[Maths/CMS Seminars RSS feed] Maths/CMS Seminars

Monday September 22 11:30

Systemic Risk, Macroprudential Supervision and Regulation
Hartmann, P (European Central Bank)
Isaac Newton Institute Seminar Series

Monday September 22 14:00

China's Shadow Banking, Local Government Debt, and Financial Systemic Risk
Zhou, H (PBC School of Finance, Tsinghua University)
Isaac Newton Institute Seminar Series

Monday September 22 15:30

Bank Credit Risk Networks: Evidence from the Eurozone Crisis
Brownlees, C (Universitat Pompeu Fabra)
Isaac Newton Institute Seminar Series

Monday September 22 16:30

Filling in the Blanks: Network Structure and Interbank Contagion
von Peter, G (Bank for International Settlements)
Isaac Newton Institute Seminar Series

Tuesday September 23 09:00

Systemic risk in derivatives markets: a pilot study using CDS data
Vause, N (Bank of England)
Isaac Newton Institute Seminar Series

Tuesday September 23 10:00

Systemic Risk and Centralized Clearing of OTC Derivatives: A Network Approach
Borovkova, S (Vrije Universiteit Amsterdam)
Isaac Newton Institute Seminar Series

Tuesday September 23 11:30

Margining with Multiple Central Counterparties
Moallemi, C (Columbia University)
Isaac Newton Institute Seminar Series

Tuesday September 23 14:00

Market diversity under Central Clearing
Capponi, A (Columbia University)
Isaac Newton Institute Seminar Series

Tuesday September 23 15:30

Capital Adequacy, Pro-cyclicality and Systemic Risk
Douady, R (CNRS (Centre national de la recherche scientifique))
Isaac Newton Institute Seminar Series