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Next Week's Seminars

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Event Day Time Speaker Title
SYRW02 Monday 22nd 11:30 to 12:15 P Hartmann Systemic Risk, Macroprudential Supervision and Regulation
SYRW02 Monday 22nd 14:00 to 14:45 H Zhou China's Shadow Banking, Local Government Debt, and Financial Systemic Risk
SYRW02 Monday 22nd 15:30 to 16:15 C Brownlees Bank Credit Risk Networks: Evidence from the Eurozone Crisis
SYRW02 Monday 22nd 16:30 to 17:15 G von Peter Filling in the Blanks: Network Structure and Interbank Contagion
SYRW02 Tuesday 23rd 09:00 to 09:45 N Vause Systemic risk in derivatives markets: a pilot study using CDS data
SYRW02 Tuesday 23rd 10:00 to 10:45 S Borovkova Systemic Risk and Centralized Clearing of OTC Derivatives: A Network Approach
SYRW02 Tuesday 23rd 11:30 to 12:15 C Moallemi Margining with Multiple Central Counterparties
SYRW02 Tuesday 23rd 14:00 to 14:45 A Capponi Market diversity under Central Clearing
SYRW02 Tuesday 23rd 15:30 to 16:15 R Douady Capital Adequacy, Pro-cyclicality and Systemic Risk
SYRW02 Tuesday 23rd 16:30 to 17:15 T Andersen Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence
SYRW02 Wednesday 24th 09:00 to 09:45 K Yuan Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
SYRW02 Wednesday 24th 10:00 to 10:45 L Mancini The Euro interbank repo market
SYRW02 Wednesday 24th 11:30 to 12:15 J-C Heam Funding liquidity from a regulatory perspective
SYRW02 Wednesday 24th 14:00 to 14:45 C Roling Liquidity spillovers in the German banking system
SYRW02 Wednesday 24th 15:30 to 16:15 T Ota Measuring Systemic Illiquidity and Optimal Policy Options: A Dynamic Approach
SYRW02 Wednesday 24th 16:30 to 17:15 K Anand Quantifying contagion in funding markets: An application to stress-testing
SYRW02 Thursday 25th 09:00 to 09:45 A Landier Vulnerable Banks
SYRW02 Thursday 25th 10:00 to 10:45 R Cont Endogenous risk and price-mediated contagion
SYRW02 Thursday 25th 11:30 to 12:15 A Minca Networks of Common Asset Holdings: Aggregation and Measures of Vulnerability
SYRW02 Thursday 25th 14:00 to 14:45 N Tarashev System-wide risk and systemic importance: an incomplete review of metrics and data
SYRW02 Thursday 25th 15:30 to 17:00 L Clerc & R Engle & M Summer Monitoring systemic risk: indicators and data requirements
SYRW02 Friday 26th 09:00 to 09:45 P Cheridito Measuring and allocating systemic risk
SYRW02 Friday 26th 10:00 to 10:45 C Bernard Conditional Quantiles and Tail Dependence
SYRW02 Friday 26th 11:30 to 12:15 R Engle The Prospects for Global Financial Stability
University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons