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.
| 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 |
| 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 |