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Center for Financial Research


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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
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
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
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
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
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

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

Research Program: Corporate Finance Program Coordinator: Mitchell Petersen, Northwestern University
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
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

Friday, October 27, 2006

7:45 – 8:15 ------ Registration and Continental Breakfast ------
Research Program: Risk Measurement Program Coordinator: Robert Jarrow, Cornell University
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
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
10:45 11:00 ------ Break ------
Research Program: Corporate Finance Program Coordinator: Mitchell Petersen, Northwestern University
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
12:15 1:30 ------ Lunch (Conference Room 2215) ------
Research Program: Banking and Regulatory Policy Program Coordinator: Robert DeYoung, FDIC
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


Last Updated 11/03/2006 cfr@fdic.gov