Financial Intermediation Research Society
2025 Conference

May 29-31, 2025

Seoul, South Korea

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Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Please note that all times are shown in the time zone of the conference. The current conference time is: 9th Dec 2025, 03:50:59am KST

Only Sessions at Date / Time

Session Overview

Session

Credit and Interest Rate Risk

Time:

Saturday, 31/May/2025:

2:30pm - 4:15pm

Session Chair: Patrick Augustin, McGill University

Location: Studio 9

Presentations

Excess Co-movement in Default Risk

Jan Ericsson¹, Kristoffer Glover², Alexandre Jeanneret³, Lucie Lu⁴

¹McGill University; ²University of Technology Sydney; ³University of New South Wales; ⁴University of Melbourne

Discussant: Jongsub Lee (Seoul National University)

The Market for Sharing Interest Rate Risk: Quantities and Asset Prices

Umang Khetan¹, Jian Li², Ioana Neamtu³, Ishita Sen⁴

¹University of Iowa; ²Columbia University; ³Bank of England; ⁴Harvard University

Discussant: Karamfil Todorov (Bank for International Settlements)

Bond Funds and Credit Risk

Jaewon Choi¹, Amil Dasgupta², Ji Yeol Jimmy Oh³

¹Seoul National University; ²London School of Economics; ³Sungkyunkwan University

Discussant: Alex Dickerson (University of New South Wales)