Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches

Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches's image
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.

Showing results 1-20 of 108    < Prev    1 2 3 4 5 6    Next >
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Media items

A kinetic theory view of mean field games and applications to economics

   204 views

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

   267 views

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

   376 views

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

   276 views

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

   326 views

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

   240 views

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

   321 views

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

   348 views

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

   280 views

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

   366 views

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

   292 views

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

   197 views

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


Conditional Quantiles and Tail Dependence

   273 views

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

   228 views

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

   210 views

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


Dynamics of the Leverage Cycle

   245 views

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


Emergence of the EU Corporate Lending Network

   208 views

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


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