MADRID FINANCE WORKSHOP

Credit Risk and Financial Stability

CEMFI, February 19, 2010

 

 

Programme

9:15 – 9:45

Registration

9:45 – 10:00

Welcome by Rafael Repullo (CEMFI)

10:00 – 11:30

Amir Yaron ()
Empirical evaluation of long run risks
Discussant: Francisco Peñaranda  (UPF)

11:30 – 12:00

Coffee break

12:00 – 13:30

Benoit Mojon ()
Fuzzy capital requirements
Discussant: Miguel Cantillo (IESE)

13:30 – 14:30

Lunch

14:30 – 16:00

John Moore ()
Contagions illiquidity
Discussant: Rafael Repullo (CEMFI)

16:00 – 16:30

Coffee break

16:30 – 18:00

Wei Xiong ()
Dynamic debt runs
Discussant: Max Bruche (CEMFI)

18:00 – 18:30

Break

18:30 – 20:00

Panel Discussion "???"

 

Speakers:
Jean-Pierre Landam (Bank of France)
Javier Suarez (CEMFI)
Jose María Roldán (Bank of Spain)

21:00

Dinner at Restaurante La Ancha (Zorrilla, 7)

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