Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches: Recent Episodes

Cambridge University

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

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Pin, P (Università degli Studi di Siena) Wednesday 10 December 2014, 14:00-15:00

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Schaanning, E (Imperial College London) Tuesday 16 December 2014, 11:30-12:15

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M Dempster (University of Cambridge) Wednesday 10th December 2014 - 10:00 to 11:00

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Kirilenko, A (Massachusetts Institute of Technology) Thursday 18 December 2014, 16:30-17:15

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Milne, A (Loughborough University) Friday 19 December 2014, 09:00-09:45

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Cont, R; Clerc, L; Vickers, J; Kapadia, S (Panel Discussion) Wednesday 17 December 2014, 15:30-17:00

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Hellwig, M (Max-Planck-Institut für Gemeinschaftsgüter) Wednesday 17 December 2014, 11:30-12:15

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Acharya, V (New York University) Thursday 18 December 2014, 14:00-14:45

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Sowers, R (University of Illinois at Urbana-Champaign) Thursday 18 December 2014, 15:30-16:15

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Clerc, L (Banque de France) Wednesday 17 December 2014, 09:00-09:45

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Morris, S (Princeton University) Thursday 18 December 2014, 09:00-09:45

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Ghamami, S (FRB - UC Berkeley) Thursday 18 December 2014, 11:30-12:15

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Feinstein, Z (Washington University in St. Louis) Friday 19 December 2014, 11:30-12:15

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Sannikov, Y (Princeton University) Wednesday 17 December 2014, 10:00-10:45

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Adrian, T; Dybvig, P; Hellwig, M; Tsomocos, D (Panel Discussion) Tuesday 16 December 2014, 14:00-15:00

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Luck, S (Universität Bonn/Max-Planck-Institut für Gemeinschaftsgüter) Tuesday 16 December 2014, 16:15-17:00

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Iori, G (City University, London) Tuesday 16 December 2014, 15:30-16:15

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Malherbe, F (London Business School) Tuesday 16 December 2014, 10:00-10:45

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Kashyap, A (University of Chicago) Tuesday 16 December 2014, 09:00-09:45

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Meller, B (Deutsche Bundesbank) Friday 19 December 2014, 10:00-10:45

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Faia, E (Goethe-Universität Frankfurt) Monday 15 December 2014, 16:00-16:45

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Klimenko, N (Universität Zürich) Monday 15 December 2014, 14:30-15:15

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Adrian, T (Federal Reserve Bank of New York) Monday 15 December 2014, 09:30-10:15

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Marsili, M (Abdus Salam International Centre for Theoretical Physics) Monday 15 December 2014, 13:30-14:15

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Summer, M (Oesterreichische Nationalbank) Monday 15 December 2014, 11:00-11:45

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McNeil, A (Heriot-Watt University) Tuesday 09 December 2014, 14:00-15:00

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Foellmer, H (Humboldt-Universität zu Berlin) Tuesday 09 December 2014, 16:00-17:00

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Dybvig, PH (Washington University in St. Louis) Tuesday 09 December 2014, 11:00-12:00

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Foellmer, H (Humboldt-Universität zu Berlin) Tuesday 02 December 2014, 15:00-16:00

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Pin, P (Università degli Studi di Siena) Wednesday 03 December 2014, 14:00-15:00

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Foellmer, H (Humboldt-Universität zu Berlin) Wednesday 03 December 2014, 11:00-12:00

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McNeil, A (Heriot-Watt University) Wednesday 26 November 2014, 11:00-12:00

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McNeil, A (Heriot-Watt University) Wednesday 26 November 2014, 14:00-15:00

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Dybvig, PH (Washington University in St. Louis) Tuesday 18 November 2014, 11:00-12:00

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May, R (University of Oxford) Monday 24 November 2014, 16:00-17:00

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Weber, S (Leibniz Universität Hannover) Thursday 06 November 2014, 10:00-11:00

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Weber, S (Leibniz Universität Hannover) Wednesday 05 November 2014, 10:00-11:00

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Weber, S (Leibniz Universität Hannover) Wednesday 05 November 2014, 14:00-15:00

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Goyal, S (University of Cambridge) Monday 03 November 2014, 14:00-15:00

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Vega-Redondo, F (Bocconi University) Tuesday 04 November 2014, 15:00-16:00

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Aymanns, C (University of Oxford) Wednesday 05 November 2014, 15:00-16:00

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Goyal, S (University of Cambridge) Tuesday 04 November 2014, 14:00-15:00

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Vega-Redondo, F (Bocconi University) Monday 03 November 2014, 10:00-11:00

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Meliot, P (Université Paris-Sud) Wednesday 29 October 2014, 14:00-15:30

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Meliot, P (Université Paris-Sud) Wednesday 29 October 2014, 11:00-12:30

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Rochet, J-C (Universität Zürich) Thursday 23 October 2014, 11:00-12:00

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Mark Pitman (MRC) Thursday 23 October 2014, 10:30-10:40

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Kyle, P (University of Maryland) Wednesday 22 October 2014, 16:00-17:00

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Rochet, J-C (Universität Zürich) Wednesday 22 October 2014, 14:00-15:00

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Rochet, J-C (Universität Zürich) Wednesday 22 October 2014, 10:30-11:30

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Borovkova, S (Vrije Universiteit Amsterdam) Wednesday 15 October 2014, 15:00-16:00

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Chong, C (Technische Universität München) Wednesday 15 October 2014, 14:00-15:00

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Lasry, JM (Université Paris-Dauphine) Wednesday 08 October 2014, 14:00-15:30

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Lasry, JM (Université Paris-Dauphine) Wednesday 08 October 2014, 09:00-10:30

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Carmona, R (Princeton University) Wednesday 08 October 2014, 17:15-17:45

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Cont, R (Imperial College London) Wednesday 08 October 2014, 11:45-12:15

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Carrillo, J (Imperial College London) Wednesday 08 October 2014, 16:30-17:00

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Wolfram, M-T (Austrian Academy of Sciences) Wednesday 08 October 2014, 16:00-16:30

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Degond, P (Imperial College London) Wednesday 08 October 2014, 11:00-11:30

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Horst, U (Humboldt-Universität zu Berlin) Wednesday 01 October 2014, 14:00-15:30

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Horst, U (Humboldt-Universität zu Berlin) Wednesday 01 October 2014, 10:30-12:00

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Tarashev, N (Bank for International Settlements) Thursday 25 September 2014, 14:00-14:45

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Engle, R (New York University) Friday 26 September 2014, 11:30-12:15

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Bernard, C (University of Waterloo) Friday 26 September 2014, 10:00-10:45

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Cont, R (Imperial College London/CNRS) Thursday 25 September 2014, 10:00-10:45

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Clerc, L; Engle, R; Summer, M (Panel Session) Thursday 25 September 2014, 15:30-17:00

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Cheridito, P (Princeton University) Friday 26 September 2014, 09:00-09:45

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Minca, A (Cornell University) Thursday 25 September 2014, 11:30-12:15

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Landier, A (Université de Toulouse) Thursday 25 September 2014, 09:00-09:45

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Hartmann, P (European Central Bank) Monday 22 September 2014, 11:30-12:15

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Mancini, L (EPFL) Wednesday 24 September 2014, 10:00-10:45

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Douady, R (Labex ReFi) Tuesday 23 September 2014, 15:30-16:15

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Borovkova, S (Vrije Universiteit Amsterdam) Tuesday 23 September 2014, 10:00-10:45

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Yuan, K (London School of Economics) Wednesday 24 September 2014, 09:00-09:45

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Capponi, A (Columbia University) Tuesday 23 September 2014, 14:00-14:45

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von Peter, G (Bank for International Settlements) Monday 22 September 2014, 16:30-17:15

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Lillo, F (Scuola Normale Superiore, Pisa) Monday 22 September 2014, 14:00-14:45

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Vause, N (Bank of England) Tuesday 23 September 2014, 09:00-09:45

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Anand, K (Bank of Canada) Wednesday 24 September 2014, 16:30-17:15

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Brownlees, C (Universitat Pompeu Fabra) Monday 22 September 2014, 15:30-16:15

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Dempster, M (University of Cambridge & Cambridge Systems Associates Ltd) Wednesday 17 September 2014, 14:00-15:00

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Kley, O (Technische Universität München) Wednesday 10 September 2014, 11:00-12:00

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Duffie, D (Stanford University) Tuesday 09 September 2014, 14:00-15:30

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Young, P (University of Oxford) Friday 29 August 2014, 13:30-14:00

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Minca, A (Cornell University) Friday 29 August 2014, 11:45-12:15

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Elliott, M (CALTECH (California Institute of Technology)) Friday 29 August 2014, 09:00-09:30

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Amini, H (EPFL - Ecole Polytechnique Fédérale de Lausanne) Friday 29 August 2014, 09:45-10:15

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Bookstaber, RM (Office of Financial Research at U.S. Department of Treasury) Thursday 28 August 2014, 15:15-15:45

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Weber, S (Leibniz Universität Hannover) Thursday 28 August 2014, 16:15-16:45

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Gofman, M (University of Wisconsin-Madison) Thursday 28 August 2014, 14:30-15:00

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Eisenbach, TM (Federal Reserve Bank of New York) Thursday 28 August 2014, 11:00-11:30

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Chen, N (Chinese University of Hong Kong) Thursday 28 August 2014, 11:45-12:15

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Gottardi, P (European University Institute) Thursday 28 August 2014, 09:45-10:15

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Filipovic, D (EPFL - Ecole Polytechnique Fédérale de Lausanne) Thursday 28 August 2014, 09:00-09:30

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Tahbaz-Salehi, A (Columbia University) Wednesday 27 August 2014, 14:30-15:00

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Battiston, S (Universität Zürich) Wednesday 27 August 2014, 11:45-12:15

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van Lelyveld, I (BIS) Wednesday 27 August 2014, 11:00-11:30

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Hurd, TR (McMaster University) Wednesday 27 August 2014, 09:45-10:15

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Carletti, E (Università Bocconi) Tuesday 26 August 2014, 16:15-16:45

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Farboodi, M (Princeton University) Wednesday 27 August 2014, 09:00-09:30

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Boyarchenko, N (Federal Reserve Bank of New York) Tuesday 26 August 2014, 14:30-15:00

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Halaj, G (European Central Bank) Tuesday 26 August 2014, 11:00-11:30

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Farmer, JD (University of Oxford) Tuesday 26 August 2014, 11:45-12:15

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Lehar, A (University of Calgary) Tuesday 26 August 2014, 09:00-09:30

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van der Leij, M (Universiteit van Amsterdam) Tuesday 26 August 2014, 09:45-10:15

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Kluppelberg, C (Technische Universität München) Friday 22 August 2014, 11:30-12:15

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van der Leij, M (Universiteit van Amsterdam) Friday 22 August 2014, 10:00-10:45

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Vuillemey, G (Sciences-Po) Friday 22 August 2014, 09:00-09:45