skip to content

Seminar Archive

E.g., 2014-10-23
E.g., 2014-10-23
Event Code Date Speaker Seminar Title Presentation Material
SYRW02 26th September 2014 C Bernard Conditional Quantiles and Tail Dependence
SYRW02 26th September 2014 P Cheridito Measuring and allocating systemic risk
SYRW02 25th September 2014 L Clerc & R Engle & M Summer Monitoring systemic risk: indicators and data requirements
SYRW02 25th September 2014 N Tarashev System-wide risk and systemic importance: an incomplete review of metrics and data
UMC 25th September 2014 T Parsons Linking Statistical and Ecological Theory: Hubbell's Unified Neutral Theory of Biodiversity as a hierarchical Dirichlet process
SYRW02 25th September 2014 A Minca Networks of Common Asset Holdings: Aggregation and Measures of Vulnerability
SYRW02 25th September 2014 R Cont Fire sales, endogenous risk and price-mediated contagion
SYRW02 25th September 2014 A Landier Vulnerable Banks
SYRW02 24th September 2014 K Anand Quantifying contagion in funding markets: An application to stress-testing
SYRW02 24th September 2014 T Ota Measuring Systemic Illiquidity and Optimal Policy Options: A Dynamic Approach
SYRW02 24th September 2014 C Roling Liquidity spillovers in the German banking system
SYRW02 24th September 2014 J-C Heam Funding liquidity from a regulatory perspective
SYRW02 24th September 2014 L Mancini The Euro interbank repo market
SYRW02 24th September 2014 K Yuan Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
SYRW02 23rd September 2014 T Andersen Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence
SYRW02 23rd September 2014 R Douady Capital Adequacy, Pro-cyclicality and Systemic Risk
SYRW02 23rd September 2014 A Capponi Market diversity under Central Clearing
SYRW02 23rd September 2014 C Moallemi Margining with Multiple Central Counterparties
SYRW02 23rd September 2014 S Borovkova Systemic Risk and Centralized Clearing of OTC Derivatives: A Network Approach
SYRW02 23rd September 2014 N Vause Systemic risk in derivatives markets: a pilot study using CDS data
SYRW02 22nd September 2014 G von Peter Filling in the Blanks: Network Structure and Interbank Contagion
SYRW02 22nd September 2014 C Brownlees Bank Credit Risk Networks: Evidence from the Eurozone Crisis
SYRW02 22nd September 2014 F Lillo When Micro Prudence increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification
SYRW02 22nd September 2014 P Hartmann Systemic Risk, Macroprudential Supervision and Regulation
19th September 2014 Facilitated Discussion to Address the Future Challenges and Directions Facilitated Discussion to Address the Future Challenges Wrap-up/Closing Remarks
19th September 2014 Breakout Sessions - Exploring Research Areas and Connections:
19th September 2014 B Cockshott Overview of the UK Quantum Technologies Landscape
19th September 2014 R Pinch SOLILOQUY - a Case Study
19th September 2014 D McAuley Cyber Security Challenges for The Internet of Things
19th September 2014 T McCutcheon Cyber Security Challenges for National Security in the Post-Quantum World
19th September 2014 A Moore Creating the Conditions for Fundamental Change in Cryptography Operations
19th September 2014 I Buffey Risks to Facilities and Industrial Control Systems
18th September 2014 Facilitated Discussion Session (on most promising ideas)
UMC 18th September 2014 A Darling Toward resolving the fine scale genetic structure of microbial populations: a metagenomic Hi-C approach
UMC 18th September 2014 A McHardy Gaining Insights into the Uncultured Microbial World by Computational Metagenome Analysis
18th September 2014 Most Promising Areas in Quantum Today Most Promising Areas in Quantum Today - Open Session - 5-10 Minute Pitches
UMC 18th September 2014 J Droege Computational tools for the taxonomic analysis of shotgun metagenome samples
18th September 2014 S Benjamin The Power of Early Quantum Computers: Annealers versus Circuit Based Machines
UMC 18th September 2014 A Sczyrba Metagenome, metatranscriptome and single cell genome sequencing of biogas-producing microbial communities from production-scale biogas plants
18th September 2014 J Vicary State-of-the-Art - Topology of Quantum Algorithms
18th September 2014 C Williams State-of-the-Art Quantum Annealing and its Application to Cryptology
18th September 2014 A Montanaro Mathematical Challenges in Quantum Algorithms - overview talk
18th September 2014 S Severini Capabilities & Limitations of Quantum Computers
18th September 2014 M Collins Post Quantum Cryptography - Widening the Search
18th September 2014 R Pinch Review of May Workshop/Setting the Scene
18th September 2014 J Toland & J Leeks Welcome and Introduction
MTGW03 17th September 2014 MTGW03 workshop
SYR 17th September 2014 M Dempster The true cost of OTC derivatives
University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons