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
| Tuesday, July 11 | ||||
| Joint session with Corporate Finance in Ballroom A | ||||
| 11:20 am |
Andrés P. Sarto, New York University Olivier Wang, New York University The Secular Decline in Interest Rates and the Rise of Shadow Banks
|
|||
| 12:10 pm | Lunch | |||
| 1:10 pm |
Mitali Das, International Monetary Fund Gita Gopinath, International Monetary Fund Taehoon Kim, International Monetary Fund Jeremy C. Stein, Harvard University and NBER Central Banks as Dollar Lenders of Last Resort: Implications for Regulation and Reserve Holdings
|
|||
| 2:00 pm | Break | |||
| 2:20 pm |
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 |
J. Anthony Cookson, University of Colorado Corbin Fox, James Madison University Javier Gil-Bazo, Universitat Pompeu Fabra Juan F. Imbet, Paris Dauphine Christoph M. Schiller, Ohio State University Social Media as a Bank Run Catalyst
|
|||
| 9:35 am |
Naz Koont, Columbia University Tano Santos, Columbia University and NBER Luigi Zingales, University of Chicago and NBER Destabilizing Digital Bank Walks
|
|||
| 10:25 am | Break | |||
| 11:00 am |
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 |
Toni Whited, University of Michigan and NBER Yufeng Wu, Ohio State University Kairong Xiao, Columbia University and NBER Will Central Bank Digital Currency Disintermediate Banks?
|
|||
| 2:20 pm |
Yiming Ma, Columbia University Yao Zeng, University of Pennsylvania Anthony Lee Zhang, University of Chicago Stablecoin Runs and the Centralization of Arbitrage
|
|||
| 3:10 pm | Break | |||
| 3:30 pm |
Olivier Darmouni, Columbia University Kerry Y. Siani, Massachusetts Institute of Technology Kairong Xiao, Columbia University and NBER Nonbank Fragility in Credit Markets: Evidence from a Two-Layer Asset Demand System
|
|||
| 4:20 pm |
Agostino Capponi, Columbia University Paul Glasserman, Columbia University Marko Weber, National University of Singapore Stress Testing Spill Over Risk In Mutual Funds
|
|||
| 5:10 pm | Adjourn | |||