THURSDAY MAY 31st |
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7:45 |
BREAKFAST & REGISTRATION |
8:15 | WELCOME, OPENING REMARKS |
8:30 |
GOVERNMENT BACKING & THE RISK-TAKING OF BANKS Safer Ratios, Riskier Portfolios: Banks’ Response to Government Aid
Presenter: Ran Duchin, University of Michigan Government Guarantees and Bank Risk Taking Incentives
Presenter: Jörg Rocholl, European School of Management Discussant: Mitchell A. Petersen, Northwestern University |
9:30 |
INNOVATIONS IN FINANCE Can Securitization Cure Cancer?
Presenter: Roger M. Stein, Massachusetts Institute of Technology / Moody's Corporation Shapeshifting: Innovation, Information and the Federal Corporate Paradigm
Presenter: Henry Hu, University of Texas |
10:30 |
BREAK |
10:45 |
CREDIT PRICING & GOVERNMENT GUARANTEES Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
Presenter: Stijn Van Nieuwerburgh, NYU Stern School The Impact of Government Interventions on CDS and Equity Markets
Presenter: Frederic Schweikhard, Goethe University |
11:45 |
KEYNOTE: SYSTEMIC RISK Presenter: Robert F. Engle, NYU Stern School of Business, |
12:30 |
LUNCHEON |
1:45 | KEYNOTE: WHY DO COUNTRIES FAIL? Presenter: Daron Acemoglu, Massachusetts Institute of Technology, 2005 John Bates Clark Medal |
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2:30 |
SOVEREIGN RISK MEASUREMENT METHODOLOGIES
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3:30 | BREAK |
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3:45 |
FINANCIAL SECTOR LINKAGES & MACROECONOMIC RISK Financial Sector Linkages and the Dynamics of Sovereign and Bank Credit Spreads
Presenter: David Lando, Copenhagen Business School Capital Flows, Cross-Border Banking and Global Liquidity
Presenter: Hyun Shin, Princeton University Discussant: Viral V. Acharya, NYU Stern School of Business |
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4:45 |
PANEL: REGULATORY USES OF RATINGS AND THE REGULATION OF RATING AGENCIES Moderator: Matthew Richardson, NYU Stern School
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5:45 |
CLOSING |
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6:00 |
COCKTAIL RECEPTION | ||||||||
ORGANIZING COMMITTEE |
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