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Seminars (SYRW01)

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Date Time Speaker Title Presentation Material
26th August 2014 09:00 to 09:30 A Lehar Why are Banks Highly Interconnected?
26th August 2014 09:45 to 10:15 M van der Leij Liquidity hoarding in the interbank market: Evidence from Mexican interbank overnight loan and repo transactions
26th August 2014 11:00 to 11:30 G Halaj Emergence of the EU Corporate Lending Network
26th August 2014 11:45 to 12:15 JD Farmer Dynamics of the Leverage Cycle
26th August 2014 14:30 to 15:00 N Boyarchenko Intermediary Leverage Cycles and Financial Stability
26th August 2014 15:15 to 15:45 SR Kapadia Financial Networks, Systemic Risk and Macroprudential Policy
26th August 2014 16:15 to 16:45 E Carletti Government Guarantees and Financial Stability
27th August 2014 09:00 to 09:30 M Farboodi Intermediation and Voluntary Exposure to Counterparty Risk
27th August 2014 09:45 to 10:15 TR Hurd Random Financial Networks and Locally Treelike Independence
27th August 2014 11:00 to 11:30 I van Lelyveld Motifs in International Banking Networks
27th August 2014 11:45 to 12:15 S Battiston Market Procyclicality and Systemic Risk
27th August 2014 14:30 to 15:00 A Tahbaz-Salehi Intermediation and Systemic Risk in the Repo Market
27th August 2014 15:30 to 17:00 D Murphy & G Handjinicolaou & D McLaughlin & A (TBC) Lipton Central Clearing of OTC derivatives
28th August 2014 09:00 to 09:30 D Filipovic Systemic Risk and Central Counterparty Clearing
28th August 2014 09:45 to 10:15 P Gottardi Risk-Sharing and Contagion in Networks
28th August 2014 11:00 to 11:30 TM Eisenbach Fire-Sale Spillovers and Systemic Risk
28th August 2014 11:45 to 12:15 N Chen Modeling Financial Systemic Risk- the Network Effect and the Market Liquidity Effect
28th August 2014 14:30 to 15:00 M Gofman Efficiency and Stability of a Financial Architecture with Too-Interconnected-to-Fail Institutions
28th August 2014 15:15 to 15:45 RM Bookstaber An Agent-Based Model for Financial Vulnerability
28th August 2014 16:15 to 16:45 S Weber Measures of Systemic Risk
29th August 2014 09:00 to 09:30 M Elliott Financial Networks and Contagion
29th August 2014 09:45 to 10:15 H Amini Default Cascades in Financial Networks
29th August 2014 11:00 to 11:30 C-P Georg A Network View on Interbank Liquidity
29th August 2014 11:45 to 12:15 A Minca Control of interbank contagion under partial information
29th August 2014 13:30 to 14:00 P Young How Likely is Contagion in Financial Networks?
29th August 2014 14:15 to 16:00 R Cont & P Glasserman & F Vega-Redondo Systemic Risk: Models and Mechanisms
University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons