SI 2022 Risks of Financial Institutions
Mark Carey and René M. Stulz, Organizers
July 12-13, 2022
Charles Room AB
Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA and zoom.us
| Tuesday, July 12 | ||||
| 12:00 pm | Lunch | |||
| Afternoon session joint with Corporate Finance, Ballroom A | ||||
| 1:10 pm |
Zhiguo He, Stanford University and NBER Jing Huang, Texas A&M University Jidong Zhou, Yale University Open Banking: Credit Market Competition When Borrowers Own the Data
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| 2:00 pm |
Tania Babina, Columbia University and NBER Greg Buchak, Stanford University Will Gornall, University of British Columbia Customer Data Access and Fintech Entry: Early Evidence from Open Banking
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| 2:50 pm | Break | |||
| 3:20 pm |
Viral V. Acharya, New York University and NBER Ryan Banerjee, Bank for International Settlements Matteo Crosignani, Federal Reserve Bank of New York Tim Eisert, Nova School of Business and Economics Renée Spigt, Erasmus University Rotterdam Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels
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| 4:10 pm |
Darrell Duffie, Stanford University and NBER Harry R. Cooperman, Federal Reserve Bank of New York Stephan Luck, Federal Reserve Bank of New York Zachry Z. Wang, Stanford University David Yang, City University of Hong Kong Bank Funding Risk, Reference Rates, and Credit Supply
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| 5:00 pm | Adjourn | |||
| Wednesday, July 13 | ||||
| 9:00 am | Coffee and Pastries | |||
| 9:30 am |
Shohini Kundu, University of California, Los Angeles The Externalities of Fire Sales: Evidence from Collateralized Loan Obligations
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| 10:20 am |
Christopher M. James, University of Florida Tao Li, University of Florida Jing Lu, University of Florida Mustafa Emin, University of Florida How Fragile Are Loan Mutual Funds?
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| 11:10 am | Break | |||
| 11:30 am |
Viral V. Acharya, New York University and NBER Raghuram Rajan, University of Chicago and NBER Liquidity, Liquidity Everywhere, Not a Drop To Use: Why Flooding Banks With Central Bank Reserves May Not Expand Liquidity
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| 12:20 pm | Lunch | |||
| 1:20 pm | Funding Risks | |||
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Adam Copeland, Federal Reserve Bank of New York Antoine Martin, Federal Reserve Bank of New York Repo Over the Financial Crisis |
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Robert Czech, Bank of England Shiyang Huang, London School of Economics Dong Lou, London School of Economics Tianyu Wang, Tsinghua University Unintended Consequences of Holding Dollar Assets |
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Mathias Kruttli, Indiana University Phillip J. Monin, Federal Reserve Board Lubomir Petrasek, Federal Reserve Board Sumudu W. Watugala, Indiana University LTCM Redux? Hedge Fund Treasury Trading and Funding Fragility
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| 2:40 pm | Break | |||
| 3:05 pm |
Erasmo Giambona, Syracuse University Anil Kumar, Aarhus University Gordon M. Phillips, Dartmouth College and NBER Hedging, Contract Enforceability and Competition
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| 3:55 pm |
Marcin Kacperczyk, Imperial College London Jose-Luis Peydro, Universitat Pompeu Fabra Carbon Emissions and the Bank-Lending Channel
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| 4:45 pm | Adjourn | |||