Videos

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Systemic Risk: Diffusion Models and Stochastic Games (Part 1) Thumbnail

Systemic Risk: Diffusion Models and Stochastic Games (Part 1)

Presenter
  • Jean-Pierre Fouque
March 10, 2015
IPAM
Mean Field Game of Mutual Holding and systemic risk Thumbnail

Mean Field Game of Mutual Holding and systemic risk

Presenter
  • Nizar Touzi
March 28, 2022
IMSI
The supercooled Stefan problem with noise: blow-ups and systemic risk Thumbnail

The supercooled Stefan problem with noise: blow-ups and systemic risk

Presenter
  • Andreas Søjmark
June 27, 2023
IMSI

Particles interacting through their hitting times: neuron firing, supercooling, and systemic risk

Presenter
  • Mykhaylo Shkolnikov
May 10, 2018
ICERM
Singular and smoothed models for systemic risk with endogenous contagion Thumbnail

Singular and smoothed models for systemic risk with endogenous contagion

Presenter
  • Christoph Reisinger
June 27, 2023
IMSI
A Network Model for Financial Systemic Risk Thumbnail

A Network Model for Financial Systemic Risk

Presenter
  • David Yao
May 15, 2018
IMA
Systemic Risk in the Repo Market Thumbnail

Systemic Risk in the Repo Market

Presenter
  • Alexander Shkolnik
March 25, 2015
IPAM
Implied systemic risk index Thumbnail

Implied systemic risk index

Presenter
  • Carole Bernard
March 27, 2015
IPAM
GDRR Opening Workshop: Network Connectivity and Implications for Systemic Risk, George Michailidis Thumbnail

GDRR Opening Workshop: Network Connectivity and Implications for Systemic Risk, George Michailidis

August 6, 2019
SAMSI
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem Thumbnail

Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem

Presenter
  • Christa Cuchiero
May 25, 2022
IMSI
Some stories about Brownian interacting systems with absorption Thumbnail

Some stories about Brownian interacting systems with absorption

Presenter
  • Wenpin Tang
May 24, 2022
IMSI
Contagion! The Spread of Systemic Risk in Financial Networks Thumbnail

Contagion! The Spread of Systemic Risk in Financial Networks

Presenter
  • Tom Hurd
March 23, 2015
IPAM