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{{Systemic Risk 2009}}
{{Systemic Risk 2009}}


Held at Credit Suisse, 2B Auditorium, 11 Madison Ave., New York, NY
Held at Credit Suisse, Lobby Auditorium, One Madison Ave. (entrance on Madison Ave. between 23rd and 24th Streets.), New York, NY 10010


====Thursday, October 15====
====Thursday, October 15====
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|-
   |8:30 am
   |8:30 am
   |'''Welcome''',[http://www.santafe.edu/profiles/?pid=409  Jeremy A. Sabloff], SFI President
   |'''Welcome''', [http://www.santafe.edu/profiles/?pid=409  Jeremy A. Sabloff], SFI President
|-
|-
   |8:45 am
   |8:45 am
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   |9:00 am
   |9:00 am
   |'''Title TBA''', [http://www.santafe.edu/profiles/?pid=246 Duncan Watts], SFI External Professor and Professor of Sociology, Columbia University
   |'''Contagion, Cascades, and Crises''', [http://www.santafe.edu/profiles/?pid=246 Duncan Watts], SFI External Professor, Research Scientist, Yahoo! Research and Adjunct Senior Research Fellow, Columbia University
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   |10:00 am
   |10:00 am
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|11:15 am
|11:15 am
|Speaker TBA
|'''Money Market and Payments Networks''', [http://www.newyorkfed.org/research/economists/bech/index.html Morten L. Bech], Senior Economist, Money and Payments Studies Function of the Research and Statistics Department, Federal Reserve Bank of New York
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|12:15 pm
|12:15 pm
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|1:15 pm
|1:15 pm
|'''Title TBA''', [http://web.mit.edu/alo/www/ Andrew W. Lo, Director], MIT Laboratory for Financial Engineering
|'''Navigating Systemic Risk - A CRO Perspective on Recent Event''', [https://www.credit-suisse.com/governance/en/pop_s_cv_ervin.jsp  D. Wilson Ervin], Chief Risk Officer, Credit Suisse
|-
|-
|2:15 pm
|2:00 pm
|'''Discussion''', led by David K. A. Mordecai, Founder, Risk Economics Ltd.
|'''Systemic Risk and the Refinancing Ratchet Effect''', [http://web.mit.edu/alo/www/ Andrew W. Lo], Director, MIT Laboratory for Financial Engineering
|-
|-
|3:00 pm
|3:00 pm
|'''Title TBA''', [http://www.santafe.edu/profiles/?pid=88 John Geanakoplos], SFI External Professor, Science Board member, Chair of Science Steering Committee, and Ex Officio Trustee, and Professor of Economics, Yale University
|'''Managing the Leverage Cycle''', [http://www.santafe.edu/profiles/?pid=88 John Geanakoplos], SFI External Professor, Science Board member, Chair of Science Steering Committee, and Ex Officio Trustee, and Professor of Economics, Yale University
|-
|-
|4:00 pm
|4:00 pm
|'''Discussion''', led by David K.A. Mordecai, Senior Advisor, Compass Lexecon
|-
|5:00 pm
|Adjourn
|Adjourn
|}
|}

Latest revision as of 17:18, 9 October 2009

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Held at Credit Suisse, Lobby Auditorium, One Madison Ave. (entrance on Madison Ave. between 23rd and 24th Streets.), New York, NY 10010

Thursday, October 15

8:00 am Registration and Continental Breakfast
8:30 am Welcome, Jeremy A. Sabloff, SFI President
8:45 am Overview of Systemic Risk, Fabrizio Lillo, SFI Professor and Professor, University of Palermo, Italy
9:00 am Contagion, Cascades, and Crises, Duncan Watts, SFI External Professor, Research Scientist, Yahoo! Research and Adjunct Senior Research Fellow, Columbia University
10:00 am Break
10:15 am Title TBA, J. Doyne Farmer, SFI Professor
11:15 am Money Market and Payments Networks, Morten L. Bech, Senior Economist, Money and Payments Studies Function of the Research and Statistics Department, Federal Reserve Bank of New York
12:15 pm Lunch
1:15 pm Navigating Systemic Risk - A CRO Perspective on Recent Event, D. Wilson Ervin, Chief Risk Officer, Credit Suisse
2:00 pm Systemic Risk and the Refinancing Ratchet Effect, Andrew W. Lo, Director, MIT Laboratory for Financial Engineering
3:00 pm Managing the Leverage Cycle, John Geanakoplos, SFI External Professor, Science Board member, Chair of Science Steering Committee, and Ex Officio Trustee, and Professor of Economics, Yale University
4:00 pm Discussion, led by David K.A. Mordecai, Senior Advisor, Compass Lexecon
5:00 pm Adjourn