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Next Week's Seminars

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Event Day Time Speaker Title
SYRW01 Tuesday 26th 09:00 to 09:30 A Lehar Why are Banks Highly Interconnected?
SYRW01 Tuesday 26th 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 Tuesday 26th 11:00 to 11:30 G Halaj Emergence of the EU Corporate Lending Network
SYRW01 Tuesday 26th 11:45 to 12:15 JD Farmer Dynamics of the Leverage Cycle
UMC Tuesday 26th 14:00 to 15:00 V de Lorenzo Catalytic origami: Genetic tools and strategies for assembling 3D bacterial consortia
SYRW01 Tuesday 26th 14:30 to 15:00 N Boyarchenko Intermediary Leverage Cycles and Financial Stability
SYRW01 Tuesday 26th 15:15 to 15:45 SR Kapadia Financial Networks, Systemic Risk and Macroprudential Policy
SYRW01 Tuesday 26th 16:15 to 16:45 E Carletti Government Guarantees and Financial Stability
SYRW01 Wednesday 27th 09:00 to 09:30 M Farboodi Intermediation and Voluntary Exposure to Counterparty Risk
SYRW01 Wednesday 27th 09:45 to 10:15 TR Hurd Random Financial Networks and Locally Treelike Independence
SYRW01 Wednesday 27th 11:00 to 11:30 I van Lelyveld Motifs in International Banking Networks
SYRW01 Wednesday 27th 11:45 to 12:15 S Battiston Market Procyclicality and Systemic Risk
SYRW01 Wednesday 27th 14:30 to 15:00 A Tahbaz-Salehi Intermediation and Systemic Risk in the Repo Market
SYRW01 Wednesday 27th 15:30 to 17:00 D Murphy & G Handjinicolaou & D McLaughlin & A (TBC) Lipton Central Clearing of OTC derivatives
SYRW01 Thursday 28th 09:00 to 09:30 D Filipovic Model Uncertainty and Scenario Aggregation
SYRW01 Thursday 28th 09:45 to 10:15 P Gottardi Risk-Sharing and Contagion in Networks
SYRW01 Thursday 28th 11:00 to 11:30 TM Eisenbach Fire-Sale Spillovers and Systemic Risk
SYRW01 Thursday 28th 11:45 to 12:15 N Chen Modeling Financial Systemic Risk- the Network Effect and the Market Liquidity Effect
UMC Thursday 28th 14:00 to 15:00 B Waclaw TBA
SYRW01 Thursday 28th 14:30 to 15:00 M Gofman Efficiency and Stability of a Financial Architecture with Too-Interconnected-to-Fail Institutions
SYRW01 Thursday 28th 15:15 to 15:45 RM Bookstaber An Agent-Based Model for Financial Vulnerability
SYRW01 Thursday 28th 16:15 to 16:45 S Weber Leibniz Universität Hannover
SYRW01 Friday 29th 09:00 to 09:30 M Elliott Financial Networks and Contagion
SYRW01 Friday 29th 09:45 to 10:15 H Amini Systemic Risk with Central Counterparty Clearing
SYRW01 Friday 29th 11:00 to 11:30 C-P Georg A Network View on Interbank Liquidity
SYRW01 Friday 29th 11:45 to 12:15 A Minca Control of interbank contagion under partial information
SYRW01 Friday 29th 13:30 to 14:00 P Young How Likely is Contagion in Financial Networks?
SYRW01 Friday 29th 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