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NATIONAL BUREAU OF
ECONOMIC RESEARCH, INC. |
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SUMMER INSTITUTE
2011 |
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Risk of Financial Institutions Workshop |
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Mark Carey and René
Stulz, Organizers |
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July 12 and 13,
2011 |
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Royal Sonesta Hotel |
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40 Edwin H. Land
Blvd. |
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Cambridge,
Massachusetts |
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PROGRAM |
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Tuesday, July 12: |
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JOINT
WITH CORPORATE FINANCE MEETING STARTING AT 10:30 AM (Program) |
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Wednesday, July 13: |
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8:00
am |
Continental
Breakfast |
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8:30
am |
Nicola
Gennaioli, Universitat Pompeu Fabra |
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Andrei
Shleifer, Harvard University and NBER |
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Robert
W. Vishny, University of Chicago and NBER |
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Discussant:
Matthew Richardson, New York University and NBER |
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9:20
am |
George
Pennacchi, University of Illinois |
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Discussant:
Robert McDonald, Northwestern University and NBER |
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10:10
am |
Break |
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10:30
am |
Francis
X. Diebold, University of Pennsylvania and NBER |
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Kamil Yilmaz, Koç University |
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Network Topology of Variance
Decompositions: Measuring the Connectedness of Financial Firms |
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Discussant:
Andrew Lo, Massachusetts Institute of Technology and NBER |
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11:20
am |
Enrico Perotti,
University of Amsterdam |
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Javier
Suarez, CEMFI |
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Discussant:
Arvind Krishnamurthy, Northwestern University and
NBER |
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12:10
pm |
Lunch |
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1:20
pm |
Andrew
Ang, Columbia University and NBER |
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Francis
A. Longstaff, University of California at Los
Angeles and NBER |
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Systemic Sovereign Credit Risk:
Lessons from the U.S. and Europe |
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Discussant:
Kenneth J. Singleton, Stanford University and NBER |
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2:10
pm |
Marcin Kacperczyk, New York University and NBER |
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Philipp Schnabl, New York University |
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Discussant:
Philip E. Strahan, Boston College and NBER |
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3:00
pm |
Break |
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3:30
pm |
Office
of Financial Research: What should the Research Center do? |
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Lewis
Alexander, Federal Reserve Bank
of New York |
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Richard
Berner, United States Treasury |
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Markus
Brunnermeier, Princeton University and NBER |
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Gary
Gorton, Yale University and NBER |
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Anil
Kashyap, University of Chicago and NBER |
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Allan
Mendelowitz, Committee to Establish the National
Institute of Finance |
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5:30
pm |
Adjourn |
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6:00
pm |
Clambake: Harvard Faculty Club, 20 Quincy Street, Cambridge, MA |
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