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, University of Illinois Urbana-Champaign Olivier Wang, New York University The Secular Decline in Interest Rates and the Rise of Shadow Banks
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| 12:10 pm | Lunch | |||
| 1:10 pm |
Mitali Das, International Monetary Fund Gita Gopinath, Harvard University and NBER 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
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| 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 |
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| 3:50 pm |
Adjourn Martin Feldstein Lecture follows at 4:00 pm |
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| Wednesday, July 12 | ||||
| 8:00 am | Coffee and Pastries | |||
| 8:30 am | Introductions | |||
| 8:40 am |
J. Anthony Cookson, University of Colorado Boulder Corbin Fox, James Madison University Javier Gil-Bazo, Universitat Pompeu Fabra Juan F. Imbet, Paris Dauphine Christoph M. Schiller, The Ohio State University Social Media as a Bank Run Catalyst
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| 9:35 am |
Naz Koont, Stanford University Tano Santos, Columbia University and NBER Luigi Zingales, University of Chicago and NBER Destabilizing Digital Bank Walks
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| 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 |
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| 12:30 pm | Lunch | |||
| 1:30 pm |
Toni Whited, University of Michigan and NBER Yufeng Wu, The Ohio State University Kairong Xiao, Columbia University and NBER Will Central Bank Digital Currency Disintermediate Banks?
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| 2:20 pm |
Yiming Ma, Columbia University and NBER Yao Zeng, University of Pennsylvania and NBER Anthony Lee Zhang, University of Chicago Stablecoin Runs and the Centralization of Arbitrage
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| 3:10 pm | Break | |||
| 3:30 pm |
Olivier Darmouni, HEC Paris 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
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| 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
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| 5:10 pm | Adjourn | |||