Videos

Start date cannot be after end date.
While Stability Lasts: A Stochastic Model of Stablecoins Thumbnail

While Stability Lasts: A Stochastic Model of Stablecoins

Presenter
  • Andreea Minca
April 6, 2022
IMSI
Decentralized Clearing through Blockchain Thumbnail

Decentralized Clearing through Blockchain

Presenter
  • Zachary Feinstein
April 6, 2022
IMSI
Assessing the Safety of Central Counterparties Thumbnail

Assessing the Safety of Central Counterparties

Presenter
  • Mark Paddrik
April 6, 2022
IMSI
Firms, Failures, and Fluctuations: Macroeconomics of Supply Chain Disruptions Thumbnail

Firms, Failures, and Fluctuations: Macroeconomics of Supply Chain Disruptions

Presenter
  • Alireza Tahbaz-Salehi
April 6, 2022
IMSI

Endogenizing Network Topology in Systemic Risk Models

Presenter
  • John Birge
April 5, 2022
IMSI
Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks Thumbnail

Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks

Presenter
  • Agathe Pernoud
April 5, 2022
IMSI
Liquidity Transformation and Systemic Risk of Mutual Funds Thumbnail

Liquidity Transformation and Systemic Risk of Mutual Funds

Presenter
  • Agostino Capponi
April 5, 2022
IMSI
Curing Treasury Market Dysfunction under Stress Thumbnail

Curing Treasury Market Dysfunction under Stress

Presenter
  • Darrell Duffie
April 4, 2022
IMSI
Climate risk analysis for financial stability assessment Thumbnail

Climate risk analysis for financial stability assessment

Presenter
  • Tobias Adrian
April 4, 2022
IMSI
Systemic risk: from network theory to machine learning Thumbnail

Systemic risk: from network theory to machine learning

Presenter
  • Paolo Barucca
April 4, 2022
IMSI
Market fragmentation and strategic avoidance of price impact Thumbnail

Market fragmentation and strategic avoidance of price impact

Presenter
  • Darrell Duffie
April 1, 2022
IMSI
Optimal brokerage contracts in Almgren-Chriss model Thumbnail

Optimal brokerage contracts in Almgren-Chriss model

Presenter
  • Sergey Nadotchiy
April 1, 2022
IMSI