Conference on Capital Requirements for Financial Firms

April 12-13, 2012

Lax Lending Standards and Capital Requirements

Pedro Gete, Georgetown University
Natalie Tiernan, Georgetown University

Discussant: Michal K Kowalik, Federal Reserve Bank of Kansas City

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Banking and Trading

Arnoud Boot, University of Amsterdam
Lev Ratnovski, International Monetary Fund

Discussant: Mahmoud Elamin, Federal Reserve Bank of Cleveland

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Capital Shortfall:  A New Approach to Ranking and Regulating Systemic Risks

Viral V. Acharya, New York University
Robert Engle, New York University
Matthew Richardson, New York University

Discussant: Michael Imerman, Princeton University

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Keynote Address

Martin Hellwig, University of Bonn and the Max Plank Institute

Optimal Capital Regulation with Two Banking Sectors

Taejin Kim, Northwestern University
Vishal Mangla, Northwestern University

Discussant: Alexander Bleck, University of Chicago

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Dynamic Prudential Regulation

Ajay Subramanian, Georgia State University
Baozhong Yang, Georgia State University

Discussant: Maya Eden, The World Bank

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Capital  Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

Gianni De Nicoló, International Monetary Fund
Andrea Gamba, Warwick Business School
Marcella Lucchetta, University Ca’ Foscari of Venice

Discussant: Kai Du, Yale University

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A Theory of Bank Liquidity Requirements

Charles Calomiris, Columbia University
Florian Heider, European Central Bank
Marie Hoerova, European Central Bank

Discussant: Jean Helwege, University of South Carolina

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An Experimental Analysis of Contingent Capital Triggering Mechanisms

Douglas Davis, Virginia Commonwealth University
Oleg Korenok, Virginia Commonwealth University
Edward Simpson Prescott, Federal Reserve Bank of Richmond

Discussant: Vinod S. Changarath, University of Cincinnati

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CoCos, Bail-In, and Tail Risk

Nan Chen, Chinese University of Hong Kong
Paul Glasserman, Columbia University
Behzad Nouri, Columbia University

Discussant: Alon Raviv, Brandeis University

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