VGSF - WU Vienna - LC

Workshop on “Banks and Financial Markets”

The 9th work­shop on “Banks and Fin­an­cial Mar­kets” for up­com­ing re­search­ers is tak­ing place at the WU Vi­enna and the Uni­versity of Vi­enna.


Thursday, Novem­ber 14th

12:50-13:00 Wel­come Ad­dress: Tho­mas Gehrig, Uni­versity of Vi­enna

13:00-15:00 Ses­sion I – Em­pir­ical Bank­ing (Uni­versity of Vi­enna, Room 3.307)
Chair: Gior­gia Simion, WU

The Real Ef­fect of Mu­ni­cipal Credit Mar­ket Dis­rup­tions
Daniel Bias (*), Tech­nical Uni­versity Mu­nich
Lisa Knauer, Tech­nical Uni­versity Mu­nich
Dis­cussant: Omar Bam­ieh, Uni­versity of Vi­enna

Bank Con­cen­tra­tion, Mort­gage Lend­ing and House Prices
H. Ozlem Dur­sum-de Neef, Goethe Uni­versity
Dis­cussant: Es­ther Segalla, OeNB

Over­con­fid­ence and Risk-­Tak­ing
Bernhard Kassner, LMU
Dis­cussant: Gior­gia Simion, WU

15:00-15:20 Cof­fee Break

15:20-18:00 Ses­sion II – Bank Reg­u­la­tion and Bail­outs (Uni­versity of Vi­enna, Room 3.307)
Chair: Ju­lian Kolm, Uni­versity of Vi­enna

The Polit­ical Economy of Pruden­tial Reg­u­la­tion
Mag­dalena Ro­la-­Jankicka, Tin­ber­gen In­sti­tute
Dis­cussant: An­ton van Box­tel, Uni­versity of Vi­enna

Op­timal Bail­outs with the Doom Loop and Fin­an­cial Con­ta­gion
Agostino Cap­poni, Columbia Uni­versity
Fe­lix Co­rell (*), European Uni­versity In­sti­tute
Joseph Stiglitz, Columbia Uni­versity
Dis­cussant: Flora Lutz, VGSE

The Dy­namic Ef­fects of Bank Cap­ital Re­quire­ments
Hen­rike Le­onie Groeger, European Uni­versity In­sti­tute
Dis­cussant: Martin Windl, Uni­versity of Augs­burg
Cap­ital Qual­ity Reg­u­la­tion
Stefan Mayer, Uni­versity of Augs­burg
Dis­cussant: Ju­lian Kolm, Uni­versity of Vi­enna

19:00 Din­ner – Loca­tion TBA

Fri­day, Novem­ber 15th

08:45-10:45 Ses­sion III – Mon­et­ary Policy and Fin­an­cial Mar­kets (WU Vi­enna, Room D4.0.019)
Chair: Rudi­ger Weber, WU

Quant­it­at­ive Eas­ing, Port­fo­lio Re­bal­an­cing and Credit Growth
Jo­han­nes Tischler, Bundes­bank
Dis­cussant: Kilian Reider, WU

Pri­cing of Jump Risks in OTC De­riv­at­ives
Florian Balke, Goethe Uni­versity
Andreas Barth, Goethe Uni­versity
Arne Reichel (*), Goethe Uni­versity
Mark Wahren­burg, Goethe Uni­versity
Dis­cussant: Chris­tian West­heide, Uni­versity of Vi­enna

Ar­bit­rage, Li­quid­ity and Price In­form­at­ive­ness
Stefan Voigt, VGSF
Dis­cussant: Rudi­ger Weber, WU

11:00-12:30 Key­note Lec­ture: Daniel Fer­reira, LSE (WU Vi­enna, Room D3.0.225)

NB: The ses­sions of Thursday Novem­ber 14th will be held at the Fac­ulty of Eco­nom­ics and Stat­ist­ics of the Uni­versity of Vi­enna (Os­kar Mor­gen­stern Platz, 1) while the ses­sions of Fri­day Novem­ber 15th will be hos­ted by the Vi­enna Gradu­ate School of Fin­ance and held at the WU Vi­enna (U-­Bahn U2 - Sta­tion: Messe-­Prater).

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