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Seminars (SYRW02)

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Event When Speaker Title Presentation Material
SYRW02 22nd September 2014
11:30 to 12:15
P Hartmann Systemic Risk, Macroprudential Supervision and Regulation
SYRW02 22nd September 2014
14:00 to 14:45
When Micro Prudence increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification
SYRW02 22nd September 2014
15:30 to 16:15
C Brownlees Bank Credit Risk Networks: Evidence from the Eurozone Crisis
SYRW02 22nd September 2014
16:30 to 17:15
Filling in the Blanks: Network Structure and Interbank Contagion
SYRW02 23rd September 2014
09:00 to 09:45
Systemic risk in derivatives markets: a pilot study using CDS data
SYRW02 23rd September 2014
10:00 to 10:45
Systemic Risk and Centralized Clearing of OTC Derivatives: A Network Approach
SYRW02 23rd September 2014
11:30 to 12:15
Margining with Multiple Central Counterparties
SYRW02 23rd September 2014
14:00 to 14:45
Market diversity under Central Clearing
SYRW02 23rd September 2014
15:30 to 16:15
Capital Adequacy, Pro-cyclicality and Systemic Risk
SYRW02 23rd September 2014
16:30 to 17:15
Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence
SYRW02 24th September 2014
09:00 to 09:45
K Yuan Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
SYRW02 24th September 2014
10:00 to 10:45
The Euro interbank repo market
SYRW02 24th September 2014
11:30 to 12:15
J-C Heam Funding liquidity from a regulatory perspective
SYRW02 24th September 2014
14:00 to 14:45
Liquidity spillovers in the German banking system
SYRW02 24th September 2014
15:30 to 16:15
T Ota Measuring Systemic Illiquidity and Optimal Policy Options: A Dynamic Approach
SYRW02 24th September 2014
16:30 to 17:15
Quantifying contagion in funding markets: An application to stress-testing
SYRW02 25th September 2014
09:00 to 09:45
Vulnerable Banks
SYRW02 25th September 2014
10:00 to 10:45
Fire sales, endogenous risk and price-mediated contagion
SYRW02 25th September 2014
11:30 to 12:15
Networks of Common Asset Holdings: Aggregation and Measures of Vulnerability
SYRW02 25th September 2014
14:00 to 14:45
System-wide risk and systemic importance: an incomplete review of metrics and data
SYRW02 25th September 2014
15:30 to 17:00
Monitoring systemic risk: indicators and data requirements
SYRW02 26th September 2014
09:00 to 09:45
Measuring and allocating systemic risk
SYRW02 26th September 2014
10:00 to 10:45
Conditional Quantiles and Tail Dependence
SYRW02 26th September 2014
11:30 to 12:15
R Engle The Prospects for Global Financial Stability
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons