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NATIONAL BUREAU OF ECONOMIC RESEARCH, INC.

Systemic Risk Measurement Initiative

Markus Brunnermeier and Arvind Krishnamurthy, Organizers

October 27, 2010

Faculty House at Columbia University

64 Morningside Drive

New York, NY

Program

Wednesday, October 27
7:30 am	Continental Breakfast
8:00 am	Introduction
	Markus Brunnermeier, Princeton University and NBER
	Arvind Krishnamurthy, Northwestern University and NBER
	Lewis Alexander, Department of the Treasury
8:15 am	Risk Topography
	Markus Brunnermeier, Princeton University and NBER
	Gary Gorton, Yale University and NBER
	Arvind Krishnamurthy, Northwestern University and NBER
9:00 am	Counterparty Risks
	Darrell Duffie, Stanford University and NBER
9:45 am	Break
10:00 am	Funding Market Risks
	John Geanakoplos, Yale University
	Lasse Pedersen, New York University and NBER
	Antoine Martin, Federal Reserve Bank of New York
	Tobias Adrian, Federal Reserve Bank of New York
11:00 am	Derivative Risks
	Viral Acharya, New York University and NBER
	Augustin Landier, the Toulouse School of Economics
11:30 am	Remapping Flow of Funds
	Monika Piazzesi, Stanford University and NBER
	Martin Schneider, Stanford University and NBER
12:00 noon	Lunch and Round Table
	Donald Kohn, Brookings Institution
	Claudio Borio, Bank for International Settlements
	Joseph Langsam, Morgan Stanley
1:30 pm	Break
1:45 pm	International Imbalances
	Helene Rey, London Business School and NBER
	Claudio Borio, Bank for International Settlements
2:30 pm	Commercial Bank Lending
	Atif Mian, University of California, Berkeley and NBER
3:15 pm	Break
3:30 pm	Round Table 2: Stress Tests
	Til Schuermann, Federal Reserve Bank of New York
	Michael Gibson, Federal Reserve Board
	Antonella Foglia, Bank of Italy
	Jesus Saurina Salas, Bank of Spain
	Philipp Hartmann, European Central Bank
4:30 pm	Adjourn