AGENDA 2021

  1. Day 1
  2. Day 2

September 23rd

 

Thuersday

08.30

 

REGISTRATION

09.00

 

WELCOME AND OPENING REMARKS

09.15

 

SESSION I: PANDEMICS AND MACRO-FINANCIAL IMPACTS

https://www.epicx-lab.com/vittoria-colizza.html

Invited Talk: TBA
Vittoria Colizza, French National Institute for Health and Medical Research, Paris

Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19 
Roberto Savona, University of Brescia (join with Davide Bazzana and Michele Colturato)

Credit Demand and Financial Constraints in Non-Financial Recessions: Evidence from the COVID-19 Pandemic 
Tor Jacobson, Sveriges Riksbank, Stockholm (join with Niklas Amberg)

11.00

 

COFFEE BREAK

11.30

 

SESSION II: REGULATORY REQUIREMENT AND LONG RUN RISKS

Credit Allocation and Macroeconomic Fluctuations 
Karsten Müller, Princeton University (join with Emil Verner)

Climate Change Regulatory Risks and Bank Lending 
Eleonora Sfrappini, IWH - Halle Institute for Economic Research (join with Isabella Mueller)

Required Capital for Long Run Risks 
Alain Monfort, CREST (join with Christian Gouriéroux and Jean-Paul Renne)

13.00

 

LUNCH

14.30

 

SESSION III: ESG (EIBURS Project ESG-Credit.eu)

https://mitsloan.mit.edu/faculty/directory/roberto-rigobon

Invited Talk: Silencing the Noise: ESG Confusion and Stock Returns
Roberto Rigobon, MIT Sloan School of Management

The Salience of ESG Ratings: Evidence from Possible Investor Confusion
Loriana Pelizzon, Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt, Ca' Foscari University of Venice & CEPR (join with Aleksandra Rzeznik and Kathleen Weiss Hanley)

Green Sentiment, Stock Returns, and Corporate Behavior
Stefano Ramelli, University of Zurich (join with Marie Brìere)

16.15

 

COFFEE BREAK and POSTER SESSION

17.15

 

SESSION IV: COMPOUNDING RISKS (WORLD BANK JOINT PROJECT)

TBA
Nicola Ann Ranger, World Bank & Oxford University

Assessing the Macrofinancial Impacts of Compouding COVID-19 and Climate Risks 
Irene Monasterolo, Vienna University of Economics and Business & Boston University

20.00

 

SOCIAL DINNER

September 24th

 

Friday

09.15

 

SESSION V: FINANCE AND CLIMATE CHANGE

https://www.stern.nyu.edu/faculty/bio/robert-engle

Invited Talk: Climate Financial Risk: Portfolios and Stress Tests
Robert F. Engle, New York University

Accounting for Finance is Key for Climate Mitigation Pathways 
Stefano Battiston, Ca’ Foscari University of Venice & University of Zurich (join with Irene Monasterolo, Keywan Riahi and Bas J. van Ruijven)

When Do investors Go Green? Evidence from a Time-varying Asset-pricing Model 
Lucia Alessi, European Commission, Joint Research Centre & Università degli Studi di Milano-Bicocca (join with Elisa Ossola and Roberto Panzica)

11.00

 

COFFEE BREAK

11.30

 

PANEL SESSION

13.00

 

LUNCH

14.30

 

SESSION VII: DISASTER RISK

Impacts of Extreme Weather Events on Mortgage Risks and Their Evolution under Climate Change: the Case of Florida 
Luca Zanin, Prometeia, Bologna (join with Raffaella Calabrese, Timothy Dombrowski, Antoine Mandel and R. Kelley Pace)

Housing and Mortgage Markets with Climate-Change Risk: Evidence from Wildfires in California 
Richard Stanton, Haas School of Business, U.C. Berkeley (join with Paulo Issler, Carles Vergara-Alert and Nancy Wallace)

Floods and Firms: Vulnerabilities and Resilience to Natural Disasters in Europe 
Gábor Kátay, European Commission (join with Serena Fatica and Michela Rancan)

16.00

 

COFFEE BREAK and POSTER SESSION

17.00

 

SESSION VIII: INVESTMENT FUNDS AND SUSTAINABILITY

Sustainability or Performance? Ratings and Fund Managers’ Incentives
Nickolay Gantchev, University of Warwick,CEPR, & ECGI (join with Mariassunta Giannetti and Rachel Li)

Measuring the Lifecycle Relative Carbon Footprint and Carbon Intensity of European Sustainable Investment Funds by Means of Environmentally Extended Input-Output Models 
Ioana-Stefania Popescu, Luxembourg Institute of Science and Technology & University of Luxembourg (join with Thomas Gibon, Claudia Hitaj, Mirco Rubin and Enrico Benetto)

18.00

 

CLOSING REMARKS AND END OF THE CONFERENCE