Measuring Systemic Risk

December 15-16, 2010

Program

December 15

Introduction and Setting the Stage

  • Lewis Alexander, U.S. Treasury
  • Charles Evans, Federal Reserve Bank of Chicago
  • Lars Peter Hansen, University of Chicago
  • Andrew W. Lo, Massachusetts Institute of Technology

Network Analysis

Luncheon Keynote: Jacob Goldfield, JG Funds

The Shadow Banking System

  • Moderator: Perry Mehrling, Columbia University and Boston University Institute
    for Finance, Law, and Policy
  • Adam Ashcraft, Federal Reserve Bank of New York
  • Jacob Goldfield, JG Funds
  • Peter Hancock, AIG

Sovereign Risk

  • Moderator: John Cochrane, University of Chicago | View Slides (.ppt) »
  • Paul Hiebert, European Central Bank
  • Dale Gray, International Monetary Fund
  • Francis Longstaff, University of California Los Angeles
  • Harold Uhlig, University of Chicago

Conference Dinner at Chicago Mercantile Exchange

  • Bus transportation from conference to the Chicago Mercantile Exchange
  • Dinner and keynote remarks: Leo Melamed, CME Group Chairman Emeritus
  • Tour of Globex operations facility

December 16

The Housing Sector

  • Moderator: John Heaton, University of Chicago
  • Amir E. Khandani, Morgan Stanley
  • Deborah Lucas, Congressional Budget Office
    Amir Sufi, University of Chicago | View Slides (.pdf) »
  • Paul Willen, Federal Reserve Bank of Boston

Risk Analytics and Assessments

  • Moderator: Tobias Adrian, Federal Reserve Bank of New York
  • Markus Brunnermeier, Princeton University
  • Sean Campbell, Federal Reserve Board of Governors
  • Maarten Nederlof, Pacific Alternative Asset Management Company
    Roger M. Stein, Moody’s Research Labs | View Slides (.pdf) »

Luncheon Keynote: Chris Hart, National Transportation Safety Board

Implementation Challenges

  • Moderator: Allan Mendelowitz, Federal Housing Finance Board
  • Francis Gross, European Central Bank | View Slides (.ppt) »
  • Henry Hu, Securities and Exchange Commission
  • John Liechty, Pennsylvania State University
  • T. Lynn Riggs, U.S. Census Bureau
  • Grace Vogel, FINRA