# Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches

Created: | 2014-08-20 12:45 |
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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