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Programme 2016

CONFERENCE PROGRAM August 22-23 2016, CBS Flintholm Campus   Monday, August 22, 2016  
08:15 - 09:00       Registration and coffee  
09:00 - 09:15 Welcome and opening remarks David Lando and Lasse Heje Pedersen  
09:15 - 10:00 Keynote: Bank Capital George G. Pennacchi, University of Illinois slides  
10:00 - 10:45 Bank Capital, Liquid Reserves, and Insolvency Risk Erwan Morellec, École Polytechnique Fédérale de Lausanne and CEPR slides (with Julien Hugonnier, École Polytechnique Fédérale de Lausanne)   Discussant: Kristian Miltersen, Copenhagen Business School slides  
10:45 - 11:15 Coffee break  
11:15 - 12:00 XVAs: the Balance Sheet View Leif B. Andersen, Bank of America Merrill Lynch slides (with Darrell Duffie, Stanford University and Yang Song, Stanford University)   Discussant: David Lando, Copenhagen Business School slides  
12:00 - 13:30 Lunch (standing)  
13:30 - 14:15 Central Bank Collateral Frameworks Kjell G. Nyborg, University of Zürich and CEPR   Discussant: Ulrich Bindseil, European Central Bank (ECB) slides  
14:15 - 15:00 Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices Motohiro Yogo, Princeton University slides   (with Ralph S. J. Koijen, London Business School, Francois Koulischer, Banque de France, and Benoıt Nguyen, Banque de France) Discussant: José-Luis Peydró Alcalde, Universitat Pompeu Fabra, CREI and Barcelona GSE, CEPR  
15:00 - 15:30 Coffee break  
15:30 - 16:15 Keynote: Household debt and business cycles worldwide Amir Sufi, University of Chicago Booth School of Business and NBER(with Atif Mian, Princeton University and Emil Verner, Princeton University)
16:15 - 17:30 Cocktail reception
      Tuesday, August 23, 2016  
08:15 - 09:00 Registration and coffee  
09:00 - 09:45 Keynote: The Bank-Sovereign Nexus and the Case for European Safe Bonds Marco Pagano, University of Naples Federico II and CEPR slides  
09:45 - 10:30 Bank Resolution and the Structure of Global Banks Martin Oehmke, Columbia Business School slides(with Patrick Bolton, Columbia University)   Discussant: Martin Summer, Austrian Central Bank (OeNB) slides  
10:30 - 11:00 Coffee break  
11:00 - 11:45 Monetary Policy And Global Banking Victoria Ivashina, Harvard Business School slides (with Falk Bräuning, Federal Reserve Bank of Boston)   Discussant: Morten Linnemann Bech, Bank for International Settlements (BIS) slides  
11:45 - 12:30 Keynote: A General Equilibrium Theory of Bank Capital Structure Douglas M. Gale, New York University slides (with Piero Gottardi, European University Institute)  
12:30 - 12:45 Closing remarks: David Lando and Lasse Heje Pedersen  
12:45 - 14:30 Lunch (standing)
Program in PDF

Last updated by: Merve Ates 08/09/2017