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8:30 am
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CoCo Issuance and Bank Funding Costs
Stefan Avdjiev, Bank for International Settlements
Patrick Bolton, Columbia University
Wei Jiang, Emory University and NBER
Anastasia Kartasheva, University of St. Gallen
Bilyana Bogdanova, Bank for International Settlements
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9:25 am
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The Strategic Under-Reporting of Bank Risk
Taylor Begley, University of Kentucky
Amiyatosh Purnanandam, University of Michigan
Kuncheng Zheng, Northeastern University
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10:45 am
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Marking to Market versus Taking to Market
Guillaume Plantin, Sciences Po
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1:20 pm
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Investor Flows and Fragility in Corporate Bond Funds
Itay Goldstein, University of Pennsylvania and NBER
Hao Jiang, Michigan State University
David Ng, Cornell University
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2:15 pm
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The Granular Nature of Large Institutional Investors
Itzhak Ben-David, The Ohio State University and NBER
Francesco Franzoni, Swiss Finance Institute
Rabih Moussawi, Villanova University
John Sedunov, Villanova University
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3:30 pm
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Securitization Networks and Endogenous Financial Norms in U.S. Mortgage Markets
Richard Stanton, University of California, Berkeley
Johan Walden, University of California, Berkeley
Nancy Wallace, University of California, Berkeley
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4:25 pm
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Back to the Future - Backtesting Systemic Risk Measures During the Great Depression and Historical Bank Runs
Benjamin Chabot, Federal Reserve Bank of Chicago
Christian Brownlees, Pompeu Fabra
Eric Ghysels, University of North Carolina at Chapel Hill
Christopher Kurz, Federal Reserve Board of Governors
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