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Conference Announcement and Agenda
Money and Payments Workshop
October 7, 2011
 
Agenda
 
 
8:30 a.m. Breakfast
   
8:50 a.m. Welcoming Remarks
James McAndrews, Director of Financial Research, Federal Reserve Bank of New York
   
SESSION 1 CHAIR: Martin Oehmke (Columbia Business School)
9:00 a.m. Repo Runs: Evidence from the Tri-Party Repo MarketPDF
Adam Copeland, Antoine Martin and Michael Walker
View Presentation >> PDF
   
9:40 a.m. Sizing up repo PDF
Arvind Krishnamurthy, Stefan Nagel and Dmitry Orlov
View Presentation >> PDF
   
10:20 a.m. Coffee Break
   
SESSION 2 CHAIR: Emiliano Pagnotta (NYU Stern)
10:40 a.m. Implicit Guarantees and Risk Taking: Evidence from Money Market FundsPDF
Marcin Kacperczyk and Philipp Schnabl
View Presentation >> PDF
 
11:20 a.m. How do Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007
Viral V. Acharya, Gara Afonso and Anna Kovner
 
12:00 p.m. Lunch
   
SESSION 3 CHAIR: Lucinda Brickler (NY Fed)
12:30 p.m. Presentations on tri-party repo reform (20-25 min each)
 
2:30 p.m. Coffee Break
   
3:00 p.m. Panel discussion
  • Lucinda Brickler (moderator, NY Fed)
  • Darryll Hendricks (UBS)
  • Tom Wipf (Morgan Stanley)
  • Suresh M. Sundaresan (Columbia Business School)
  • Andrew Metrick (Yale School of Management)
   
4:00 p.m. Reception
 
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