Program 2016

European Winter Finance Summit, March 13-16, 2016

Location: Sunstar Parkhotel, Davos

Sunday, March 13
17:00 - 18:00Welcome reception and introductory remarks, Per Östberg (University of Zurich)
18:00 - 19:30Session 1 (Chair: Per Östberg, University of Zurich)
Credit Rating Inflation and Firms' Investment Behavior
Chong Huang (The Paul Merage School of Business)
Discussant: Christian Laux (WU Vienna)
Interest rate risk, hedging and real activity
Lukas Schmid (Duke University)
Discussant: Alex Mürmann (WU Vienna)
Monday, March 14
08:15 - 09:00Session 2
Self-fulfilling Fire Sales: Fragility of Collateralised Short-term Debt Markets
John Chi-Fong Kuong (INSEAD)
Discussant: Abraham Ravid (Yeshiva University)
17:00 - 19:30Session 3 (Chair: Alexander Wagner, University of Zurich)
Playing favorites: Conflicts of interest in mutual fund management
Egemen Genc (Rotterdam School of Management)
Discussant: Florian Weigert (University of St.Gallen)
Capital Requirement and Asset Prices
Georgy Chabakauri (London School of Economics)
Discussant: Grigory Vilkov (Frankfurt School of Finance & Management)
Once Bitten, Twice Shy: Do Personal Experiences or Wealth Changes Affect Risk Taking?
Kasper Meisner Nielsen (Hong Kong University of Science and Technology)
Discussant: Per Östberg (University of Zurich)
Tuesday, March 15
08:15 - 09:45Session 4 (Chair: Markus Leippold, University of Zurich)
Does a larger menu increase risk apetite? Collateral eligibility and bank risk taking
Sjoerd Van Bekkum (Erasmus School of Economics)
Discussant: Jiri Woschitz (University of Zurich)
The Real Effects of Capital Requirements and Monetary Policy: evidence from the UK
Filippo De Marco (Bocconi University)
Discussant: Steffen Andersen (Copenhagen Business School)
17:00 - 19:30Session 5 (Chair: Kjell Nyborg, University of Zurich)
Dissecting Conglomerates
Mikhail Simutin (Rotman School of Management)
Discussant: Igor Salitsky (WU Vienna)
Assortive Matching in Managerial labour markets: Theory and measurement
Egor Matveyev (University of Alberta)
Discussant: Kristian Miltersen (Copenhagen Business School)
Unconditional Asset Pricing with Dynamic Riskless Rates
Konark Saxena (University of New South Wales)
Discussant: Björn Eraker (University of Wisconsin)
Wednesday, March 16
08:30 - 10:00Session 6
Discretion in Credit-Line Contracts: Theory and Evidence
Maria Chaderina (WU Vienna)
Discussant: Zexi Wang (University of Bern)
Aggregate Bank Capital and Credit Dynamics
Nataliya Klimenko (University of Zurich)
Discussant: Engelbert Dockner (WU Vienna)