Videos

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Liability Concentration and Systemic Losses in Financial Networks: Comparisons via Majorization Thumbnail

Liability Concentration and Systemic Losses in Financial Networks: Comparisons via Majorization

Presenter
  • Agostino ni Cappo
March 25, 2015
IPAM
Static Models of Central Counterparty Risk Thumbnail

Static Models of Central Counterparty Risk

Presenter
  • Samim Ghamami
March 25, 2015
IPAM
Systemic Risk with Central Counterparty Clearing Thumbnail

Systemic Risk with Central Counterparty Clearing

Presenter
  • Damir Filipovic
March 25, 2015
IPAM
Complexity and self-organization in financial markets: evidence from trading networks Thumbnail

Complexity and self-organization in financial markets: evidence from trading networks

Presenter
  • Andrei Kirilenko
March 24, 2015
IPAM
New Data-Driven Approaches to Mortgage Risk Thumbnail

New Data-Driven Approaches to Mortgage Risk

Presenter
  • Justin Sirignano
March 24, 2015
IPAM
Liquidity Policies and Systemic Risk Thumbnail

Liquidity Policies and Systemic Risk

Presenter
  • Nina Boyarchenko
March 24, 2015
IPAM
Financial Intermediation Networks (with Marco Di Maggio) Thumbnail

Financial Intermediation Networks (with Marco Di Maggio)

Presenter
  • Alireza Tahbaz-Salehi
March 24, 2015
IPAM
A unified approach to systemic risk measures via acceptance set Thumbnail

A unified approach to systemic risk measures via acceptance set

Presenter
  • Marco Frittelli
March 24, 2015
IPAM
Contagion and Systematic Risk: an Application to the Survival of Hedge Funds Thumbnail

Contagion and Systematic Risk: an Application to the Survival of Hedge Funds

March 23, 2015
IPAM
Funding liquidity risk modeling: a game theoretic approach Thumbnail

Funding liquidity risk modeling: a game theoretic approach

Presenter
  • Andreea Minca
March 23, 2015
IPAM
Default Cascades in Inhomogeneous Financial Networks Thumbnail

Default Cascades in Inhomogeneous Financial Networks

Presenter
  • Hamed Amini
March 23, 2015
IPAM
Systemic Risk: Beyond the Financial Sector Thumbnail

Systemic Risk: Beyond the Financial Sector

Presenter
  • Edson Bastos
March 23, 2015
IPAM