Time: 9.30am - 5.20pm
Organisers: Christian Julliard and Kathy Yuan
The conference brings together academicians working in the area of banking and network analysis, to stimulate the academic discourse on the generation of aggregate risk through network interactions.
Photographs from this event are available to view here.
The programme can be downloaded here.
Session 1: Determinants of Banking System Fragility: a regional perspective and slides (pdf)
Muhammad Ather Elahi (CBER, Institute of Business Administration),
*Hans Degryse (KU Leuven and Tilburg University) and Maria Fabiana Penas (Tilburg University)
Discussant: Paolo Volpin (London Business School)
Session 2: Network Risk and Key players: a structural analysis of interbank networks (pdf)
Edd Denbee (Bank of England), Christian Julliard (London School of Economics), Ye Li (Columbia University) and Kathy Yuan (London School of Economics)
Discussant: David Skeie (NY Fed)
Session 3: Vulnerable banks (pdf)
Robin Greenwood (Harvard Business School), Augustin Landier (Toulouse School of Economics) and *David Thesmar (HEC Paris)
Discussant: Anna Pavlova (London Business School)
Session 4: Decentralized exchange (slides only, pdf)
Semyon Malamud (Swiss Finance Institute) and *Marzena Rostek (University of Wisconsin-Madison)
Discussant: Peter Kondor (Central European University)
Session 5: Systemic Risk and Stability in Financial Networks (pdf)
Daron Acemoglu (MIT Economics), Asuman Ozdaglar (MIT) and *Alireza Tahbaz-Salehi (Columbia University)
Discussant: Francesco Nava (London School of Economics)
Session 6: Leverage Stacks (pdf)
*John Hardman Moore (The University of Edinburgh)
Discussant: Ian Martin (London School of Economics)
This conference is partly sponsored by the AXA Research Fund. The support of the Economic and Social Research Council (ESRC) is gratefully received [grant number ES/K002309/1].