Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
| Created: | 2014-08-20 12:45 |
|---|---|
| Institution: | Isaac Newton Institute for Mathematical Sciences |
| Description: | The recent financial crisis has underlined the importance of financial stability and systemic risk in the financial sector, and the monitoring and regulation of systemic risk has become a major concern for regulators, governments and financial institutions. Insights from the crisis include the importance of interconnectedness among financial institutions and markets, the insufficiency of monitoring the stability of individual financial institutions and the necessity of adopting a system-wide view of stability and risk. Useful insights may also be gained from analogous problems related to the large scale (in)stability of systems with many interconnected components and feedback loops in other disciplines.
Read more at http://www.newton.ac.uk/event/syr |
Media items
This collection contains 108 media items.
Media items
A kinetic theory view of mean field games and applications to economics
Degond, P (Imperial College London)
Wednesday 08 October 2014, 11:00-11:30
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Thu 9 Oct 2014
A Systemic Indicator for the Size of Shadow Banking
Marsili, M (Abdus Salam International Centre for Theoretical Physics)
Monday 15 December 2014, 13:30-14:15
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 19 Dec 2014
An Agent-Based Model for Financial Vulnerability
Bookstaber, RM (Office of Financial Research at U.S. Department of Treasury)
Thursday 28 August 2014, 15:15-15:45
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 29 Aug 2014
An Integrated Model of Systemic Risk in Financial Networks
Weber, S (Leibniz Universität Hannover)
Thursday 06 November 2014, 10:00-11:00
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Wed 12 Nov 2014
Backtesting and Elicitability Of Risk measures
McNeil, A (Heriot-Watt University)
Tuesday 09 December 2014, 14:00-15:00
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 15 Dec 2014
Bank Credit Risk Networks: Evidence from the Eurozone Crisis
Brownlees, C (Universitat Pompeu Fabra)
Monday 22 September 2014, 15:30-16:15
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 26 Sep 2014
Bank Networks: Contagion, Systemic Risk and Prudential Policy
Faia, E (Goethe-Universität Frankfurt)
Monday 15 December 2014, 16:00-16:45
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 19 Dec 2014
Bank Runs, Deposit Insurance, and Liquidity: I
Dybvig, PH (Washington University in St. Louis)
Tuesday 18 November 2014, 11:00-12:00
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 28 Nov 2014
Bank Runs, Deposit Insurance, and Liquidity: II
Dybvig, PH (Washington University in St. Louis)
Tuesday 09 December 2014, 11:00-12:00
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Wed 10 Dec 2014
Bank, Shadow Banking, and Fragility
Luck, S (Universität Bonn/Max-Planck-Institut für Gemeinschaftsgüter)
Tuesday 16 December 2014, 16:15-17:00
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 22 Dec 2014
BSLoss– a comprehensive measure for interconnectedness
Meller, B (Deutsche Bundesbank)
Friday 19 December 2014, 10:00-10:45
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 22 Dec 2014
Capital Adequacy, Pro-cyclicality and Systemic Risk
Douady, R (Labex ReFi)
Tuesday 23 September 2014, 15:30-16:15
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 26 Sep 2014
Capital Regulation in a Macroeconomic Model with Three Layers of Default
Clerc, L (Banque de France)
Wednesday 17 December 2014, 09:00-09:45
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 22 Dec 2014
Conditional Quantiles and Tail Dependence
Bernard, C (University of Waterloo)
Friday 26 September 2014, 10:00-10:45
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 29 Sep 2014
Conflict in social networks
Goyal, S (University of Cambridge)
Monday 03 November 2014, 14:00-15:00
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Wed 12 Nov 2014
Control of interbank contagion under partial information
Minca, A (Cornell University)
Friday 29 August 2014, 11:45-12:15
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 29 Aug 2014
Do U.S. Financial Regulators Listen to the Public? Testing the Regulatory Process with the RegRank algorithm
Kirilenko, A (Massachusetts Institute of Technology)
Thursday 18 December 2014, 16:30-17:15
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 22 Dec 2014
Dynamics of the Leverage Cycle
Farmer, JD (University of Oxford)
Tuesday 26 August 2014, 11:45-12:15
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 26 Aug 2014
Efficiency and Stability of a Financial Architecture with Too-Interconnected-to-Fail Institutions
Gofman, M (University of Wisconsin-Madison)
Thursday 28 August 2014, 14:30-15:00
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 29 Aug 2014
Emergence of the EU Corporate Lending Network
Halaj, G (European Central Bank)
Tuesday 26 August 2014, 11:00-11:30
Collection: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 26 Aug 2014