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NATIONAL BUREAU OF ECONOMIC RESEARCH, INC. |
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SUMMER INSTITUTE 2008 |
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Risks of
Financial Institutions Workshop |
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Mark Carey and Rene Stulz, Organizers |
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Royal Sonesta Hotel |
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40 Edwin H. Land Boulevard |
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Cambridge, Massachusetts |
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PROGRAM |
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Thursday, July 10: |
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Joint meeting with the Asset Pricing Workshop |
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8:30 am |
Coffee and Pastries |
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9:00 am |
ERIK HEITFIELD, Federal
Reserve Board |
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Parameter Uncertainty
and the Credit Risk of Collateralized Debt Obligations |
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Discussant: DARRELL DUFFIE, Stanford University and
NBER |
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9:55 am |
TOBIAS ADRIAN, Federal
Reserve Bank of New York |
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MARKUS BRUNNERMEIER,
Princeton University and NBER |
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Discussant: STEPHEN BROWN, New York University |
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10:50 am |
Break |
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11:05 am |
PATRICK BOLTON, Columbia
University and NBER |
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TANO SANTOS, Columbia
University and NBER |
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JOSE SCHEINKMAN, Princeton
University and NBER |
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Discussant: LASSE PEDERSEN, New York University and
NBER |
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Lunch |
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Asset
Pricing Workshop continues |
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