MIT Golub Center for Finance and Policy
Public Policy
GCFP 3rd Annual Conference: Recordings, Media, and Materials
Panel Discussions
Panel Discussion 1: Securitization and Its Discontents
- Joseph Naggar, GoldenTree Asset Management
- Ed DeMarco, Miliken Institute – Background paper 1 Background paper 2
- Laurie Goodman, Urban Institute – Background Paper
- Nancy Wallace, UC, Berkeley
Panel Discussion 2: What We Don’t Know
- Michael S. Barr, University of Michigan.
- Robert Merton, MIT.
Paper Sessions
Paper Session I. Ground Zero: Housing and the Mortgage Market
- Manuel Adelino, Duke, Antoinette Schoar, MIT, Felipe Severino, Dartmouth, “Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class”
- Daniel Greenwald, MIT. “The Mortgage Credit Channel of Macroeconomic Transmission”
- Pedro Gete, Georgetown, and Michael Reher, Harvard. “Systemic Banks, Mortgage Supply and Housing Rents”
- Discussant: Paul Willen, Federal Reserve Bank of Boston.
Paper Session II. Regulatory Changes and Their Consequences
- Marcelo Rezende, FRB, Mary-Frances Styczynski, FRB, and Cindy M. Vojtech, FRB. “The Effects of Liquidity Regulation on Bank Demand and Monetary Policy Operations”
- Jens Dick-Nielsen, Copenhagen Business School, and Marco Rossi, Texas A&M, “The Cost of Immediacy for Corporate Bonds”
- Kristen Forbes, MIT and BOE, Dennis Reinhardt, BOE, and Tomasz Wieladek. “The Spillovers, Interactions, and (Un)Intended Consequences of Monetary and Regulatory Policies”
- Discussant: Chester Spatt, Carnegie Mellon.
Paper Session III. Systemic Risk
- Kathleen Weiss Hanley, Lehigh University, and Gerard Hoberg, USC Marshall School of Business. “Dynamic Interpretation of Emerging Systemic Risks”
- Rickard Nyman, UCL, David Gregory, Bank of England, Sujit Kapadia, Bank of England, Paul Ormerod, UCL, David Tuckett, UCL & Robert Smith, UCL, “News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment”
- Silvia Gabrieli, Banque de France and Co-Pierre Georg, University of Cape Town, “A Network View of Interbank Liquidity”
- Discussant: Andrew Lo, MIT.
Lunch Session with Prof. Sanjiv Das
- Sanjiv Das, Santa Clara University. “Dynamic Risk Networks”