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Seminars (SYRW01)

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Event When Speaker Title Presentation Material
SYRW01 26th August 2014
09:00 to 09:30
A Lehar Why are Banks Highly Interconnected?
SYRW01 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
SYRW01 26th August 2014
11:00 to 11:30
G Halaj Emergence of the EU Corporate Lending Network
SYRW01 26th August 2014
11:45 to 12:15
JD Farmer Dynamics of the Leverage Cycle
SYRW01 26th August 2014
14:30 to 15:00
N Boyarchenko Intermediary Leverage Cycles and Financial Stability
SYRW01 26th August 2014
15:15 to 15:45
SR Kapadia Financial Networks, Systemic Risk and Macroprudential Policy
SYRW01 26th August 2014
16:15 to 16:45
E Carletti Government Guarantees and Financial Stability
SYRW01 27th August 2014
09:00 to 09:30
M Farboodi Intermediation and Voluntary Exposure to Counterparty Risk
SYRW01 27th August 2014
09:45 to 10:15
TR Hurd Random Financial Networks and Locally Treelike Independence
SYRW01 27th August 2014
11:00 to 11:30
I van Lelyveld Motifs in International Banking Networks
SYRW01 27th August 2014
11:45 to 12:15
S Battiston Market Procyclicality and Systemic Risk
SYRW01 27th August 2014
14:30 to 15:00
A Tahbaz-Salehi Intermediation and Systemic Risk in the Repo Market
SYRW01 27th August 2014
15:30 to 17:00
D Murphy & G Handjinicolaou & D McLaughlin & A (TBC) Lipton Central Clearing of OTC derivatives
SYRW01 28th August 2014
09:00 to 09:30
D Filipovic Systemic Risk and Central Counterparty Clearing
SYRW01 28th August 2014
09:45 to 10:15
P Gottardi Risk-Sharing and Contagion in Networks
SYRW01 28th August 2014
11:00 to 11:30
TM Eisenbach Fire-Sale Spillovers and Systemic Risk
SYRW01 28th August 2014
11:45 to 12:15
N Chen Modeling Financial Systemic Risk- the Network Effect and the Market Liquidity Effect
SYRW01 28th August 2014
14:30 to 15:00
M Gofman Efficiency and Stability of a Financial Architecture with Too-Interconnected-to-Fail Institutions
SYRW01 28th August 2014
15:15 to 15:45
RM Bookstaber An Agent-Based Model for Financial Vulnerability
SYRW01 28th August 2014
16:15 to 16:45
S Weber Measures of Systemic Risk
SYRW01 29th August 2014
09:00 to 09:30
M Elliott Financial Networks and Contagion
SYRW01 29th August 2014
09:45 to 10:15
H Amini Default Cascades in Financial Networks
SYRW01 29th August 2014
11:00 to 11:30
C-P Georg A Network View on Interbank Liquidity
SYRW01 29th August 2014
11:45 to 12:15
A Minca Control of interbank contagion under partial information
SYRW01 29th August 2014
13:30 to 14:00
P Young How Likely is Contagion in Financial Networks?
SYRW01 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 London Mathematical Society NM Rothschild and Sons