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08:45 - 09:15 | Registration, Coffee |
| 09:15 - 09:30 | Opening remarks |
| Herman van Dijk (Director, Tinbergen Institute) |
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09:30 - 10:30 | Session I, Financial Architecture (Chair: André Lucas) |
| Assessing the Emerging Global Financial Architecture: Measuring the Trilemma's Configurations over Time |
| Hiro Ito (Portland State University) |
| Discussant: Mathijs van Dijk (Erasmus University Rotterdam) |
| More Hedging Instruments May Destabilize Markets |
| Cars Hommes (University of Amsterdam) |
| Discussant: Remco Zwinkels (Erasmus University Rotterdam) |
|
10:30 - 11:00 | Coffee break |
| 11:00 - 12:00 | Keynote on Policy (Chair: Casper de Vries) |
| Philipp Hartmann (European Central Bank) |
| Financial Market Turmoil and Policy Responses |
| Discussant: Enrico Perotti (University of Amsterdam) |
|
12:00 - 13:00 | Session II, Banking (Chair: Casper de Vries) |
| Bank Liquidity, Interbank Markets and Monetary Policy |
| Antoine Martin (Federal Reserve Bank of New York) |
| Discussant: Iman van Lelyveld (Bank of England) |
| The Dark Side of Bank Wholesale Funding |
| Lev Ratnovski (International Monetary Fund) |
| Discussant: Elvira Sojli (Erasmus University Rotterdam) |
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13:00 - 14:30 | Lunch |
| 14:30 - 15:30 | Keynote on Regulation (Chair: Herman van Dijk) |
| Robin Lumsdaine (American University) |
| The Future of Banking Regulation: Basel II, Quantitative Models, and Risk Management in the Aftermath of the Current Financial Crisis |
|
15:30 - 16:30 | Session III, Currency crises (Chair: Herman van Dijk) |
| Defending Against Speculative Attacks |
| Tijmen Daniëls (Technische Universität Berlin) |
| Discussant: Agnieszka Markiewicz (Erasmus University Rotterdam) |
| Speculative Attacks, Private Signals and Intertemporal Trade-offs |
| Nikola Tarashev (Bank for International Settlements) |
| Discussant: Antonio Di Cesare (Bank of Italy) |
|
16:30 - 17:00 | Coffee Break |
| 17:00 - 18:00 | Session IV, Risk Management (Chair: Erik Kole) |
| Value-at-Risk across horizons and financial cycle: Are solvency capital requirement rules pro-cyclical |
| Frédérique Bec (THEMA, Université de Cergy-Pontoise, and CREST) |
| Discussant: Sweder van Wijnbergen (University of Amsterdam) |
| Crises and Hedge Fund Risk |
| Loriana Pelizzon (University of Venice) |
| Discussant: Joop Huij (Erasmus University Rotterdam) |
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19:30 - 23:00 | Conference dinner |
| Restaurant Kip |
| Van Vollenhovenstraat 25 |
| Rotterdam |
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08:45 - 09:00 | Registration, Coffee |
| 09:00 - 10:00 | Session V, Crisis Modelling (Chair: André Lucas) |
| Accounting for Crises |
| Gwen Yu (University of Michigan) |
| Discussant: Jaap Bos (Utrecht University) |
| Bank
competition and economic stability: the role of monetary policy |
| Sylvain Champonnois (University of California, San Diego) |
| Discussant: Vladimir Karamychev (Erasmus University Rotterdam) |
|
10:00 - 10:30 | Coffee break |
| 10:30 - 11:30 | Keynote on International Finance (Chair: Robin Lumsdaine) |
| Graciela Kaminsky (George Washington University) |
| Financial Globalization: Booms and Crashes |
|
11:30 - 12:30 | Session VI, Financial Econometrics (Chair: Robin Lumsdaine) |
| An Econometric Analysis of Some Models for Constructed Binary Time Series |
| Don Harding (La Trobe University) |
| Discussant: Drew Creal (VU University Amsterdam) |
| Testing Downside Risk Efficiency Under Market Distress |
| Jesús Gonzalo (Universidad Carlos III de Madrid) |
| Discussant: Erik Kole (Erasmus University Rotterdam) |
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12:30 - 14:00 | Lunch Buffet & Poster Session |
| 14:00 - 15:00 | Keynote on Crisis Management (Chair: Dick van Dijk) |
| Stijn Claessens (International Monetary Fund) |
| Causes of the Crisis and Lessons for Macroeconomic Policy and Regulation |
|
15:00 - 16:00 | Session VII, Financial Markets (Chair: Dick van Dijk) |
| The Dynamics of Sovereign Credit Risk |
| Alexandre Jeanneret (University of Lausanne) |
| Discussant: Roman Kräussl (VU University Amsterdam) |
| Centralization versus Decentralization of the Lender of Last Resort |
| Itai Agur (De Nederlandsche Bank) |
| Discussant: Jorn Zenhorst (Erasmus University Rotterdam) |
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