Industrial-Academic Forum on Systemic Stability and Liquidity
Description
This forum will gather together academics, practitioners and regulators interested in systemic risk and liquidity. Over this two-day event, a series of ten talks by well-known
academics presenting their latest research is planned. The afternoon of May 17 will feature a panel discussion on "Taming the Beast: Reforming our Financial System to Address Systemic Risk" with panelists drawn from investment banking, risk management systems consulting, and regulatory institutions. After statements from panelists, we anticipate lively audience participation and intra-panel debate.
Invited Speakers (talk titles and abstracts)
| Viral Acharya (NYU Stern) Rama Cont (Columbia University IEOR) Jon Danielsson (London School of Economics) Erkko Etula (Federal Reserve Bank of New York) Kay Giesecke (Stanford MSE) |
Itay Goldstein (Wharton) Jennifer Huang (University of Texas at Austin) Frank Milne (Queen's University) Wei Xiong (Princeton University) Hao Zhou (Federal Reserve Board) |
Schedule
| 08:50 to 09:00 |
Welcome and Introductions
|
| 09:00 to 09:50 |
Wei Xiong, Princeton University |
| 09:50 to 10:40 |
Jennifer Huang, University of Texas at Austin |
| 10:40 to 11:00 |
Coffee Break
|
| 11:00 to 11:50 |
Rama Cont, University of Oxford |
| 11:50 to 13:30 |
Lunch Break
|
| 13:30 to 14:20 |
Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis
Hao Zhou |
| 14:20 to 15:10 |
Kay Giesecke, Infima Technologies and Stanford University |
| 15:10 to 15:30 |
Coffee Break
|
| 15:30 to 17:00 | |
| 17:00 to 17:45 |
Reception
|
| 09:00 to 09:50 |
General Approaches for Modelling Liquidity Effects in Asset Markets and their Application to Risk Management Systems
Frank Milne, Queen's University |
| 09:50 to 10:40 |
Viral Acharya |
| 10:40 to 11:00 |
Coffee Break
|
| 11:00 to 11:50 |
Itay Goldstein, University of Pennsylvania |
| 11:50 to 13:30 |
Lunch Break
|
| 13:30 to 14:20 |
Jon Danielsson, London School of Economics |
| 14:20 to 15:10 |
Erkko Etula |
