2017 Federal Reserve Stress Testing Research Conference 
The Federal Reserve invites researchers to submit academic research papers to be considered for presentation at a conference on the topic of stress testing. The conference will provide a forum for researchers and Federal Reserve staff to discuss important topics, methodologies, and challenges regarding stress testing for large financial institutions and the financial system.
Agenda
Refreshments and Opening Remarks
Lisa Ryu, Associate Director of S&R, Federal Reserve Board
Design of Macroprudential Stress Tests
Dmitry Orlov (Rochester Simon)
Pavel Zryumov (Penn Wharton)
Andrzej Skrzypacz (Stanford GSB)
Yaron Leitner (FRB Philadelphia)
Break / Refreshments
Contagion in the CDS Market
Mark Paddrik (OFR)
Sriram Rajan (OFR)
H. Peyton Young (OFR)
Emil Siriwardane (Harvard HBS)
The Decline of Solvency Contagion Risk
Marco Bardoscia (BoE)
Paolo Barucca (University of Zurich)
Adam Brinley Codd (BoE)
John Hill (BoE)
Camelia Minoiu (IMF)
Lunch
Stephen G Cecchetti (Brandeis International Business School)
Do Stress Tests Matter?
Oana-Maria Georgescu (ECB)
Marco Gross (ECB)
Daniel Kapp (ECB)
Christoffer Kok (ECB)
Anna Kovner (FRB New York)
Vintage Effects in Loan Default Models
Andrew Haughwout (FRBNY)
Joseph Tracy (FRBNY)
Wilbert van der Klaauw (FRBNY)
Christopher J. Palmer (MIT Sloan)
Break / Refreshments
Lending Implications of US Bank Stress Tests: Costs or Benefits?
Viral Acharya (Reserve Bank of India)
Allen Berger (University of South Carolina)
Raluca Roman (FRB Kansas City)
Philip Strahan (Boston College)
Structural Stress Tests
Dean Corbae (Wisconsin)
Pablo D'Erasmo (FRB Philadelphia)
Sigurd Galaasen (Norges Bank)
Alfonso Irarrazabal (BI Norwegian Business School)
Thomas Siemsen (Ludwid‐Maximilians University Munich)
Gregor Matvos (UT Austin)