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[VFN] VGSF Research Seminars Summer 2009
by VFN-L admin * Andreas Schamanek 09 Mar '09

09 Mar '09

Dear VFN-L, The VGSF <http://www.vgsf.ac.at/> now has a preliminary list of their seminar talks online at http://www.vgsf.ac.at/activities/seminars.htm > Research Seminars Summer Term 2009 Fri, Mar 13th, 3:30-5:00, H46, SR 1 Andrew Yim (Tilburg University) Cost of Capital, Hurdle Rate, and Default Risk: A Robust Model of Internal Capital Markets http://www.vgsf.ac.at/activities/Yim08.pdf Fri, Mar 20th, 3:30-5:00, H46, SR 1 Wolfgang Bühler (Universität Mannheim) Fri, Mar 27th, 3:30-5:00, H46, SR 1 TBA Fri, Apr 3rd, 3:30-5:00, H46, SR 1 TBA Wed, Apr 24th, 3:30-5:00, H46, SR 1 TBA Fri, May 8th, 3:30-5:00, H46, SR 1 Effi Benmelech (Harvard University) Fri, May 15th, 3:30-5:00, H46, SR 1 Toni Whited (University of Wisconsin) Fri, May 22nd, 3:00-4:30 & 4:30-6:00, H46, SR 1 Marti G. Subrahmanyam (New York University) Jacob Sagi (Vanderbilt University) Fri, May 29th, 3:30-5:00, H46, SR 2 TBA Fri, Jun 5th, 3:30-5:00, H46, SR 2 Harris Schlesinger (University of Alabama) Fri, Jun 12th, 3:30-5:00, H46, SR 1 David Lando (Copenhagen Business School) Fri, Jun 19th, 3:00-4:30 & 4:30-6:00, H46, SR 2 Stijn van Nieuwerburgh (New York University) Laura Veldkamp (New York University) Fri, Jun 26th, 3:30-5:00, H46, SR 2 TBA The seminars in the summer term 2009 usually take place at the Wirtschaftsuniversität Wien - H46 (1190, Heiligenstädter Str. 46-48), seminar room 1 or 2 (ground floor). For further information, please contact Markus Hochradl <http://www.vgsf.ac.at/activities/seminars.htm> Note that the VGSF decided not to announce these talks on VFN. For individual announcements, one has to subscribe the vgsf-newsletter e.g. at https://lists.wu-wien.ac.at/mailman/listinfo/vgsf-newsletter Yours sincerely, -- -- Andreas Schamanek

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[VFN] Professur im Bereich Finanzmathematik und Risikomanagement (Nachfolge Schachermayer) an der TU Wien
by Uwe Schmock 20 Feb '09

20 Feb '09

Sehr geehrte Damen und Herren, unten finden Sie die Ausschreibung für die Nachbesetzung der Professur von Walter Schachermayer in der Forschungsgruppe Finanz- und Versicherungsmathematik der TU Wien. Bei Rückfragen können Sie sich gerne an mich wenden. Mit freundlichen Grüßen, Uwe Schmock Offizieller Ausschreibungstext im Mitteilungsblatt der TU Wien: http://tuwis.tuwien.ac.at/zope/_ZopeId/26032764A3wK04LT-RE/tpp/mb/mbl?n=609… PDF-Datei für den Aushang: http://info.tuwien.ac.at/dekzent/Download/Ausschreibung%20StochastMeth.pdf Englische Version: http://info.tuwien.ac.at/dekzent/Download/Announcment%20Stoch_Methods_Econo… Siehe auch FAM-jobs: http://www.fam.tuwien.ac.at/jobs/20090219.php ------------------------------------------------------------------------------ An der Fakultät für Mathematik und Geoinformation der Technischen Universität Wien ist am Institut für Wirtschaftsmathematik eine unbefristete Stelle für eine/n Universitätsprofessor/in für Stochastische Methoden in den Wirtschaftswissenschaften ab 1.1.2010 zu besetzen. Der/Die Stelleninhaber/in soll das Fach in Forschung und Lehre vertreten und am Scientific Management des Instituts für Wirtschaftsmathematik mitarbeiten. Schwerpunkt der zukünftigen Professur sollen wirtschaftliche Anwendungen sein, wobei Fragen der Finanzmathematik und des Risikomanagements im Vordergrund stehen. Von den Bewerberinnen und Bewerbern wird vorausgesetzt, dass sie auf dem Gebiet der stochastischen Methoden in den Wirtschaftswissenschaften (stochastische Prozesse, stochastische Analysis, Methoden zur empirischen Validierung und datengetriebenen Modellierung) international hervorragend ausgewiesen sind. Erwartet wird ferner Erfahrung im Einwerben und der Durchführung von Forschungsprojekten. Den Schwerpunkt der auszuübenden Lehrtätigkeit bildet die Mitarbeit bei der Ausbildung von Studierenden der Finanz- und Versicherungsmathematik sowie der Wirtschaftsmathematik. Für die Stelle bestehen folgende Anstellungserfordernisse: * eine entsprechende abgeschlossene Hochschulausbildung, * hervorragende wissenschaftliche Qualifikation in Forschung und Lehre für das zu besetzende Fach "Stochastischen Methoden in den Wirtschaftswissenschaften" * die pädagogische und didaktische Eignung, * Qualifikation zur Führungskraft, * facheinschlägige internationale Erfahrung. Erwünscht sind ferner auch facheinschlägige außeruniversitäre Erfahrungen. Die Technische Universität Wien strebt eine Erhöhung des Frauenanteils insbesondere in Leitungsfunktionen und beim wissenschaftlichen Personal an und lädt deshalb qualifizierte Frauen ausdrücklich zur Bewerbung ein. Bewerberinnen, die gleich geeignet sind wie der bestqualifizierte Mitbewerber, werden vorrangig aufgenommen, sofern nicht in der Person eines Mitbewerbers liegende Gründe überwiegen. Behinderte Menschen mit entsprechender Qualifikation werden ebenfalls ausdrücklich zur Bewerbung aufgefordert. Bewerbungen mit ausführlichem Lebenslauf, Publikationsliste, Vortragsliste, sowie Exemplare der fünf wichtigsten Veröffentlichungen sind bis bis 31. März 2009 (Datum des Poststempels) an den Dekan der Fakultät für Mathematik und Geoinformation der Technischen Universität Wien, Getreidemarkt 9, A-1060 Wien, zu richten. Der schriftlichen Bewerbung sollte eine CD-ROM beigelegt werden, welche die kompletten Bewerbungsunterlagen enthält. --------------------------------------------------------------------- English Translation: Full Professorship in the area of Mathematical Finance and Risk Management (succeeding Walter Schachermayer) Announcement of an open permanent position at the Institute of Mathematical Methods in Economics, Faculty of Mathematics and Geoinformation, Vienna University of Technology Full Professorship in "Stochastic Methods in Economics" The applicant is expected to have outstanding academic credentials and an excellent track record of scientific accomplishments in the field of stochastic methods in economics (stochastic processes, stochastic analysis, methods for empirical validation and data-driven modelling) focusing on problems in mathematical finance and risk management. The successful candidate will be expected to make a significant contribution to the institute's research output, to provide leadership for researchers and postgraduate students and to undertake an appropriate teaching and administrative load. Special consideration will be given to the applicant's ability and willingness to establish collaborations with colleagues working in related fields of research and the demonstrated ability to attract external project funding. Knowledge of German is not a precondition; however we expect a successful candidate to acquire a working knowledge of German. The applicant must meet the following requirements: * an Austrian or equivalent foreign terminal academic degree in the field under consideration, * an outstanding academic track record in research and teaching, * pedagogic and didactic skills, * leadership abilities, * international working experience in the field of research. The Vienna University of Technology is committed to increase female employment in leading scientist positions. Qualified female applicants are encouraged to apply and will be given preference when equally qualified. Handicapped persons with appropriate qualifications are also expressly encouraged to apply. Applications including a detailed curriculum vitae, description of scientific objectives, list of publications and copies of the five most outstanding publications of the applicant should be sent to the Dean of the Faculty of Mathematics and Geoinformation, Getreidemarkt 9, 1060 Vienna, Austria. In addition, a CD-ROM with the complete application records should be attached. The closing date for applications is March 31, 2009. -- Univ.-Prof. Dr. Uwe Schmock Finanz- und Versicherungsmathematik Institut für Wirtschaftsmathematik Technische Universität Wien Wiedner Hauptstraße 8-10/105-1 A-1040 Wien Österreich DVR: 0005886 Personal Home Page: <http://www.fam.tuwien.ac.at/~schmock/> Financial and Actuarial Mathematics (FAM) at TU Vienna <http://www.fam.tuwien.ac.at/> CD-Laboratory for Portfolio Risk Management (PRisMa Lab) <http://www.prismalab.at/>

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[VFN] International Conference in Venice - CALL FOR PAPERS (fwd)
by VFN-L admin * Andreas Schamanek 20 Feb '09

20 Feb '09

---------- Forwarded message ---------- Date: Fri, 20 Feb 2009 09:13:40 +0100 From: GRETA Associati <credit(a)greta.it> Subject: International Conference in Venice - CALL FOR PAPERS INTERNATIONAL CONFERENCE C. R. E. D. I. T. 2009 Credit Risk, Financial Crises, and the Macroeconomy Venice, Italy 24 - 25 September 2009 GRETA Associati (Venice, Italy) and Intesa Sanpaolo (Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 24-25, 2009. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of credit risk modeling to discuss credit risk at a time of financial crisis and the impact of macroeconomic factors on pricing risky debt, financial distress, recovery rates, and banking stability. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the Department of Economics of the University Ca' Foscari of Venice and ABI - Italian Banking Association, is the eighth of a series dedicated to various aspects of credit risk. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * Impact of the financial crisis and banking instability on credit markets; * Credit risk and business cycles; * The interplay between the real and financial sides of the macroeconomy; * Modeling the economics of financial crises. The Scientific Committee for the Conference consists of: Ilya Strebulaev, Graduate School of Business, Stanford University, Programme Chair Viral Acharya, New York University, London Business School & CEPR Monica Billio, University of Venice and GRETA Darrell Duffie, Graduate School of Business, Stanford University Robert Goldstein, Carlson School of Management, University of Minnesota David Lando, Copenhagen Business School Stephen Schaefer, London Business School Allan Timmermann, Rady School of Management, University of California San Diego The final program will include both submitted and invited papers. Acceptances received from invited speakers include Martin Hellwig (Max Planck Institute), Francesco Garzarelli (Goldman Sachs), Christopher Mayer (Columbia Business School), and Ken Singleton (Graduate School of Business, Stanford University). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. FIRST ANNOUNCEMENT AND CALL FOR PAPERS Those wishing to present a paper at the Conference should submit completed versions or extended abstracts by May 15, 2009 to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by June 15, 2009. The final version of accepted papers must be received by July 31, 2009. Please send papers or extended abstracts to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: <mailto:credit@greta.it>credit(a)greta.it More detailed information on the Conference will be available shortly at the following website: http://www.greta.it/credit/credit2009/credit2009.htm (...)

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[VFN] Financial E'trics Conferences 2009 in Berlin (fwd)
by VFN-L admin * Andreas Schamanek 19 Feb '09

19 Feb '09

---------- Forwarded message ---------- Date: Thu, 19 Feb 2009 21:11:49 +0100 From: Oliver Blaskowitz <blaskowitz(a)wiwi.hu-berlin.de> Subject: Financial E'trics Conferences 2009 in Berlin Dear all, please note that the preliminary program for the Humboldt-Copenhagen Conference 2009 is now online available: http://www.hu-ku-conference.de/download/HUKU_Program.pdf . We approach our capacity limit, though there are still some places available! March 19, 2009: CASE-QPL Distinguished Lecture Series Tim Bollerslev and Torben Andersen: "Recent Developments in Measuring and Modeling Financial Market Volatility" For further information please see on http://www.case.hu-berlin.de/events/events/Archive/DLS2009/ . March 20/21, 2009: Humboldt-Copenhagen Conference 2009: "Recent Developments in Financial Econometrics" Keynote speakers: Neil Shephard and Joel Hasbrouck For further information please see on http://www.hu-ku-conference.de/ It would be a great pleasure meeting you in Berlin! Sincerely yours Oliver Blaskowitz -- Oliver Blaskowitz Humboldt-Universität zu Berlin Wirtschaftswissenschaftliche Fakultät Institut für Statistik und Ökonometrie Spandauer Str. 1 10178 Berlin Raum 309 Tel : +49 - (0)30 - 2093 - 5705 Fax : +49 - (0)30 - 2093 - 5712 Homepage: http://amor.cms.hu-berlin.de/~blaskowo/ (...)

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[VFN] Second European summer school in Financial Mathematics (fwd)
by VFN-L admin * Andreas Schamanek 18 Feb '09

18 Feb '09

---------- Forwarded message ---------- Date: Tue, 17 Feb 2009 16:30:47 +0100 From: Euroschoolmathfi09 <euroschoolmathfi09(a)cmapx.polytechnique.fr> Subject: Second European summer school in Financial Mathematics Dear Colleagues, Please find attached an announcement for the second European summer school in Financial Mathematics. [Attachment removed by admin. Please see the web site below.] The summer school will take place from August 24 to 29, in Paris. All the details can be found on the web site http://www.cmap.polytechnique.fr/~euroschoolmathfi09/ We would appreciate if you could circulate this announcement. Yours sincerely, The organizing commitee Bruno Bouchard, Monique Jeanblanc, Bernard Lapeyre, Gilles Pagès, Huyên Pham, Mathieu Rosenbaum, Nizar Touzi ***

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[VFN] Talks on Friday: H.J. Albrecher and P.L. Lions (Fields medal)
by Walter Schachermayer 17 Dec '08

17 Dec '08

We are happy to announce a talk from Fields Medal Winner P.L. Lions (College de France) organized by Wolfgang Pauli Institute as well as a talk from H.-J. Albrecher (JKU Linz) organized by VGSF. Best regards, W. Schachermayer and N.J. Mauser ------------------ Friday, December 19th, 15:45 - 17:30, 1090, Nordbergstr. 15 /Althanstr., Uni Wien, UZA 2, lecture room HS 3 "7th Pauli Colloquium" http://www.wpi.ac.at/documents/WPI-7PauliColl-programme-final.doc Pierre-Louis LIONS (College de France) "Financial mathematics and/after the crash" Opening: 15.45 - 16.00 Coffee, Cake & Come Together 16.00 - 16.15 Introduction: Norbert J. Mauser 16.15 - 17.10 Talk of Pierre-Louis Lions 17.10 - 17.30 Public Discussion moderated by Walter Schachermayer ----------------- Friday, December 19th, 14:00 - 15:30, 1190, Heiligenstädter Strasse 46-48, Seminar Room 1 "VGSF Seminar" http://www.vgsf.ac.at/activities/seminars.htm Hansjörg ALBRECHER (Johannes Kepler University Linz) "Tax and Dividend Payments in Collective Risk Theory" ------------------ Short Biography from Pierre-Louis LIONS Pierre-Louis Lions received his doctorate from the Université Paris 6 "Pierre and Marie Curie" in 1979, directed by H. Brezis. His large field of research interests around the theory of nonlinear partial differential equations ranges from (quantum) physics, fluid mechanics to mathematics of economy and finance. Lions, together with R. DiPerna, was the first to prove global (renormalized) solutions to the Boltzmann equation. In 1994 he received the Fields Medal. Other awards Lions received include the IBM Prize in 1987 and the Philip Morris Prize in 1991. He is a doctor honoris causa of Heriot-Watt University (Edinburgh) and of the City University of Hong-Kong. He is member of the Académie de sciences and Officier de la Légion d'Honneur. Currently, he holds the chair of Partial differential equations and their applications at the prestigious Collège de France in Paris as well as a position at the CEREMADE at Université Paris 9 "Dauphine" and at Ecole Polytechnique. In the paper "viscosity solutions of Hamilton-Jacobi equations", with M. Crandall, he introduced the notion of viscosity solutions. Another key technique developped by Lions is "concentration compactness"; he introduced certain measures to handle the concentrations, including the Wigner measure. Currently he is interested e.g. in "mean field games" in mathematical finance. He is on the editorial board of around 25 international journals. His enormous impact on mathematics is enhanced by the school of his PhD students, starting from M. Esteban and B. Perthame, his participation in European projects (like the HYKE network) and his activity in boards both in industry and academic research (including the board of the WPI).

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[VFN] Symposium "Die internationale Finanzkrise" am 19.11.2008 [Scanned]
by Cech, Christian 13 Nov '08

13 Nov '08

Einladung zum Symposium "DIE INTERNATIONALE FINANZKRISE" am Mittwoch, 19. November 2008 in der Fachhochschule des bfi Wien A-1020 Wien, Wohlmutstraße 22 In Kooperation mit zeb/rolfes.schierenbeck.associates Um Anmeldung wird gebeten: www.fh-vie.ac.at =========================================================== Programm 14.00 Uhr Begrüßung Prof. (FH) Dkfm. Dr. Rudolf Stickler Fachvorträge mit Referaten und Diskussion: 14.15 Uhr 1. Fachvortrag Ursachen der aktuellen Finanzkrise Prof. Dr. Albrecht F. Michler 15.00 Uhr 2. Fachvortrag Die Finanzkrise und ihre Auswirkungen auf die österreichischen Banken Priv. Doz. Dr. Markus Schwaiger 15.45 Uhr Pause 16.15 Uhr 3. Fachvortrag Künftige Herausforderungen für das Risiko- und Liquiditätsmanagement der österreichischen Banken Mag. Peter Madritsch 17.00 Uhr 4. Fachvortrag Die aktuelle Finanzkrise im Lichte bisheriger Krisen Priv. Doz.in Dr.in Özlem Onaran Moderation der Fachvorträge: Prof. (FH) Dipl. Vw. Michael Jeckle 17.45 Uhr Pause 18.00 Uhr Podiumsdiskussion Osteuropa im Kontext der internationalen Finanzkrise - Sicherer Hafen oder nächster Krisenherd? Direktor Mag. Andreas Ittner Prof. Dr. Albrecht F. Michler Priv. Doz.in Dr.in Özlem Onaran Dr.in Michaela Schneider Mag. Wolfgang Wainig Moderation: Mag. Andreas Schnauder 19.15 Uhr Abschlussworte Prof. (FH) Dkfm. Dr. Rudolf Stickler 19.30 Uhr Abschluss der Veranstaltung und Gelegenheit zum Gespräch mit den ReferentInnen beim Buffet =========================================================== ReferentInnen/Moderatoren: Direktor Mag. Andreas Ittner Mitglied des Direktoriums der OeNB Prof. (FH) Dipl. Vw. Michael Jeckle Lektor und Fachbereichsleiter Finanzwirtschaft an der FH des bfi Wien Mag. Peter Madritsch Senior Manager zeb/rolfes.schierenbeck, Wien Prof. Dr. Albrecht F. Michler Uni Düsseldorf, wirtschaftswissenschaftliche Fakultät, Lehrstuhl für Volkswirtschaftslehre Priv. Doz.in Dr.in Özlem Onaran WU-Wien, Institut f. Arbeitsmarkttheorie und -politik Mag. Andreas Schnauder Der Standard, Ressortleiter Wirtschaft Dr.in Michaela Schneider Geschäftsführende Partnerin zeb/rolfes.schierenbeck, Wien Priv. Doz. Dr. Markus Schwaiger Senior Consultant OeNB Prof. (FH) Dkfm. Dr. Rudolf Stickler Rektor der FH des bfi Wien Mag. Wolfgang Wainig Leiter Credit Portfolio Management, Raiffeisenzentralbank =========================================================== Auskünfte und weitere Informationen: Fachhochschule des bfi Wien GmbH A-1020 Wien Wohlmutstraße 22 Tel.: +43/1/720 12 86 Fax: +43/1/720 12 86-19 E-Mail: info(a)fh-vie.ac.at www.fh-vie.ac.at Firmenwortlaut: Fachhochschule des bfi Wien Gesellschaft m.b.H Firmenbuchnummer: 148597 a Firmenbuchgericht: Handelsgericht Wien Firmensitz: Wohlmutstraße 22, 1020 Wien This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail. Please notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mail transmission cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message, which arise as a result of e-mail transmission. If verification is required please request a hard-copy version.

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[VFN] Habilitationskolloquium Dr. Rainer Jankowitsch
by De Silva, Hannelore 05 Nov '08

05 Nov '08

Sehr geehrte Damen und Herren, im Namen von Herrn Prof. Stefan Pichler lade ich Sie herzlich zum Habilitationskolloquium von Herrn Dr. Rainer Jankowitsch zum Thema "Liquidity Risk in Bond Markets" ein. Termin: Dienstag, 11.11.2008, 18.30 Uhr im Seminarraum 1 Heiligenstädter Straße 46-48 (H46), Erdgeschoß. Anschließend daran laden wir Sie zu einem Sektempfang in die Cafeteria ein! Mit freundlichen Grüßen, Hannelore De Silva Dr. Hannelore De Silva WU Wien - Institute for Banking and Finance Heiligenstädter Str. 46-48, 1190 Vienna, Austria TEL +43 1 31336 5017 FAX +43 1 31336 90 5017 MAIL Hannelore.DeSilva(a)wu-wien.ac.at WEB http://www.wu-wien.ac.at/banking

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[VFN] address - The 2008 UniCredit Conference on Banking and Finance - Nov. 6, 7
by Schlichting, Martina 03 Nov '08

03 Nov '08

Dear all, unfortunately I added the wrong address to the advertisement before. Please note the right address of Oktogon/Bank Austria: 1010 Wien, Schottengasse 6, 1st floor. Registration: at the registration desk on 6th November from 1 to 1:30 pm. Sincerely, Martina Schlichting

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[VFN] The 2008 UniCredit Conference on Banking and Finance; Nov. 6,7
by Schlichting, Martina 03 Nov '08

03 Nov '08

The 2008 UniCredit Conference on Banking and Finance Beyond the Illusion of Risk Diffusion Vienna, 6-7 November 2008 Octagon room of Bank Austria, 1010 Vienna, Am Hof 2 Program Thursday, 6 November 13:00 - 13:30 Registration 13:30 - 14:00 Welcome Speech Alessandro Profumo (CEO, UniCredit Group) 14:00 - 16:00 SESSION 1 Chair: Marcello De Cecco (Scuola Normale Superiore di Pisa and Unicredit Re search Board) Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market Giovanni Dell'Ariccia (International Monetary Fund ) Deniz Igan (International Monetary Fund) *Luc Laven (International Monetary Fund) Discussant: Thorsten Beck (Tilburg University) The Effect of CEO Stock Options on Bank Investment Choice, Borrowing, and C apital *Hamid Mehran (Federal Reserve Bank of New York) Joshua Rosenberg (Federal Reserve Bank of New York) Discussant: Joerg Rocholl (European School of Management and Technology) 16:00-16:30 Break 16:30 - 18:30 SESSION 2 Chair: Josef Zechner (Vienna University of Economics and Business Administr ation) Stochastic House Appreciation and Optimal Mortage Lending *Tomasz Piskorski (Columbia University) Alexei Tchistyi (New York University) Discussant: Joao Cocco (London Business School) Manipulation of Collateral Values by Borrowers and Intermediaries Itzhak Ben-David (Ohio State University) Discussant: Loriana Pelizzon (University of Venice) 19:00 Conference dinner Friday, 7 November 9:00- 11:00 SESSION 3 Chair: Fabrizio Onida (Bocconi University and UniCredit Research Board) Laying off Credit Risk: Loan Sales versus Credit Default Swaps Christine A. Parlour (University of California, Berkeley) *Andrew Winton (University of Minnesota) Discussant: Alan Morrison (Oxford Said Business School) Information asymmetries in the interbank market: theory and policy responses *Florian Heider (European Central Bank) *Marie Hoerova (European Central Bank) Cornelia Holthausen (European Central Bank) Discussant: Ana Babus (University of Cambridge) 11:00 - 11:30 Break 11:30 - 12:30 Keynote lecture Chair: Marco Pagano (University of Neaples and UniCredit Research Board) Doug Diamond (University of Chicago) 12:30 - 14:00 Lunch 14:00 - 16:00 SESSION 4 Chair: Elena Carletti (European University Institute) Does Monetary Policy Affect Bank Credit Standards? *Angela Maddaloni (European Central Bank) *Jose Luis Peydro (European Central Bank) Silvia Scopel (European Central Bank) Discussant: Martin Summer (Austrian Central Bank) Financial Crises and Bank Liquidity Creation Allen Berger (University of South Carolina) *Christa Bouwman (Case Western Reserve University) Discussant: Steven Ongena (Tilburg University)

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