilibrium Douglas Gale, New York University Andrea Gamba, University of Warwick Marcella Lucchetta, University Ca’Foscari, Venice |
12:30 - 1:30 |
- Lunch - |
1:30 - 3:00 |
The Impact of Bank Supervision Session Chair and Discussant: Patricia Mosser, Columbia University The Effect of Bank Supervision on Risk Taking: Evidence from a Natural Experiment John Kandrac, Federal Reserve Board Bernd Schlusche, Federal Reserve Board Hub-and-Spoke Regulation and Bank Leverage Yadav Gopalan, Washington University in St. Louis Ankit Kalda, Washington University in St. Louis Asaf Manela, Washington University in St. Louis Strategic Response to Supervisory Coverage: Evidence from the Syndicated Loan Market Ivan T. Ivanov, Federal Reserve Board Ben Ranish, Federal Reserve Board James Wang, Federal Reserve Board |
3:00 - 3:30 | - Break - |
3:30 - 4:30 |
Stability of Banking Networks Session Chair and Discussant: George Pennacchi, University of Illinois Bail-Ins and Bail-Outs: Incentives, Connectivity, and Systemic Stability Benjamin Bernard, Columbia University Agostino Capponi, Columbia University Joseph E. Stiglitz, Columbia University Identifying Contagion in a Banking Network Alan Morrison, Oxford University Michaelis Vasios, Bank of England Mungo Wilson, Oxford University Filip Zikes, Federal Reserve Board |
4:30 - 5:30 |
Compensation and Risk Session Chair and Discussant: Mark Carey, Federal Reserve Board Credit and Punishment: The Turnover Performance Sensitivity of Wall Street Bankers Janet Gao, Indiana University Kristoph Kleiner, Indiana University Joseph Pacelli, Indiana University Do Labor Markets Discipline? Evidence from RMBS Bankers John M. Griffin, University of Texas at Austin Samuel Kruger, University of Texas at Austin Gonzalo Maturana, Emory University |
5:30 - 6:30 | - Reception - |
Friday, September 8, 2017 | |
8:00 - 8:30 | - Continental Breakfast - |
8:30 - 10:00 |
Runs, Repos, and Reporting Session Chair and Discussant: Robert Hauswald, American University Money Runs Jason Roderick Donaldson, Washington University in St. Louis Giorgia Piacento, Washington University in St. Louis The Full Story of Runs Jun Kyung Auh, Georgetown University Hayong Yun, Michigan State University Disclosure, Runs and Bank Capital Raising Huong Dieu Dang, University of Canterbury Jean Helwege, University of California, Riverside |
10:00 - 10:30 | - Break - |
10:30 - 12:00 |
Fintech and Traditional Banking Session Chair and Discussant: Kathleen Hanley, Lehigh University Crowding Out Banks: Credit Substitution by Peer-to-Peer Lending Brian Wolfe, University at Buffalo Woongsun Yoo, Saginaw Valley State University Fintech Lending: Financial Inclusion, Risk Pricing, and Alternative Information Julapa Jagtiani, Federal Reserve Bank of Philadelphia Catharine Lemieux, Federal Reserve Bank of Chicago Fintech, Regulatory Arbitrage, and the Rise of Shadow Banks Greg Buchak, University of Chicago Gregor Matvos, University of Texas at Austin Tomasz Piskorski, Columbia University Amit Seru, Stanford University |
12:00 - 1:00 | - Lunch - |
1:00 - 2:30 |
Crisis, Policy, and Bank-Credit Supply Session Chair and Discussant: Andrew Metrick, Yale University Changes in the Cost of Bank Equity and the Supply of Bank Credit Claire Celerier, University of Toronto Thomas Kick, Bundesbank Steven Ongena, University of Zurich Financial Crisis and the Supply of Corporate Credit Santiago Barraza, University de San Andres Wayne Lee, University of Arkansas Tim Yeager, University of Arkansas Unconventional Monetary Policy and Bank Lending Relationships Christophe Cahn, Banque de France Anne Duquerroy, Banque de France William Mullins, University of Maryland |
2:30 - 2:45 | - Break - |
2:45 - 3:45 |
The Changing Environment and Bank Lending Session Chair and Discussant: Liu Yang, University of Maryland Shock Propagation and Banking Structure Mariassuna Giannetti, Stockholm School of Economics Farzad Saidi, Stockholm School of Economics The Impact of Stress Tests on Bank Lending William F. Bassett, Federal Reserve Board Jose M. Berrospide, Federal Reserve Board |
3:45 | - Adjourn - |
All Links on this page reference Portable Document Format (PDF) files. Adobe Acrobat, a reader available for free on the Internet, is required to display or print PDF files. You may also request a printed copy of any of these documents.