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BNP Paribas Fortis Chair Lecture by Professor Viral Acharya (NYU)Within the framework of the BNP Paribas Fortis Chair, Professor Viral Acharya (NYU) will give a keynote speech entitled "Measuring and Managing Systemic Risk in the Financial Sector" on September 26, 2011 in Brussels. Programme 17:00: Welcome 17:30: Keynote speech by Professor Viral Acharya (NYU - Stern) on "Measuring and Managing Systemic Risk in the Financial Sector". Click here for further information on 3L Finance Workshop.
Registration Participation is free but registration is mandatory by clicking here.
Venue BNP Paribas Fortis' headquaters Auditorium, Rue Royale 20, 1000 Brussels.
The speaker Viral Acharya is Professor of Finance at the New York University Stern School of Business, Research Associate of the National Bureau of Economic Research (NBER) in Corporate Finance, Research Affiliate of the Center for Economic Policy Research (CEPR) in Financial Economics, Research Associate of the European Corporate Governance Institute (ECGI), and an Academic Advisor to the Federal Reserve Banks of Cleveland, New York and Philadelphia, and the Board of Governors. He is the current PhD coordinator in the Finance department at Stern. At Stern, Viral co-edited the books “Restoring Financial Stability: How to Repair a Failed System”, John Wiley & Sons, March 2009 and “Regulating Wall Street: The Dodd-Frank Act and the New Architecture of Global Finance”, John Wiley & Sons, November 2010. He is also the co-author of the book “Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance”, Princeton University Press, March 2011. Please visit the NYU Stern website, http://www.stern.nyu.edu/Newsroom/FacultyResearch/CON_024693 to see more details, including a blueprint for mortgage finance reform, a webinar of the book material, recent review of the book in the Financial Times, etc. Viral’s primary research interest is in theoretical and empirical analysis of systemic risk of the financial sector, its regulation and its genesis in government-induced distortions, an inquiry that cuts across several other strands of research - credit risk and liquidity risk, their interactions and agency - theoretic foundations, as well as their general equilibrium consequences. He has published articles in the American Economic Review, Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Business, Rand Journal of Economics, Journal of Financial Intermediation, Journal of Money, Credit and Banking, and Financial Analysts Journal. He is a current editor of the Journal of Financial Intermediation. Viral is the recipient of numerous awards, including Best Paper Award in Corporate Finance (Journal of Financial Economics, 2000), Outstanding Referee Award for the Review of Financial Studies in 2003, Best Paper Award in Capital Markets and Asset Pricing (Journal of Financial Economics, 2005), Distinguished Referee Award for the Review of Financial Studies in 2009, Viz Risk Management Prize for the Best Paper on Energy Markets, Securities, and Prices at the European Finance Association Meetings in 2009, Excellence in Refereeing Award for the American Economic Review in 2009, Review of Finance Best Paper Award in 2009, and Best Conference Paper Award at the European Finance Association Meetings in 2010. |
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