Conference Venue: University Dauphine
House of Finance – Building A – Room A709

 

 

Programme of the Systemic Risk Workshop : 

 

8:15 – 8.45: Registration

8:45 – 10:15: Session 1

Chairman: Pérignon C. (HEC Paris) Delannay A., Dietsch M., and Petey J. (Strasbourg University and ACPR) Suppliers as Liquidity Providers: Concentration Risk in Trade Credit

Durant, D. (Banque de France), Violon A. (ACPR), and Toader O. (ACPR) The Impact of the Identification of GSIBS on their Business Model

Gourieroux C. (CREST-TSE), Monfort A., (CREST), Mouabbi S. (Banque de France), and Renne J.-P. (Lausanne University) Disastrous Default

 

10:15 – 11:00: Invited Session
Chairman: De Bandt O., Director for Research ACPR.

Allen F. (Imperial College), Gu X. (CUFE, Beijing), and Kowalewski O. (IESEG) The Interbank Market Puzzle

 

11:00 – 11:30: coffee break

 

11:30 – 13:00: Session 2

Chairman: Gourieroux C. (CREST, University of Toronto, TSE) Hoffman P. (ECB), Langfield S. (ECB), Pierobon F. (ECB), and Vuillemey G. (HEC Paris)
Who Bears Interest Rate Risk?

Tang H. (HEC Paris) Peer-to-Peer Lenders versus Banks: Substitutes or Complements?

Colliard J.E. (HEC Paris) and Gromb D. (HEC Paris) Financial Restructuring and Resolution of Banks

 

13:00: Lunch

 

 

Lieu

Université Paris Dauphine Place du Maréchal de Lattre de Tassigny, Paris, Paris 75016 France