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
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Moderator: Nicholas Economides, New York University | View Slides (.ppt) »
- Sujit Kapadia, Bank of England
- Anna Nagurney, University of Massachusetts Amherst | View Slides (.pdf) »
- Mila Getmansky Sherman, University of Massachusetts Amherst | View Slides (.pptx) »
- Kimmo Soramaki, Financial Network Analytics
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