Thursday, 8th November 2012 |
|
| 9:30 – 10:15 | Welcome coffee |
| 10:15 – 10:30 | Welcome address Swissquote |
| 10:30 – 11:30 | Lasse H. Pedersen (Copenhagen Business School), Talk, Discussion “Measuring Systemic Risk” |
| 11:30 – 12:30 | Carlo Acerbi (MSCI), Talk, Discussion “Supply-Demand Symmetry of Market Impact Models” |
| 12:30 – 14:00 | Lunch |
| 14:00 – 15:00 | Tobias Adrian (Federal Reserve Bank of New York), Talk, Discussion “Intermediary Leverage Cycles and Financial Stability” |
| 15:00 – 16:00 | Martin Hellwig (Max Planck Institute for Research on Collective Goods, Bonn), Talk “Why has Systemic Risk in Banking and Finance Increased?” |
| 16:00 – 16:30 | Coffee break |
| 16:30 – 18:00 | Panel discussion: “Challenges of Liquidity and Systemic Risk” |
| 18:00 – 19:00 | Aperitif |
Friday, 9th November 2012 |
|
| 8:15 – 9:00 | Welcome coffee |
| 9:00 – 10:00 | Angelo Ranaldo (University of St.Gallen), Talk “Limits to Arbitrage During the Crisis: Funding Liquidity Constraints and Covered Interest Parity” |
| 10:00 – 10:30 | Coffee break |
| 10:30 – 11:30 | Tom Hurd (McMaster University), Talk – Part 1, Talk – Part 2, Discussion “A Framework for Analyzing Contagion in Banking Networks” |
| 11:30 – 12:30 | Stephane Villeneuve (Toulouse School of Economics), Talk, Discussion “A Bayesian Adaptive Singular Control Problem Arising from Corporate Finance” |
| 12:30 – 14:00 | Lunch |
| 14:00 – 15:00 | Konstantin Milbradt (MIT Sloan School of Management), Talk, Discussion “Endogenous Liquidity and Defaultable Debt” |
| 15:00 – 16:00 | Christophe Perignon (HEC Paris), Talk, Discussion “A Theoretical and Empirical Comparison of Systemic Risk Measures” |
| 16:00 – 16:30 | Closing of the conference |
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