May 19, 2015
9:00 AM - 6:15 PM
Organized by Selman Erol and Rakesh Vohra.
9.00 – 9.30 am: Coffee & Snacks
9.30 – 10.30 am: Ayeh Bandeh-Ahmadi (Department of the Treasury, Office of Financial Research), “Measuring Counterparty Networks”, joint work with Mark D. Flood (OFR) and Mila Getmansky (UMass)
10.45 -11.45 am: Benjamin Golub (Harvard University), “Consensus Expectations and Conventions” joint work with Stephen Morris (Princeton)
11.45 – 1.15 pm: Lunch
1.15 – 2.15 pm: Andreea Minca (Cornell University), “Control of Interbank Contagion Under Partial Information”, joint work with Hamed Amini (EPFL) and Agnes Sulem (INRIA)
2.30 – 3.30 pm: Alireza Tahbaz-Salehi (Columbia University), “Networks, Shocks, and Systemic Risk”, joint work with Daron Acemoglu (MIT) and Asuman Ozdaglar (MIT)
3.30 – 4.00 pm: Coffee Break
4.00 – 5.00 pm: Maryam Farboodi (Princeton University), “Intermediation and Voluntary Exposure to Counterparty Risk”.
5.15 – 6.15 pm: Garud Iyengar (Columbia University), “Systemic Risk in Asset-firm Networks”, joint work with Ciamac Moallemi (Columbia) and Agostino Capponi (Columbia)
7.15 pm: Dinner (Invitation Only)