The event will take place in Salon d'Honneur at Palais Brongniart.
8:15 - 8:50 Registration and coffee.
8:50 -9:00 Welcome and Introduction
9:00 - 9:40 Darrell Duffie (Stanford): No longer Too Big to Fail.
9:40 - 9:50 Discussion
9:50 -10:30 Rama Cont (CNRS & University of Oxford) Is bank liquidity risk adequately provisioned for?
10:30 - 10:40 Discussion
10:40- 11:10 Coffee Break
11:10 - 11:50 Paul Glasserman (Columbia) Can 'Swing Pricing' prevent mutual fund funs and fire sales?
11:50 -12:00 Discussion
12:00 -13:30 Lunch
13:30 - 14:10 Guillaume Vuillemey ( HEC ) Failure and resolution of central counterparties.
14:10- 14:20 Discussion
14:20 -15:00 Yann Braouezec (IESEG) Bank Stress testing: an equilibrium approach.
15:00 -15:10 Discussion
15:10 - 15:40 Coffee Break
15:40 - 17:00 Discussion: Financial regulation and systemic risk: 10 years after Lehman
Laurent Clerc (Banque de France) Rama Cont (CNRS & Oxford)
Jerome Henry (European Central Bank) Paul Glasserman (Columbia)
17:15 Cocktail