Financial Market Frictions and Systemic Risks
Wenxin Du, Alp Simsek, and Chester S. Spatt, Organizers
September 20, 2024
Format: 30 minutes for authors, 20 minutes for discussants and 10 minutes for general Q&A
| Friday, September 20 | ||||
| 8:00 am | Breakfast | |||
| 8:20 am | Opening Remarks | |||
| 8:30 am |
Adrien d'Avernas, Stockholm School of Economics Quentin Vandeweyer, University of Chicago The Central Bank’s Balance Sheet and Treasury Market Disruptions
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| 9:30 am | Break | |||
| 9:45 am |
Andrea L. Eisfeldt, University of California, Los Angeles and NBER Bernard Herskovic, University of California, Los Angeles and NBER Shuo Liu, Tsinghua University, School of Economics and Management Interdealer Price Dispersion and Intermediation Capacity
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| 10:45 am | Break | |||
| 11:00 am |
Kristy A.E. Jansen, University of Southern California Wenhao Li, University of Southern California Lukas Schmid, University of Southern California Granular Treasury Demand with Arbitrageurs
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| 12:00 pm | Lunch | |||
| 1:00 pm |
Matteo Maggiori, Stanford University and NBER Jesse Schreger, Columbia University and NBER Financial Linkages and Stability via Tax Havens
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| 2:00 pm | Break | |||
| 2:15 pm |
Itamar Drechsler, University of Pennsylvania and NBER Alexi Savov, New York University and NBER Philipp Schnabl, New York University and NBER Olivier Wang, New York University Banking on Uninsured Deposits
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| (The discussant's presentation will be available to in-person participants only) | ||||
| 3:15 pm |
Abhishek Bhardwaj, Tulane University Shan Ge, New York University Saptarshi Mukherjee, Northeastern University Does Loan Securitization Expose Borrowers to Non-Bank Investor Shocks?
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| 4:15 pm | Closing Remarks | |||
| 4:30 pm | Adjourn | |||