SaMMF Workshop on Financial Intermediation and Security Design

Friday, July 30, 2021

The workshop consists of four talks. Each talk will last consist of 35 minute for the presenter, a 15 minute presentation by a discussant, and 10 minutes for open Q&A.

Program

10:00-11:00 am EST

• Saki Bigio (UCLA) presenting “A Theory of Bank Balance Sheets“, joint with Pierre-Olivier Weill (UCLA)
  • Discussant: Ariel Zetlin-Jones (CMU)

11:00-12:00 pm EST

• Victoria Vanasco (CREI) presenting “Security Design in Non-Exclusive Markets with Asymmetric Information” joint with Vladimir Asriyan (CREI)
  • Discussant: Liyan Shi (EIEF)

12:00-12:30 pm EST – Coffee Break

12:30-1:30 pm EST

• Isaias Chaves (Northwestern Kellogg) presenting “Bargaining in Securities” joint with Felipe Varas (Duke Fuqua)
  • Discussant: Yue Yuan (Tsinghua PBC Business School)

1:30-2:30 pm EST

• Shengxing Zhang (LSE) presenting “Dynamic Asset-Backed Security Design” with Emre Ozdenoren (LBS) and Kathy Yuan (LSE)
  • Discussant: Teddy Kim (Emory)