SI 2015 Risks of Financial Institutions
Mark Carey and René M. Stulz, Organizers
July 7-8, 2015
Royal Sonesta Hotel
| Wednesday, July 8 | ||
| 8:30 am | ||
| 8:30 am |
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 CoCo Issuance and Bank Funding Costs |
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| 9:25 am | ||
| 9:25 am |
Taylor Begley, University of Kentucky Amiyatosh Purnanandam, University of Michigan Kuncheng Zheng, Northeastern University The Strategic Under-Reporting of Bank Risk |
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| 10:45 am | ||
| 10:45 am |
Guillaume Plantin, Sciences Po Marking to Market versus Taking to Market |
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| 1:20 pm | ||
| 1:20 pm |
Itay Goldstein, University of Pennsylvania and NBER Hao Jiang, Michigan State University David Ng, Cornell University Investor Flows and Fragility in Corporate Bond Funds |
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| 2:15 pm | ||
| 2:15 pm |
Itzhak Ben-David, The Ohio State University and NBER Francesco Franzoni, Swiss Finance Institute Rabih Moussawi, Villanova University John Sedunov, Villanova University The Granular Nature of Large Institutional Investors |
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| 3:30 pm | ||
| 3:30 pm |
Richard Stanton, University of California at Berkeley Johan Walden, University of California at Berkeley Nancy Wallace, Haas School of Business, University of California, Berkeley Securitization Networks and Endogenous Financial Norms in U.S. Mortgage Markets |
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| 4:25 pm | ||
| 4:25 pm |
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 Back to the Future - Backtesting Systemic Risk Measures During the Great Depression and Historical Bank Runs |
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