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Tuesday, September 26, 2017 |
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08:30 - 09:00
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Registration and Coffee & Croissants
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Meeting room(s) : 6254 |
09:00 - 09:45
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Marco Bardoscia
(Bank of England) The Decline of Solvency Contagion Risk | Abstract
Diapos / Slides |
09:45 - 10:30
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Or Shachar
(Federal Reserve Bank of New York) Credit Risk Hedging | Abstract |
10:30 - 11:00
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Coffee break
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11:00 - 11:45
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Jérôme Henry
(European Central Bank) Stress-Test Analystics for Macroprudential Purposes in the Euro Area | Abstract
Diapos / Slides |
11:45 - 12:30
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Peter Raupach
(Deutsche Bundesbank) Pitfalls in the Use of Systemic Risk Measures | Abstract
Diapos / Slides |
12:30 - 14:30
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Lunch break
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14:30 - 15:15
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Hamed Amini
(University of Miami) Contagion and Security in Inhomogeneous Financial Networks | Abstract
Diapos / Slides |
15:15 - 16:00
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Adrian Alter
(International Monetary Fund) Effects of Unconventional Monetary Policies on EM Corporate Leverage | Abstract
Diapos / Slides |
16:00 - 16:30
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Coffee break
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16:30 - 17:30
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Panel
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18:00
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Banquet at Le Cercle (HEC Montréal)
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Wednesday, September 27, 2017 |
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08:30 - 09:00
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Coffee & Croissants
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Meeting room(s) : 6254 |
09:00 - 09:45
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Agostino Capponi
(Columbia University) Managing Counterparty Risk in OTC Markets | Abstract
Diapos / Slides |
09:45 - 10:30
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Tarik Roukny
(MIT Media Lab) Compressing Over-the-Counter Markets | Abstract
Diapos / Slides |
10:30 - 11:00
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Coffee break
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11:00 - 11:45
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Alfred Lehar
(University of Calgary) Imperfect Renegotiations in Interbank Financial Networks | Abstract
Diapos / Slides |
11:45 - 12:30
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Thomas Eisenbach
(Federal Reserve Bank of New York) Fire-Sale Spillovers Beyond Banks | Abstract |
12:30 - 14:30
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Lunch break
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14:30 - 15:15
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Lakshithe Wagalath
(IESEG School of Management) Strategic Fire-Sales and Price-Mediated Contagion in the Banking System | Abstract
Diapos / Slides |
15:15 - 16:00
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Eric Schaanning
(Norges Bank) Fire Sales and Systemic Stress Testing: Modelling Issues and Policy Implications | Abstract
Diapos / Slides |
16:00 - 16:30
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Coffee break
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16:30 - 17:15
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Rama Cont
(Imperial College London) Monitoring Indirect Contagion: Indirect Exposures and the Indirect Contagion Index | Abstract |
17:30 - 19:30
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Poster Session and Reception
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Thursday, September 28, 2017 |
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08:30 - 09:00
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Coffee & Croissants
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Meeting room(s) : 6254 |
09:00 - 09:45
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Luitgard Veraart
(London School of Economics) Distress and Default Contagion in Financial Networks | Abstract
Diapos / Slides |
09:45 - 10:30
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Nan Chen
(The Chinese University of Hong Kong) Leverage Constraint, Market Liquidity, and Systemic Fragility | Abstract |
10:30 - 11:00
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Coffee break
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11:00 - 11:45
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Samim Ghamami
(Office of Financial Research) Submodular Risk Allocation | Abstract
Diapos / Slides |
11:45 - 12:30
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Diane Pierret
(Université de Lausanne) Stressed Banks | Abstract
Diapos / Slides |
12:30 - 14:30
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Lunch break
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14:30 - 15:15
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Geneviève Gauthier
(HEC Montréal) Credit and Systemic Risks in the Financial Services Sector: Evidence from the 2008 Global Crisis | Abstract
Diapos / Slides |
15:15 - 16:00
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Zachary Feinstein
(Washington University in St. Louis) Contagion in a Multi-Layered Financial Network | Abstract |
16:00 - 16:30
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Coffee
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Last modified : Monday, October 16, 2017 14:54