Financial Safety Net Issues: Costs, Benefits, and Implications for Regulation

 

 

CONFERENCE ON BANK STRUCTURE AND COMPETITION

MAY 9–11, 2001

 

 

 

 

WEDNESDAY, MAY 9    

 

7:30 am – 8:25 am

Registration

Continental Breakfast

 

8:25 am – 8:30 am

Welcoming Remarks

William C. Hunter, Senior Vice President and Director of Research, Federal Reserve Bank of Chicago

 

8:30 am – l0:00 am

The Role of Banking Relationships

Moderator and Discussant:

 

The Ability of Banks to Lend to Informationally Opaque Small Businesses

Allen Berger, Board of Governors of the Federal Reserve System

Leora Klapper, World Bank

Gregory Udell, Indiana University

 

Firms and Their Distressed Banks: Lessons from the Norwegian Banking Crisis

Steven Ongena, Tilburg University

David C. Smith, Board of Governors of the Federal Reserve System

Dag Michalsen, Norwegian School of Management

 

Bank Borrowers and Loan Sales: New Evidence on the Uniqueness of Bank Loans

Sandeep Dahiya, Georgetown University

Manju Puri, Stanford University

Anthony Saunders, New York University

 

 

10:00 am – l0:20 am

Break

 

 

10:20 am – 11:50 pm

Regulatory Incentive Alignment

Moderator and Discussant: Bruce D. Smith, University of Texas-Austin

 

Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance, and Supervision

Charles M. Kahn, University of Illinois at Urbana-Champaign

João A. C. Santos, Federal Reserve Bank of New York

 

Dollarization, Bailouts, and the Stability of the Banking System

Douglas Gale, New York University

Xavier Vives, Consejo Superior de Investigaciones Científicas (CSIC), Institut d'Anàlisi Econòmica

 

The Gains from Financial Services Modernization

Philip E. Strahan, Federal Reserve Bank of New York and Massachusetts Institute of Technology

Amir Sufi, Federal Reserve Bank of New York

 

12:00 pm –1:15 pm

Luncheon

 

1:20 pm – 3:10 pm

Financial Crises and Contagion

Moderator and Discussant:

 

A New Approach to Measuring Financial Contagion

Kee-Hong Bae, Hong Kong University

G. Andrew Karolyi, Ohio State University

Renè M. Stultz, Ohio State University

 

Causes of U.S. Bank Distress during the Depression

Charles W. Calomiris, Columbia University

Joseph R. Mason, Drexel University

 

Asset Market Linkages in Crisis Periods

Philipp Hartmann, European Central Bank and Centre for Economic Policy Research (CEPR)

Stefan Straetmans, Maastricht University

Casper G. De Vries, Erasmus Universiteit Rotterdam

 

Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?

Christian Upper, Deutsche Bundesbank

Andreas Worms, Deutsche Bundesbank

 

 

3:10 pm – 3:30 pm

Break

 

3:30 pm – 5:00 pm

Bank Capital Issues

Moderator and Discussant:

 

Bank Capital Regulation as an Incentive Mechanism: Implications for Portfolio Choice

Alistair Milne, City University Business School

 

Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues

Andrea Sironi, Universita Commerciale Luigi Bocconi

 

Managerial Incentives and the Efficiency of Capital Allocation in U.S. Commercial Banking

Joseph P. Hughes, Rutgers University

William W. Lang, Office of the Comptroller of the Currency

Choon-Geol Moon, Hanyang University

Michael S. Pagano, Villanova University

 

5:15 pm – 7:30 pm

Reception

 

THURSDAY, MAY 10

 

7:00 am – 8:15 am

Registration

 

8:15 am – 8:25 am

Welcoming Remarks

Michael H. Moskow, President and Chief Executive Officer

Federal Reserve Bank of Chicago

 

8:25 am – 9:20 am

Keynote Address

Alan Greenspan, Chairman, Board of Governors of the Federal Reserve System

 

9:20 am – 9:45 am

Break

 

 

9:45 am – 11:55 am

Conference Theme Panel:

Financial Safety Net Issues

Moderator: William C. Hunter, Senior Vice President and Director of Research, Federal Reserve Bank of Chicago

 

Kenneth A. Guenther, Executive Vice President, Independent Community Bankers of America

Robert E. Litan, Vice President and Director, Economic Studies, and Cabot Family Chair in Economics, Brookings Institution

Laurence H. Meyer, Governor, Board of Governors of the Federal Reserve System

Arthur J. Murton, Director, Division of Insurance, Federal Deposit Insurance Corporation

John C. Weicher, Senior Fellow and Director, Urban Policy Studies, Hudson Institute

 

12:05 pm – 1:40 pm

LUNCHEON

George Soros, Chairman, Soros Fund Management LLC

 

 

Thursday

1:50 pm – 3:30 pm

The Impact of GSEs on the Underlying Markets

Moderator: Hesna Genay, Federal Reserve Bank of Chicago

 

The Simple Microeconomics of Government-Sponsored Enterprises

Wayne Passmore, Board of Governors of the Federal Reserve System

Roger Starks, Board of Governors of the Federal Reserve System

 

The Effects of Purchases of Mortgages and Securitization by Government Sponsored Enterprises

on Mortgage Yield Spreads and Volatility

Alden Toevs, First Manhattan Consulting Group

Andy Naranjo, University of Florida

 

Do Federal Home Loan Bank Membership and Advances Lead to More Bank Risk?

Dusan Stojanovic, Federal Reserve Bank of St. Louis

Mark D. Vaughan, Federal Reserve Bank of St. Louis

Timothy J. Yeager, Federal Reserve Bank of St. Louis

 

3:30 pm –3:55 pm

Break

 

 

3:45 pm – 5:30 pm

Alternative Deposit Insurance Structures

Moderator: George G. Kaufman, John F. Smith, Jr. Professor of Finance and Economics, Loyola University Chicago

 

Developing Effective Deposit Insurance Systems

J. P. Sabourin, President and Chief Executive Officer, Canada Deposit Insurance Corporation, and Chairman, Financial Stability Forum, Working Group on Deposit Insurance

 

How Good are European-Union Deposit Insurance Schemes?

Maximilian J. B. Hall, Loughborough University

 

Designing Financial Safety Nets to Fit Country Circumstances

Edward J. Kane, Boston College

 

Estimating Fair Deposit Insurance Premiums for a Sample of Banks under a New Long-term, Insurance Pricing Methodology

George Pennacchi, University of Illinois at Urbana-Champaign

 

5:45 pm – 7:30 pm

Reception

 

 

FRIDAY, MAY 11

 

8:30 am – 10:00 am

Session A: Bank Business Strategies

Moderator: James T. Moser, Federal Reserve Bank of Chicago

 

The Diffusion of a Financial Innovation: An Examination of the Early Adoption of Small Business Credit Scoring

Jalal Akhavein, University of Pennsylvania

W. Scott Frame, Federal Reserve Bank of Atlanta

Lawrence J. White, New York University 

 

Internet-Only Bank: Learning Curves and Financial Performance

Robert DeYoung, Federal Reserve Bank of Chicago

 

Recent Trends in Bank Loan Syndications: Evidence for 1995 to 1999

Jonathan Jones, Office of Thrift Supervision

William W. Lang, Office of the Comptroller of the Currency

Peter Nigro, Office of the Comptroller of the Currency

 

Session B: Perusing Regulatory Reform

Moderator: Nicola Cetorelli, Federal Reserve Bank of Chicago

 

Issues of Deposit Insurance Reform

James A. Wilcox, Office of the Comptroller of the Currency

 

Deregulation and Correspondent Banking

James McAndrews, Federal Reserve Bank of New York

Philip E. Strahan, Federal Reserve Bank of New York

 

Reforming Bank Antitrust Analysis: The Competitive Analysis No Longer Reflects Reality

Douglas Austin, Austin Financial Services, Inc.

Craig D. Bernard, Austin Financial Services, Inc.

 

10:00 am – 10:20 am

Break

 

10:20 am – 11:50 am

Session C: The Effects of Bank Consolidation and Expansion

Moderator: Elijah Brewer III, Federal Reserve Bank of Chicago

 

Size, Charter Value, and Risk in Banking: An International Perspective

Gianni De Nicolo, International Monetary Fund

 

Local Market Entry and Bank Efficiency

Douglas Evanoff, Federal Reserve Bank of Chicago

Evren Örs, Southern Illinois University

 

Local Bank Office Ownership, Deposit Control, Market Structure, and Economic Growth

Robert N. Collender, U. S. Department of Agriculture

Sherrill L. Shaffer, University of Wyoming

 
Session D: Financial Crisis

Moderator: David A. Marshall, Federal Reserve Bank of Chicago

 

The Costs and Benefits of Moral Suasion: Evidence from the Rescue of Long-Term Capital Management

Craig Furfine, Bank for International Settlements

 

Does Deposit Insurance Increase Banking System Stability? An Empirical Investigation

Asli Demirgüç-Kunt, World Bank

Enrica Detragiache, International Monetary Fund

 

Did Depositors Discipline Financial Institutions in Pre-Crisis Thailand? Implications for the Thai Crisis

Timothy P. Opiela, DePaul University

 

12:00 pm – 1:45 pm

Luncheon Presentation

Moderator: Michael Moskow, President and Chief Executive Officer, Federal Reserve Bank of Chicago

 

Keynote: Senator Phil Gramm, Chairman, Committee on Banking, Housing, and Urban Affairs,

U.S. Senate

 

1:45 pm – 3:30 pm

GSEs: The Impact on Mortgage Markets

Moderator: Robert R. Bliss, Federal Reserve Bank of Chicago

 

The CBO’s Analysis of the Federal Subsidy to Housing GSEs

Deborah Lucas, Chief Economist, Congressional Budget Office 

Marvin Phaup, Deputy Assistant Director, Special Studies Division, Congressional Budget Office

 

Fannie Mae and the Mortgage Market: Setting the Record Straight

Tim Howard, Executive Vice President and Chief Financial Officer, Federal National Mortgage Association (Fannie Mae)

 

Costs and Benefits of Mortgage GSEs

James C. Miller III, Director, Law and Economics Consulting Group

 

The Structure of Federal Subsidies: Deposit Insurance Versus Sponsorship of GSEs

Richard Scott Carnell, Fordham Law School