Workshop on Corporate Debt Markets

Cass Business School
March 10, 2017


Organizer: Max Bruche
Funded by the European Commission under FP7 Marie-Curie Career Integration Grant 334382



Programme

Session 1: 10:00 - 12:00

Securitization, Ratings, and Credit Supply
Brendan Daley (Duke), Brett Green (UC Berkeley) Victoria Vanasco (Stanford)
discussant: Joel Shapiro (Oxford)

Securities Lending as Wholesale Funding: Evidence from the U.S. Life Insurance Industry
Nathan Foley-Fisher (Fed Board), Borghan Narajabad (Fed Board), Stéphane Verani (Fed Board)
discussant: Guillaume Vuillemey (HEC)


Session 2, Room 2006: 13:00 - 15:00

Life Below Zero: Negative Policy Rates and Bank Risk Taking
Florian Heider (ECB), Farzard Saidi (SSE), Glenn Schepens (ECB)
discussant: Francesc Rodríguez-Tous (Cass)

Shock Propagation and Banking Structure
Mariassunta Giannetti (SSE), Farzad Saidi (SSE)
discussant: Neeltje van Horen (Bank of England)


Session 3, Room 2006: 15:30 - 17:30

Investor Diversity and Loan Market Liquidity
João A. C. Santos (NY Fed and Nova), Pei Shao (University of Lethbridge)
discussant: Max Bruche (Cass)

Pipeline Risk in Leveraged Loan Syndication
Max Bruche (Cass), Frédéric Malherbe (LBS), Ralf Meisenzahl (Fed Board)
discussant: John C.F. Kuong (INSEAD)