Agenda
| 09:00 - 09:10 | Welcome André Icard (Bank for International Settlements) Chair: William White (Bank for International Settlements)
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| 09:10 - 10:40 | The measurement of credit risk over the cycle Presentation by Linda Allen (City University of New York) |
| 11:00 - 11:50 | Ed Altman (New York University), Andrea Sironi (Bocconi) and Andrea Resti (University of Bergamo) Discussants: Richard Herring (University of Pennsylvania) and Hiroshi Nakaso (Bank of Japan) |
| 11:50 - 12:40 | Credit risk modeling and the cyclicality of capital Eric Rosengren, John Jordan (Federal Reserve Bank of Boston) and Joe Peek (University of Kentucky) Discussants: Timothy Wilson (Morgan Stanley) and Patricia Jackson (Bank of England) |
| 14:00 - 14:50 | Institutional memory, the business cycle and bank lending behaviour Allen Berger (Board of Governors of the Federal Reserve System) and Gregory Udell (Indiana University) Discussants: Charles Calomiris (Columbia University) and David Carse (Hong Kong Monetary Authority) |
| 14:50 - 15:40 | Asset prices, financial and monetary stability: exploring the nexus Claudio Borio and Philip Lowe (BIS) Discussants: Benjamin Friedman (Harvard University) and Lars Heikensten (Sveriges Riksbank) |
| 16:00 - 18:00 | Panel discussion Charles Goodhart (London School of Economics) |
- Viral Acharya, London Business School
- Linda Allen, City University of New York
- Franklin Allen, University of Pennsylvania
- Edward Altman, Leonard N Stern School of Business, New York University
- Harald Benink, Erasmus University of Rotterdam
- Allen Berger, Board of Governors of the Federal Reserve System
- Anders Borg, Sveriges Riksbank
- Charles Calomiris, Columbia University
- Richard Cantor, Moody's Investors Service
- Jeffrey Carmichael, Australian Prudential Regulation Authority
- David Carse, Hong Kong Monetary Authority
- Jon Danielsson, London School of Economics
- Alain Duchateau, Banque de France and Commission Bancaire
- Arturo Estrella, Federal Reserve Bank of New York
- Benjamin Friedman, Harvard University
- Hans Genberg, Graduate School of International Studies, Geneva
- Stefan Gerlach, Hong Kong Monetary Authority
- Charles Goodhart, London School of Economics
- Juan Pablo Graf, Banco de Mexico
- Mauro Grande, European Central Bank
- Lars Heikensten, Sveriges Riksbank
- Richard Herring, University of Pennsylvania
- Ryozo Himino, Financial Services Agency, Japan
- Patricia Jackson, Bank of England
- Alejandro Jara, Banco Central de Chile
- Graciela Kaminsky, George Washington University
- George Kaufman, Loyola University of Chicago
- Stephen Kealhofer, KMV Corporation
- Paul Kupiec, International Monetary Fund
- Myron Kwast, Board of Governors of the Federal Reserve System and Swiss National Bank
- Erich Loeper, Deutsche Bundesbank
- Jose Lopez, Federal Reserve Bank of San Francisco
- Giovanni Majnoni, The World Bank
- Hiroshi Nakaso, Bank of Japan
- Paolo Marullo Reedtz, Banca d'Italia
- Rafael Repullo, Centro de Estudios Monetarios y Financieros (CEMFI)
- Andrea Resti, University of Bergamo
- Eric Rosengren, Federal Reserve Bank of Boston
- Jesus Saurina, Banco de España
- Emmanuelle Sebton, International Swaps and Derivatives Association, London
- Hyun Song Shin, London School of Economics
- Emil Steffensen, The Banking, Insurance and Securities Commission, Norway
- Thierry Timmermans, National Bank of Belgium
- Gregory Udell, Indiana University
- Iman van Lelyveld, De Nederlandsche Bank
- Thomas Wilde, Credit Suisse First Boston
- Timothy Wilson, Morgan Stanley