Meeting 2013-12-12

Meeting Agenda

Financial Sector, Sovereign, Macro Spillovers, and Risk Transmission
Presented by Dale Gray, IMF

Sovereign Credit Risk, Liquidity, and ECB Intervention
Presented by Loriana Pelizzon, University of Venice

Applying the Absorption Ratio to Flow Data
Presented by Jessica Donohue, State Street Global Exchange and Mark Kritzman, Windham Capital
Management and MIT

Leveraging Existing Research to Deliver Business Value
Presented by Helen Yang, Charles River Associates

The Decision to Lever
Presented by Lisa Goldberg, UC Berkeley

The Removal of Credit Ratings from Capital Regulation: Implications for Systemic Risk
Presented by Kathleen Hanley, University of Maryland

RegRank: Natural Language Analytics to Rank Regulations with Application to Dodd-Frank
Presented by Andrei Kirilenko, MIT Sloan School of Management and Shawn Mankad, University of

A Method of Learning the Connectedness Between Equities
Presented by Garthee Ganeshapillai, MIT

Lower Levels of Market Liquidity: Potential Risks
Presented by Sonja Gibbs, International Institute of Finance