15TH MITSUI LIFE SYMPOSIUM ON GLOBAL FINANCIAL MARKETS

"Credit Risk: Implications for the Macroeconomy and Financial Markets"

at the
Stephen M. Ross School of Business,
University of Michigan
Ann Arbor, MI

May 29-31, 2008

Panel discussion moderated by Haitao Li, Ross School of Business:

• "Now Wall Street has to work hard to get us the yield we need! :
Some things that will blow up soon,” by Daniel Bergstresser, Harvard University
(formerly with Barclays Global Investors, London )
• “The impact of the liquidity crunch on quant investing,” by Pierre Collin-Dufresne, Goldman Sachs (formerly with University of California Berkeley)
• "Subprime: Causes, Impacts, and Implications," by Hui Ou-yang, Lehman Brothers, Asia Pacific (formerly with Duke University)
 

Keynote address: Douglas T. Breeden is the William T. Priest Professor of Finance and former Dean (2001-2007) of Duke University’s Fuqua School of Business. He has served on faculties at the University of Chicago, Stanford, North Carolina and Duke. Professor Breeden has published well-cited research on consumption and intertemporal asset pricing, as well as on mortgage securities and hedging.  He holds a Ph.D. in Finance from Stanford and a B.S. from M.I.T. He serves as a member of MIT Corporation’s Visiting Committee for the Sloan School of Management and as a member of Stanford’s Graduate School of Business Advisory Council.
                                                                         
Breeden is the Founding Editor and was Editor for 10 years of The Journal of Fixed Income and was elected to the Board of Directors of the American Finance Association. He has served as Associate Editor of The Journal of Finance, The Review of Financial Studies, The Journal of Financial and Quantitative Analysis, The Journal of Financial Economics and The Journal of Money, Credit and Banking. 

Questions about the symposium can be addressed to: buchanan@umich.edu