Global Systemic Risk Conference

November 17, 2011
7:45 a.m. Breakfast and Registration, 12th Floor Conference Center
8:30 a.m. Simon Potter, Federal Reserve Bank of New York
8:45 a.m. Session 1: Empirical Studies of Systemic Risk
Chair: Robert Engle, New York University

Vulnerable Banks PDF
Robin Greenwood, Harvard University
Augustin Landier, University of Toulouse and CEPR
David Thesmar, HEC Paris and CEPR
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Non-interest Income and Systemic Risk: The Role of Concentration PDF
Fariborz Moshirian, University of New South Wales
Sidharth Sahgal, University of New South Wales
Bohui Zhang, University of New South Wales
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Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis
Xin Huang, University of Oklahoma
Hao Zhou, Board of Governors of the Federal Reserve System
Haibin Zhu, J.P. Morgan Chase
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10:15 a.m. Coffee Break
10:45 a.m. Session 2: International Banking
Chair: Beverly Hirtle, Federal Reserve Bank of New York

Liquidity Management of U.S. Global Banks: Internal Capital Markets in the Great Recession PDF
Nicola Cetorelli, Federal Reserve Bank of New York
Linda S. Goldberg, Federal Reserve Bank of New York
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International Banks and the Cross-Border Transmission of Business Cycles PDF
Ricardo Correa, Board of Governors of the Federal Reserve System
Horacio Sapriza, Board of Governors of the Federal Reserve System
Andrei Zlate, Board of Governors of the Federal Reserve System
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Capital Flow Waves: Surges, Stops, Flight, and Retrenchment PDF
Kristin J. Forbes, Massachusetts Institute of Technology
Francis E. Warnock, University of Virginia
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12:15 p.m Keynote 1: Darrell Duffie, Stanford University
Re-Plumbing the Financial System: Uneven Progress
1:00 p.m Lunch, 1st Floor Liberty Room
2:00 p.m Keynote 2: Viral Acharya, New York University
Measuring Global Systemic Risk
2:45 p.m. Panel
Chair: Tobias Adrian, Federal Reserve Bank of New York
Stephen Cecchetti, Bank for International Settlement
Laura Kodres, International Monetary Fund
Lucrezia Reichlin, London Business School
Til Schuermann, Oliver Wyman
4:15 p.m. Coffee Break
5:00 p.m. Session 3: Global Contagion
Chair: Eric Ghysels, University of North Carolina

Bank Risk during the Financial Crisis: Do Business Models Matter? PDF
Yener Altunbas, University of Wales
Simone Manganelli, European Central Bank
David Marques-Ibanez, European Central Bank
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Systemic Risk Diagnostics: Coincident Indicators and Early Warning Signals
Bernd Schwaab, European Central Bank
Siem Jan Koopman, VU University Amsterdam
Andre Lucas, VU University Amsterdam
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6:00 p.m. Session 4: Systemic Risk Regulation
Chair: Frank Diebold, University of Pennsylvania

Enhanced Stress Testing and Financial Stability
Matthew Pritsker, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston

Systemic Risk Management

Markus K. Brunnermeier, Princeton University
Patrick Cheridito, Princeton University
7:30 p.m. Dinner (by invitation only)
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