Modelling Credit Cycles conference

Event details

3 April 2017
07:00 - 17:30

Modelling Credit Cycles Conference – 3rd and 4th April 2017

The Modelling Credit Cycles Conference is a 2 day conference organised by the Brevan Howard Centre and CEPR.

The conference is will take place at the Imperial College London, South Kensington, London.

With speakers and discussants in various parts throughout the two days, the conference will look at a range of topics including, Macroeconomic Effects of Secondary Market Trading, Habits and Leverage, The future of Basel, andBank Capital Redux.

The Conference programme can be found here.

Monday 3 April 2017
Time Activity
8.00-8.50 Registration/Tea and Coffee
8.50-9.00 Welcome
9.00-10.00 Macroeconomic Effects of Secondary Market Trading – Daniel Neuhann (University of Texas) Discussant: Rafael Matta
10.00-11.00 Intermediaries as Safety Providers – Toni Ahnert (Bank of Canada) and Enrico Perotti Discussant: Rafael Repullo
11.00-11.30 Tea/Coffee
11.30-12.30 Markets, Banks and Shadow Banks – David Martinez-Miera (Carlos III and CEPR) and Rafael Repullo Discussant: David Miles
12.30-13.45 Lunch – Ognisko, 55 Exhibition Road, South Kensington
13.45-14.30 Keynote speech – Hélène Rey (London Business School & CEPR)
14.30-15.30 Habits and Leverage – Pietro Veronesi (Chicago & CEPR), and Tano Santos Discussant: Christian Julliard
15.30-16.00 Tea/Coffee
16.00-17.30 Policy Panel on “The future of Basel 3+ x” – Charles Goodhart and members of the Basel Committee
17.30-18.30 Drinks Reception
Tuesday 4 April 2017
Time Activity
8.30-9.00 Tea and Coffee
9.00-10.00 Procyclical Finance: The Money View – Ye Li (Columbia) Presentation slides Discussant: David Martinez-Miera
10.00-11.00 Bank Capital Redux – Moritz Schularick (Bonn), Alan M. Taylor, O Jorda, and B Richter Discussant: Jose Luis Peydro
11.00-11.30 Tea/Coffee
11.30-12.30 Labour reallocation and productivity dynamics: Financial causes, real consequences – Fabrizio Zampolli (BIS), Enisse Kharroubi (BIS), Claudio Borio, Christian Upper Discussant: Rainer Haselmann
12.30 Conference Concludes

Event details

3 April 2017
07:00 - 17:30

Event details

Date: 3 April 2017
Time: 07:00 - 17:30