Securitized Banking and the Run on Repo Presenter: Gary Gorton, Yale School of Management Discussant: Kent Daniel, Columbia Business School |
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CDX Tranche Pricing Using S&P Equity Data Presenter: Pierre Collin-Dufresne, Columbia Business School Discussant: Jakub Jurek, Princeton University |
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Liquidity Management in the Financial Crisis Presenter: Victoria Ivashina, Harvard Business School Discussant: Daniel Paravisini, Columbia Business School |
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Aggregate Risk and the Choice between Cash and Lines of Credit Presenter: Viral Acharya, NYU Stern School of Business Discussant: Hui Chen, MIT Sloan School of Management |
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Fault Lines: How Hidden Fractures Still Threaten the World Economy Raghuram Rajan, University of Chicago's Booth School of Business |
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Model Risk Presenter: Andrew Lo, MIT Sloan School of Management |
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Contingent Capital Mark Flannery, University of Florida, Warrington College of Business Administration George Pennacchi, University of Illinois College of Business |
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DAY 2 | ||
Global Macro Economic Trends Presenter: Mark Zandi, Chief Economist, Moody's Analytics |
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Liquidity in a Crisis Presenter: Kenneth Singleton, Graduate School of Business Stanford University |
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