SI 2020 Risks of Financial Institutions
Mark Carey and René M. Stulz, Organizers
July 8, 2020
on Zoom.us
| Wednesday, July 8 | ||||
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FORMAT: 20 minutes for authors, 15 for discussants, and 10 for general discussion. Attendees should use the Raise-Hand function for questions. |
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| 10:15 am | Welcome | |||
| 10:30 am |
Itay Goldstein, University of Pennsylvania and NBER Alexandr Kopytov, University of Rochester Lin Shen, INSEAD Haotian Xiang, Peking University Bank Heterogeneity and Financial Stability
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| 11:15 am |
Nicola Gennaioli, Bocconi University Rafael La Porta, Brown University and NBER Florencio Lopez-de-Silanes, SKEMA Business School and NBER Andrei Shleifer, Harvard University and NBER Trust and Insurance Contracts
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| 12:00 pm | Break | |||
| Accelerated Covid-19 Session: | ||||
| 12:15 pm |
Lei Li, Federal Reserve Board Philip Strahan, Boston College and NBER Song Zhang, University of Delaware Banks as Lenders of First Resort: Evidence from the COVID-19 Crisis |
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Valentin Haddad, University of California, Los Angeles and NBER Alan Moreira, University of Rochester and NBER Tyler Muir, University of California, Los Angeles and NBER When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed's Response
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| 1:30 pm | Break | |||
| 1:45 pm |
Claudia Buch, Deutsche Bundesbank Discussion of FSB report on too-big-to-fail |
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| 2:00 pm |
Zhiguo He, Stanford University and NBER Paymon Khorrami, Imperial College London Zhaogang Song, Johns Hopkins University Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
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| 2:45 pm |
Redouane Elkamhi, University of Toronto Yoshio Nozawa, University of Toronto Too Big to Diversify: A Stress Test on Collateralized Loan Obligations
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| 3:30 pm |
Anna Kovner, Federal Reserve Bank of Richmond Thomas M. Eisenbach, Federal Reserve Bank of New York Michael J. Lee, Federal Reserve Bank of New York Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis
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| 4:15 pm | Adjourn | |||
| Tuesday, July 14 | ||||
| 12:00 pm |
Sarah Miller, University of Michigan and NBER Cindy Soo, University of Michigan Does Increasing Formal Credit Access Reduce Payday Borrowing?
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| 12:50 pm |
Asaf Bernstein, University of Colorado Boulder and NBER Peter Koudijs, University of Rotterdam Mortgage Amortization and Wealth Accumulation
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| 1:40 pm | Break | |||
| 2:00 pm |
Nicolas Crouzet, Northwestern University Janice C. Eberly, Northwestern University and NBER Rents and Intangible Capital: a Q+ Framework
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| 2:50 pm |
Efraim Benmelech, Northwestern University and NBER Nitish Kumar, University of Florida Raghuram Rajan, University of Chicago and NBER The Decline of Secured Debt
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| 3:45 pm | Adjourn | |||