WORKSHOP ON

NETWORKS AND SYSTEMIC RISK



TIME:
                                    May 19   , 9:30 am - 6:30 pm.

PLACE:
                                   Glandt Forum
                                   Singh Nanotechnology Center
                                   3205 Walnut Street, Philadelphia, PA, 19104

PROGRAM:


9.00 am - 9.30 am:   
Coffee & Snacks

9.30 am - 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 am -11.45 am:  Benjamin Golub (Harvard University)

                                    "Consensus Expectations and Conventions" joint work with Stephen Morris (Princeton)

11.45 am - 1.15 pm:   Lunch

1.15 pm - 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 pm - 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 pm - 4.00 pm:    
Coffee Break            

4.00 pm - 5.00 pm:     Maryam Farboodi (Princeton University)

                                    "
Intermediation and Voluntary Exposure to Counterparty Risk".

5.15 pm - 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)

REGISTRATION:

                                    If you plan to attend, please fill in the registration form by May 1.

CONTACTS:

                                    Selman Erol: erols@sas.upenn.edu

                                    Rakesh Vohra: rvohra@seas.upenn.edu