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Last Updated: 10/26/2016

Federal Reserve System Day-Ahead Conference on Financial Markets and Institutions

The Federal Reserve Bank of Chicago will sponsor the 10th annual “Day-Ahead” conference on financial markets and institutions on Thursday January 5, 2017. The objective of the Conference is to create an opportunity for interaction among research economists attending the ASSA annual meetings. The conference includes both theoretical and empirical studies on topics associated with central banking and public policy toward the financial services sector.  

Thursday, 01/05/17
7:45 AM
Registration and Continental Breakfast
8:20 AM
Welcoming Remarks
Charles Evans, President, Federal Reserve Bank of Chicago
8:30 AM
Session 1: Monetary Policy & Collateral
Chair
Athanasios Orphanides, Massachusetts Institute of Technology
Optimal Monetary Policy in a Collateralized Economy
Gary Gorton, Yale University
Ping He, Tsinghua University
Discussants
Ed Nosal, Federal Reserve Bank of Chicago
9:50 AM
Break
9:55 AM
Session 2: Unconventional Monetary Policy
Chair
Glenn Rudebusch, Federal Reserve Bank of San Francisco
Quantitative Easing and Bank Risk-Taking: Evidence from Lending
John Kandrac, Board of Governors of the Federal Reserve System
Bernd Schlusche, Board of Governors of the Federal Reserve System
The Importance of Becoming Special: Repo Markets During the Crisis
Stefano Corradin, European Central Bank
Angela Maddaloni, European Central Bank
Equilibrium Yield Curves and the Interest Rate Lower Bound
Tasisuke Nakata, Board of Governors of the Federal Reserve System
Hiroatsu Tanaka, Board of Governors of the Federal Reserve System
Discussants
Mike Joyce, Deutsche Bundesbank
Adam Copeland, Federal Reserve Bank of New York
Francois Gourio, Federal Reserve Bank of Chicago
12:00 PM
Lunch
1:20 PM
Session 3: Liquidity Provision
Chair
Stefania D'Amico, Federal Reserve Bank of Chicago
The Supply of Liquidity and Real Economic Activity
Jonathan Goldberg, Board of Governors of the Federal Reserve System
Trading Relationships in the OTC Market for Secured Claims: Evidence from Triparty Repos
Song Han, Board of Governors of the Federal Reserve System
Kleopatra  Nikolaou, Board of Governors of the Federal Reserve System
2:40 PM
3:00 PM
Session 4: Corporate Credit
Chair
Victoria Ivashina, Harvard University
Institutional Herding and its Price Impact: Evidence from the Corporate Bond Market
Fan Cai, Board of Governors of the Federal Reserve System
Song Han, Board of Governors of the Federal Reserve System
Dan Li, Board of Governors of the Federal Reserve System
Yi Li, Board of Governors of the Federal Reserve System
The Evolution of Financial Contracts: The Case of Leveraged Loans
Mitchell Berlin, Federal Reserve Bank of Philadelphia
Greg Nini, Drexel University
Edison Yu, Federal Reserve Bank of Philadelphia
4:20 PM
Break
4:40 PM
Session 5: Household Credit
Chair
Raphael Bostic, University of Southern California
Do Increased Regulatory Costs Affect Mortgage Originations?
Josh Morris-Levenson, University of Chicago
Robert Sarama, Board of Governors of the Federal Reserve System
Christoph Ungerer, World Bank
The Effects of Interest Rate Changes and Add-On Fee Regulation on Consumer Behavior in the US Credit Card Market
Ozlem Bedre-Defolie, European School of Management and Technology
Daniel Grodzicki, Pennsylvania State University
Discussants
Neale Mahoney, University of Chicago
John Mondragon, Northwestern University
6:00 PM
Adjourn and Reception
Event Information
Event Contact
Sandy Schneider
312-322-8203
Email
Date
01/05/17  - 01/05/17
Location

Federal Reserve Bank of Chicago
Third Floor Conference Center
230 S LaSalle St
Chicago, IL 60604

Fee:
$0
Map


Federal Reserve Bank of Chicago, 230 South LaSalle Street, Chicago, Illinois 60604-1413, USA. Tel. (312) 322-5322

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