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2006 Fall Workshop
Federal Deposit Insurance Corporation
Division of Insurance and Research
550 17th Street, NW, Washington, DC 20429
Seminar Room 4205
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Wednesday, October 25, 2006
| 7:30 – 8:00 |
Registration and Continental Breakfast |
| 8:00 – 8:05 |
Opening Remarks |
| Research Program: Banking and the Economy
Program Coordinator: Anthony Saunders, New York University
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| 8:05 – 9:20 |
Inter-Industry Transmission of Shocks through the Banking
System: Measuring Financial Contagion in the U.S. 157kb
Presentation - PPT 235kb
Daniel Paravisini, Columbia University
Discussant: Matthew Pritsker, Federal Reserve Board 61kb
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| 9:20 – 10:35 |
The Effect of Banking Crisis on Bank-Dependent Borrowers 321kb
Presentation 544kb
Sudheer Chava, University of Houston
Discussant: Chiwon Yom, FDIC - PPT 74kb
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| 10:35 – 10:45 |
------ Break ------ |
| 10:45 – 12:00 |
Earnings Management
and Initial Public Offerings: The Case of the Depository
Industry 144kb
Presentation - PPT 207kb
Kenneth Carow, Indiana University
Discussant: Tim Curry, FDIC - PPT 247kb |
| 12:00 – 1:30 |
------ Lunch (EDR) ------ |
| Research Program: Deposit Insurance
Program Coordinator: George Pennacchi, University of Illinois at Urbana
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| 1:30 – 2:45 |
Are All Retail Investors Equal? The Importance of Depositor Base In Commercial Bank Underwriting
Presentation 124kb
Jorg Rocholl, University of North Carolina at Chapel Hill
Discussant: Kathleen McDill, FDIC - PPT 40kb |
| 2:45 – 4:00 |
Origins and Dynamics of Chapter 13 Bankruptcies 369kb
Presentation - PPT 207kb
Hulya Eraslan, University of Pennsylvania
Discussant: TBD
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| 4:00 – 4:15 |
------ Break ------ |
| 4:15 – 5:30 |
Credibility of Non-Insurance and Governance as Determinants
of Market Discipline and Risk-taking in Banking 369kb
Presentation _PPT 207kb
Apanard Angkinand, University of Illinois at Springfield
Discussant: Ed Kane, Boston College - PPT 255kb
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Thursday,
October 26, 2006
| 7:30 – 8:05 |
------ Registration and Continental Breakfast ------ |
| Research Program: Banking and Regulatory Policy
Program Coordinator: Robert DeYoung, FDIC |
| 8:05 – 9:10 |
Distance and Information Asymmetries in Lending Decisions
Presentation - PPT 3254kb
Robert Hauswald, American University
Discussant: Kenneth Jones, FDIC
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| Research Program: Corporate Finance
Program Coordinator: Mitchell Petersen, Northwestern University
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| 9:10 – 10:35 |
Creditor Control Rights and Firm Investment Policy 164kb
Presentation - PPT 241kb
Amir Sufi, University of Chicago
Discussant: Carlos Ramirez, FDIC CFR and George Mason University - PPT 123kb |
| 10:35 – 10:45 |
------ Break ------ |
| 10:45 – 12:00 |
Hedge Funds Activism and Corporate Governance
Presentation - PPT 344kb
Wei Jiang, University of Pennsylvania and Columbia Business School
Discussant: Dr. Joseph R. Mason - PPT 455kb |
| 12:00 – 1:30 |
------ Lunch (EDR) ------ |
| Research Program: Consumer Finance
Program Coordinator: Peter Tufano, Harvard University
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| 1:30 – 2:45 |
Households Borrow 'High' and lend 'Low?' Testing Neoclassical v. Behavioral Explanations
Presentation - PPT 443kb
Jonathan Zinman, Dartmouth College
Discussant: Karyen Chu, FDIC - PPT 56kb |
| 2:45 – 4:00 |
Are Credit Card Prices 'Abusive' or 'Risk-based?' An Investigation of Consumer Behavior using Consumer Level Data 186kb
Barry Scholnick, University of Alberta
Discussant: Joe Mason, FDIC CFR and Drexel University - PPT 41kb |
| 4:00 – 4:15 |
------ Break ------ |
| 4:15 – 5:30 |
Screening for Moral Hazard and Adverse Selection in the Home Equity Market 178kb
Presentation - PPT 139kb
Brent Ambrose, Pennsylvania State University
Discussant: Douglas McManus, Freddie Mac -PPT 331kb
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Friday,
October 27, 2006
| 7:45 – 8:15 |
------ Registration and Continental Breakfast ------ |
| Research Program: Risk Measurement
Program Coordinator: Robert Jarrow, Cornell University
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| 8:15 – 9:30 |
How Important Is Option-Implied Volatility for Pricing Credit Default Swaps? 438kb
Presentation - PPT 46kb
Fan Yu, University of California, Irvine
Discussant: Daniel Nuxoll, FDIC
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| 9:30 – 10:45 |
Unified Modeling of Corporate Debt,
Credit Derivatives, and Equity Derivatives 899kb
Vadim Linetsky, Northwestern University
Discussant: Gurdip Bakshi, University of Maryland _PPT 176kb
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| 10:45 – 11:00 |
------ Break ------ |
| Research Program: Corporate Finance
Program Coordinator: Mitchell Petersen, Northwestern University
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| 11:00 – 12:15 |
Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure 387kb
Presentation - PPT 554kb
Gregory Brown, University of North Carolina at Chapel Hill
Discussant: Philip Shively, FDIC - PPT 61kb
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| 12:15 – 1:30 |
------ Lunch (Conference Room 2215) ------ |
| Research Program: Banking and Regulatory Policy
Program Coordinator: Robert DeYoung, FDIC
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| 1:30 – 2:45 |
On Loan Sales, Loan Contracting, and Lending Relationships. 309kb
Presentation - PPT 1,309kb
Steven Drucker, Columbia Business School
Discussant: Haluk Unal, FDIC CFR and University of Maryland -PPT 93kb
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