About the workshop
A joint workshop hosted by the Basel Committee on Banking Supervision, the Centre for Economic Policy Research (CEPR), and the Journal of Financial Intermediation.
- Martin Birn (Basel Committee Secretariat)
- Neil Esho (Basel Committee Secretariat)
- Reint Gropp (European Central Bank)
- Philipp Hartmann (European Central Bank)
- Philippe Jorion (University of California at Irvine)
- George G Pennacchi (University of Illinois)
- Peter Praet (National Bank of Belgium and Basel Committee of Banking Supervision)
- João Santos (Federal Reserve Bank of New York)
- Ernst-Ludwig von Thadden (University of Mannheim, CEPR and JFI)
- Anjan Thakor (Washington University)
Agenda
Myron L Kwast, Board of Governors of the Federal Reserve System and Co-Chairman of the Research Task Force
| Chair: Philipp Hartmann (European Central Bank) |
|---|
Optimal Risk Transfer, Monitored Finance and Real Investment Activity Gabriella Chiesa (University of Bologna) Discussion by Oren Sussman (Said Business School, University of Oxford) |
Regulating Financial Conglomerates Xavier Freixas (Universitat Pompeu Fabra and CEPR) Discussion by Haibin Zhu (Bank for International Settlements) |
Risk Diversification by European Financial Conglomerates Jan Frederik Slijkerman (Erasmus University Rotterdam) Discussion by Paul Embrechts (Swiss Federal Institute of Technology Zurich) |
| Chair: George G Pennacchi (University of Illinois) |
|---|
Ex Ante Versus Ex Post Regulation of Bank Capital Arup Daripa (University of London) Discussion by Arnoud Boot (University of Amsterdam) |
Do Bond Issuers Shop for a Better Credit Rating? Thomas Mählmann (University of Cologne) Discussion by Paul Kupiec (Federal Deposit Insurance Corporation) |
Visible and Hidden Risk Factors for Banks Til Schuermann (Federal Reserve Bank of New York) Discussion by Esa Jokivuolle (Bank of Finland) |
Remarks by Lucas D Papademos, Vice-President of the European Central Bank
Darrell Duffie, James I Miller Professor of Finance at the Graduate School of Business, Stanford University
| Chair: Peter Praet (National Bank of Belgium and Basel Committee on Banking Supervision) |
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Potential Competitive Effects on U.S. Bank Credit Card Lending William W Lang (Federal Reserve Bank of Philadelphia) Discussion by Jan Pieter Krahnen (Goethe-University Frankfurt, CFS and CEPR) |
Risk Transfer with CDOs and Systemic Risk in Banking Jan Pieter Krahnen (Goethe-University Frankfurt, CFS and CEPR) Discussion by José Luis Peydro-Alcalde (European Central Bank) |
Mathias Drehmann (Bank of England) Discussion by Klaus Düllmann (Deutsche Bundesbank) |
| Chair: Ernst-Ludwig von Thadden (University of Mannheim, CEPR and JFI) |
|---|
Does a Large Loss of Bank Capital Cause Evergreening? Evidence from Japan Wako Watanabe (Tohoku University) Discussion by Vasso P Ioannidou (Tilburg University) |
Credit Derivatives: Capital Requirements and Strategic Contracting Antonio Nicolò (University of Padova) Discussion by Pierre Tychon (European Investment Bank) |
Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures Viral V Acharya (London Business School and CEPR) Discussion by Anjan Thakor (Washington University) |