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NATIONAL
BUREAU OF ECONOMIC RESEARCH, INC. |
|
Systemic Risk Measurement
Initiative |
Markus Brunnermeier and Arvind Krishnamurthy, Organizers |
|
October 27,
2010 |
|
Faculty House
at Columbia University |
64 Morningside Drive |
New York, NY |
|
Program |
Wednesday, October 27 |
|
|
|
7:30 am |
Continental Breakfast |
|
|
8:00 am |
Introduction |
|
Markus
Brunnermeier, Princeton University and NBER |
|
Arvind
Krishnamurthy, Northwestern University and NBER |
|
Lewis
Alexander, Department of the Treasury |
|
|
8:15 am |
Risk Topography |
|
Markus
Brunnermeier, Princeton University and NBER |
|
Gary Gorton, Yale
University and NBER |
|
Arvind
Krishnamurthy, Northwestern University and NBER |
|
|
9:00 am |
Counterparty Risks |
|
Darrell
Duffie, Stanford
University and NBER |
|
|
9:45 am |
Break |
|
|
10:00 am |
Funding Market Risks |
|
John Geanakoplos, Yale
University |
|
Lasse Pedersen, New York University and NBER |
|
Antoine
Martin, Federal
Reserve Bank of New York |
|
Tobias
Adrian, Federal
Reserve Bank of New York |
|
|
11:00 am |
Derivative Risks |
|
Viral
Acharya, New York University and NBER |
|
Augustin
Landier, the Toulouse School of Economics |
|
|
11:30 am |
Remapping Flow of Funds |
|
Monika
Piazzesi, Stanford University and NBER |
|
Martin
Schneider, Stanford University and NBER |
|
|
12:00 noon |
Lunch and Round Table |
|
Donald
Kohn, Brookings
Institution |
|
Claudio
Borio, Bank
for International Settlements |
|
Joseph Langsam,
Morgan Stanley |
|
|
1:30 pm |
Break |
|
|
1:45 pm |
International Imbalances |
|
Helene
Rey, London
Business School and NBER |
|
Claudio
Borio, Bank
for International Settlements |
|
|
2:30 pm |
Commercial Bank Lending |
|
Atif Mian, University
of California, Berkeley and NBER |
|
|
3:15 pm |
Break |
|
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3:30 pm |
Round Table 2: Stress Tests |
|
Til Schuermann, Federal
Reserve Bank of New York |
|
Michael
Gibson, Federal
Reserve Board |
|
Antonella Foglia, Bank of Italy |
|
Jesus Saurina Salas,
Bank of Spain |
|
Philipp
Hartmann, European Central Bank |
|
|
4:30 pm |
Adjourn |