Session: FR-A-B1
Risk Spirals

Chair

Time

10:00 - 12:00 on Friday, 20th of July 2018

Venue

Beckett 1

10:00

Asset fire sales and strategic trading by regulated banks

Tom Hurd (McMaster University), Tuan Tran (Ryerson University), Quentin Shao (Scotiabank)
10:30

Behavioural XVA

Chris Kenyon (MUFG Securities EMEA plc), Hayato Iida (MUFG Securities EMEA plc)
11:00

The Risk Spiral: The Effects of Bank Capital and Diversification on Risk Taking

Alon Raviv (Bar Ilan University), Sharon Peleg (Tel Aviv University)