SI 2023 Risks of Financial Institutions

Mark Carey and René M. Stulz, Organizers

July 11-12, 2023

Charles Room AB

Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA and zoom.us

Conference Code of Conduct

Tuesday, July 11
Joint session with Corporate Finance in Ballroom A
11:20 am

The Secular Decline in Interest Rates and the Rise of Shadow Banks
Discussant: Adi Sunderam, Harvard University and NBER
12:10 pm
Lunch
1:10 pm

Central Banks as Dollar Lenders of Last Resort: Implications for Regulation and Reserve Holdings
Discussant: Arvind Krishnamurthy, Stanford University and NBER (slides)
2:00 pm
Break
2:20 pm
Panel on Recent Bank Runs and Financial Instability
Viral Acharya, New York University and NBER
Gregor Matvos, Northwestern University and NBER
Manju Puri, Duke University and NBER
Philipp Schnabl, New York University and NBER
Slides
3:50 pm
Adjourn
Martin Feldstein Lecture follows at 4:00 pm
Wednesday, July 12
8:00 am
Coffee and Pastries
8:30 am
Introductions
8:40 am

Social Media as a Bank Run Catalyst
Discussant: Manju Puri, Duke University and NBER
9:35 am

Destabilizing Digital Bank Walks (slides)
Discussant: Mark L. Egan, Harvard University and NBER
10:25 am
Break
11:00 am
Panel on Bank Supervision, Risk Management, and the Banking Crisis of 2023
Chair: Douglas W. Diamond, University of Chicago and NBER
Stephen Hoffman, Consultant, Ludwig Regulatory Group
Gregory Hopper, Bank Policy Institute
Eric Rosengren, Massachusetts Institute of Technology
Til Schuermann, Oliver Wyman
12:30 pm
Lunch
1:30 pm

Will Central Bank Digital Currency Disintermediate Banks? (slides)
Discussant: Darrell Duffie, Stanford University and NBER
2:20 pm

Stablecoin Runs and the Centralization of Arbitrage
Discussant: Campbell R. Harvey, Duke University and NBER
3:10 pm
Break
3:30 pm

Nonbank Fragility in Credit Markets: Evidence from a Two-Layer Asset Demand System
Discussant: Samuel Hanson, Harvard University and NBER
4:20 pm

Stress Testing Spill Over Risk In Mutual Funds
Discussant: Itay Goldstein, University of Pennsylvania and NBER
5:10 pm
Adjourn