conférence fondation banque de France Cet événement est passé. 9 novembre @ 9 H 15 min - 17 H 30 min Pour sa deuxième édition, la Conférence organisée par la Fondation Banque de France (FBDF) en partenariat avec l’Institut Louis Bachelier réunira six présentations de travaux de recherche sur les thèmes suivants : ➜ MACRO EFFECTS OF FINANCIAL FRICTIONS ➜ DEFAULT RISK AND LOAN SUPPLY ➜ INFLATION EXPECTATIONS AND INTEREST RISK PROGRAMME: 8:45 – 9:15 WELCOME AND REGISTRATION 9:15 – 9:30 OPENING SPEECH / Denis BEAU (Deputy Governor of the Banque de France) 9:30 – 11:00 MACRO EFFECTS OF FINANCIAL FRICTIONS ➜ “Aggregate Effects of Collateral Constraints”, Thomas CHANEY (SciencesPo), Zongbo HUANG (Chinese University of Hong-Kong), David SRAER (UC Berkeley) and David THESMAR (MIT Sloan). ➜ “A Macro-Finance Model of the Term Structure with Time-Varying Market Prices of Risk”, René GARCIA (Université de Montréal and Toulouse School of Economics), Florian PELGRIN (EDHEC Business School) and Eric JONDEAU (HEC Lausanne and Swiss Finance Institute). 11:00 – 11:30 COFFEE BREAK 11:30 – 13:00 DEFAULT RISK AND LOAN SUPPLY ➜ “Cyclicality in Losses on Bank Loans”, Bart DIRIS (Erasmus University Rotterdam), Bart KEIJSERS (Erasmus University Rotterdam) and Erik KOLE (Erasmus School of Economics). ➜ “Bank Ratings and Lending Supply: Evidence from Sovereign Downgrades”, Manuel ADELINO (Duke University) and Miguel A. FERREIRA (Nova School of Business and Economics). 13:00 – 14:00 BUFFET 14:00 – 15:00 : Keynote Richard PORTES (London Business School), “Macroprudential Regulation: Where do we Stand?” 15:00 – 15:30 : Awards of the Foundation Young Researcher Prizes in Economics 15:30-16:00 COFFEE BREAK 16:00 – 17:30 INFLATION EXPECTATIONS AND INTEREST RISK ➜ “Bank Interest Rate Risk Management”, Guillaume VUILLEMEY (HEC Paris). ➜ “Central Bank Communication and Inflation Expectations”, Stephen HANSEN (University of Oxford), Paul HUBERT (OFCE SciencesPo) and Michael MACMAHON (University of Warwick). Organisateur Institut Louis Bachelier Réservez votre billet Lieu Espace conférences 31 rue Croix des Petits Champs, Paris, 75001 France