Saturday, August 20, 2011, 8:30-10:15 am; Financial Intermediation Theoretical
Financial Stability - C5

Session Chair: David Skeie, Federal Reserve Bank of New York

• Contingent Convertibles. Solving or Seeding the Next Banking Crisis? PDF
  Jochen Lawrenz, Christian Koziol
  University of Innsbruck; University of Hohenheim
  • Discussant: David Martinez-Miera, Universidad Carlos III de Madrid

• Self-Fulfilling Liquidity Dry-ups PDF
  Frederic Malherbe
  London Business School
  • Discussant: Min Kim, University of New South Wales

• Liquidity Shocks, Roll-Over Risk and Debt Maturity PDF
  Anatoli Segura, Javier Suarez
  Centro de Estudios Monetarios y Financieros (CEMFI)
  • Discussant: Marie Hoerova, European Central Bank