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




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