SI 2017 Risks of Financial Institutions
Mark Carey and René M. Stulz, Organizers
July 11-12, 2017
Royal Sonesta Hotel
Summer Institute 2017 master schedule
| Tuesday, July 11 | ||||
| 12:00 n | Lunch | |||
| Joint session with the Corporate Finance Group in Ballroom A | ||||
| 1:00 pm |
Mark L. Egan, Harvard University and NBER Stefan Lewellen, Pennsylvania State University Adi Sunderam, Harvard University and NBER The Cross Section of Bank Value
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| 1:50 pm |
Itamar Drechsler, University of Pennsylvania and NBER Alexi Savov, New York University and NBER Philipp Schnabl, New York University and NBER Banking on Deposits: Maturity Transformation without Interest Rate Risk
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| 2:40 pm | Break | |||
| 3:10 pm |
Indraneel Chakraborty, University of Miami Itay Goldstein, University of Pennsylvania and NBER Andrew MacKinlay, Virginia Tech Monetary Stimulus and Bank Lending
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| 4:00 pm |
Brian S. Chen, Harvard University Samuel Hanson, Harvard University and NBER Jeremy C. Stein, Harvard University and NBER The Decline of Big-Bank Lending to Small Business: Dynamic Impacts on Local Credit and Labor Markets
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| 4:50 pm | Adjourn | |||
| Wednesday, July 12 | ||||
| 8:00 am | Coffee and Pastries | |||
| 8:30 am |
Amiyatosh Purnanandam, University of Michigan Sumanta Basu, Cornell University Sreyoshi Das, Bates White George Michailidis, University of Michigan A System-wide Approach to Measure Connectivity in the Financial Sector
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| 9:20 am |
Mark Paddrik, Office of Financial Research Sriram Rajan, U.S. Department of the Treasury H. Peyton Young, University of Oxford Contagion in the CDS Market
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| 10:10 am | Break | |||
| 10:35 am |
Antonio Falato, Federal Reserve Board Ali Hortaçsu, University of Chicago and NBER Dan Li, Federal Reserve Board Chaehee Shin, Federal Reserve Board Fire-Sale Spillovers in Debt Markets
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| Fast Session | ||||
| 11:25 am |
Chen Lian, University of California, Berkeley and NBER Yueran Ma, University of Chicago and NBER Carmen Y. Wang, Uber Low Interest Rates and Risk Taking: Evidence from Individual Investment Decisions |
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| 11:40 am |
Peter Koudijs, University of Rotterdam Laura Salisbury, York University and NBER For Richer, For Poorer: Banker's Skin-in-the-game and Risk Taking in New England, 1867-1880 |
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| 11:55am |
Tatyana Marchuk, BI Norwegian Business School The Financial Intermediation Premium in the Cross Section of Stock Returns |
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| 12:15 pm | Lunch | |||
| 1:15 pm |
Fabio Schiantarelli, Boston College Massimiliano Stacchini, Bank of Italy Philip Strahan, Boston College and NBER Bank Quality, Judicial Efficiency, and Borrower Runs: Loan Repayment Delays in Italy
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| 2:10 pm |
Greg Buchak, Stanford University Gregor Matvos, Northwestern University and NBER Tomasz Piskorski, Columbia University and NBER Amit Seru, Stanford University and NBER Fintech, Regulatory Arbitrage, and the Rise of Shadow Banks
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| 3:00 pm | Break | |||
| 3:25 pm |
Eric Ghysels, University of North Carolina at Chapel Hill Hanwei Liu, University of North Carolina Steve Raymond, University of North Carolina at Chapel Hill Granularity and (Downside) Risk in Equity Markets
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| 4:15 pm |
Maryam Farboodi, Massachusetts Institute of Technology and NBER Adrien Matray, Princeton University and NBER Laura Veldkamp, Columbia University and NBER Where Has All the Big Data Gone?
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| 5:05 pm | Adjourn | |||
| 6:00 pm | Clambake at the Royal Sonesta Hotel (Ballroom B/ West Tower) | |||