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Panel Presentations

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2024 New York Fed - ECB New York Fed - ECB Conference on Non-Bank Financial Institutions

Regulating Non-Bank Financial Institutions

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2023 SEC Meeting on Open-End Fund Liquidity Risk Management: Swing Pricing

The Benefits and Design of Swing Pricing

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Conference Discussions by Topic

 

Non-Bank Intermediation

 

2024 WFA 

Testing the Portfolio Rebalancing Channel of Quantitative Easing

by Julia Selgrad

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16th Annual Paul Woolley Centre Conference

Nonbank Fragility in Credit Markets: Evidence from a Two-Layer Asset Demand System

by Olivier Darmouni, Kerry Siani, and Kairong Xiao

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2023 Wharton Conference on Liquidity and Financial Fragility

Monetary Policy and Fragility in Corporate Bond Funds 

by John Kuong, James O’Donovan, and Jinyuan Zhang

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2023 AFA

The Hidden Cost of Corporate Bond ETFs

by Christopher Reilly

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2022 NBER SI Risks of Financial Institutions 

How Fragile Are Loan Mutual Funds

by Christopher M. James, Tao Li, Jing Lu, and Mustafa Emin

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2022 EFA 

Index Providers: Whales behind the Scenes of ETFs

by Yu An, Matteo Bennetton, and Yang Song

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2022 AIM Investment Conference

Bond Price Fragility and the Structure of the Mutual Fund Industry

by Mariassunta Giannetti and Chotibhak Jotikasthira 

 

2022 Bank of Italy & Bocconi Financial Stability and Regulation Conference 

Monetary Policy and the Run Risk of Loan Funds

by Nicola Cetorelli, Gabriele La Spada, and Joao A. C. Santos

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2022 MFA

Mutual Fund Liquidity Creation

by Sergei Chenenko and Viet-Dung Doan

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2021 ECB Money Market Conference

Do Non-banks Need Access to the Lender of Last Resort? Evidence from Mutual Fund Runs

by Johannes Breckenfelder, Niklas Grimm, and Marie Hoerova

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2021 WFA

Currency Management by International Fixed Income Mutual Funds

by Clemens Sialm and Qifei Zhu 

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2021 NBER Asset Pricing

Common Fund Flows: Flow Hedging and Factor Pricing

by Winston Wei Dou Leonid Kogan, and Wei Wu

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2020 NBER Asset Pricing

Don’t Take Their Word For It: The Misclassification of Bond Mutual Funds

by Huaizhi Chen, Lauren Cohen, and Umit Gurun

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Banking

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2024 AFA 

Central Bank’s Balance Sheet and Treasury Markets Disruptions

by Adrien d'Avernas, Quentin Vandeweyer, and Damon Petersen

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2024 AFA 

Stop Believing in Reserves

by Sriya Anbil, Alyssa Anderson, Ethan Cohen, and Romina Ruprecht 

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2023 FIRS

Wholesale Funding Runs

by Jacopo Magnani and Yabin Wang

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2023 AFA 

Bank Monitoring in Construction Lending

by Amanda Rae Heitz, Christopher Martin, and Alexander Brenden Ufier

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2021 EFA

Intraday Liquidity and Money Market Dislocations

by Adrien d'Avernas and Quentin Vendeweyer

 

2021 AFA

Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931

by Kristian Blickle, Markus Brunnemeier, and Stephan Luck

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2020 WFA

Deposit Withdrawals

by Claudia Robles-Garcia, Nikos Artavanis, Daniel Paravisini, Amit Seru and Margarita Tsoutsoura

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2020 AFA

Private Supply of Safe Assets

by Stefan Gissler and Borghan Narajabad

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2019 RCFS-RAPS Winter Conference

P2P Lenders versus Banks: Cream Skimming of Bottom Fishing

by Calebe de Roure, Loriana Pelisson, and Anjon Thakor

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2018 SFS Cavalcade

Lender of Last Resort versus Buyer of Last Resort --- Evidence from the European Sovereign Debt Crisis

by Viral V. Acharya, Diane Pierret, and Sascha Steffen


Payments and Interbank Markets

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MF-WIFPR Conference on Financial and Real Implications of Technologies, Artificial Intelligence (AI), and Cyber Risks 

When It Rains, It Pours: Cyber Vulnerability and Financial Conditions

by Thomas Eisenbach, Anna Kovner, and Michael Lee

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2023 NBER SI Asset Pricing 

Payments, Reserves, and Financial Fragility

by Itay Goldstein, Ming Yang, and Yao Zeng

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2023 Short-term Funding Market Conference 

The Paradox of Conservative Haircuts

by Dmitry Chebotarev

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2022 FIRS

Payment Risk and Bank Lending

by Ye Li and Yi Li

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2019 Yale Financial Stability Conference

Interbank Networks in the Shadows of the Federal Reserve Act

by Haelim Anderson, Selman Erol, and Guillermo Ordoñez

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2019 WFA

The Interbank Market Puzzle

by Franklin Allen, Xian Gu, and Oskar Kowalewski

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2019 FIRS

Credit Market Spillovers: Evidence from a Syndicated Loan Market

by Abhimanyu Gupta, Sotirios Kokas, and Alex Michaelides

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2019 Short-term Funding Market Conference

Network Risk and Key Players: A Structural Analysis of Interbank Liquidity

by Edward Denbee, Christian Julliard, Ye Li, and Kathy Yuan

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2018 SFS Cavalcade

Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability

by Benjamin Bernard, Agostino Capponi, and Joseph E. Stiglitz

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