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Agenda
Friday, October 7, 2016
9:15 a.m.
Opening Remarks
Lisa Ryu, Associate Director of Banking Supervision and Regulation, Federal Reserve Board
9:30 a.m.
Optimal Stress Tests and Diversification
Keshav Dogra (FRB - New York) and Keeyoung Rhee (Korea Development Institute)
Discussant: Basil Williams (New York University)
10:20 a.m.
Morning Break
10:30 a.m.
Prudential Policies and Their Impact on Credit in the United States
Paul Calem (FRB - Philadelphia), Ricardo Correa (Federal Reserve Board), and Seung Jung Lee (Federal Reserve Board)
Discussant: Amar Radia (Bank of England)
11:20 a.m.
How Do Banks Adjust to Stricter Supervision?
Maximilian Eber (Harvard) and Camelia Minoiu (IMF)
Discussant: Deborah Lucas (MIT)
12:10 p.m.
Lunch
Michael Gibson, Director of Banking Supervision and Regulation, Federal Reserve Board
1:20 p.m.
Empirically Evaluating Systemic Risks in CCPs: The Case of Two CDS CCPs
Sean Campbell (Federal Reserve Board) and Ivan Ivanov (Federal Reserve Board)
Discussant: Matthew Pritsker (FRB - Boston)
2:10 p.m.
How Vulnerable are Mutual Funds to Fire Sales?
Nicola Cetorelli (FRB - New York), Fernando Duarte (FRB - New York), and Thomas Eisenbach (FRB - New York)
Discussant: Celso Brunetti (Federal Reserve Board)
3:00 p.m.
Break
3:20 p.m.
Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. BHCs
Anna Chernobai (Syracuse), Ali Ozdagli (FRB - Boston), and Jianlin Wang (FRB - Boston)
Discussant: William Keeton (University of Missouri - Kansas City)
4:10 p.m.
Determinants of Auto Loan Defaults and Implications on Stress Testing
Deming Wu (OCC) and Xinlei Zhao (OCC)
Discussant: Donghoon Lee (FRB - New York)
