The INI has a new website!

This is a legacy webpage. Please visit the new site to ensure you are seeing up to date information.

Skip to content

SYR Seminar List

for period 18 Aug to 19 Dec

Friday 22 August
09:00-09:45 Vuillemey, G (Sciences-Po)
  Network structure and central clearing in the CDS market Sem 2
09:45-10:00 Vuillemey, G (Sciences-Po)
  Discussion Sem 2
10:00-10:45 van der Leij, M (Universiteit van Amsterdam)
  The formation of a core periphery structure in heterogeneous financial networks Sem 2
10:45-11:00 van der Leij, M (Universiteit van Amsterdam)
  Discussion Sem 2
11:30-12:15 Kluppelberg, C (Technische Universität München)
  Systemic risk through contagion in a core-periphery structured banking network Sem 2
12:15-12:30 Kluppelberg, C (Technische Universität München)
  Discussion Sem 2
Tuesday 26 August
09:00-09:30 Lehar, A (University of Calgary)
  Why are Banks Highly Interconnected? Sem 1
09:45-10:15 van der Leij, M (Universiteit van Amsterdam)
  Liquidity hoarding in the interbank market: Evidence from Mexican interbank overnight loan and repo transactions Sem 1
11:00-11:30 Halaj, G (European Central Bank)
  Emergence of the EU Corporate Lending Network Sem 1
11:45-12:15 Farmer, JD (University of Oxford)
  Dynamics of the Leverage Cycle Sem 1
14:30-15:00 Boyarchenko, N (Federal Reserve Bank of New York)
  Intermediary Leverage Cycles and Financial Stability Sem 1
15:15-15:45 Kapadia, SR (Bank of England)
  Financial Networks, Systemic Risk and Macroprudential Policy Sem 1
16:15-16:45 Carletti, E (Università Bocconi)
  Government Guarantees and Financial Stability Sem 1
Wednesday 27 August
09:00-09:30 Farboodi, M (Princeton University)
  Intermediation and Voluntary Exposure to Counterparty Risk Sem 1
09:45-10:15 Hurd, TR (McMaster University)
  Random Financial Networks and Locally Treelike Independence Sem 1
11:00-11:30 van Lelyveld, I (BIS)
  Motifs in International Banking Networks Sem 1
11:45-12:15 Battiston, S (Universität Zürich)
  Market Procyclicality and Systemic Risk Sem 1
14:30-15:00 Tahbaz-Salehi, A (Columbia University)
  Intermediation and Systemic Risk in the Repo Market Sem 1
15:30-17:00 Murphy, D; Handjinicolaou, G; McLaughlin, D; (TBC) Lipton , A (Panel Session)
  Central Clearing of OTC derivatives Sem 1
Thursday 28 August
09:00-09:30 Filipovic, D (EPFL - Ecole Polytechnique Fédérale de Lausanne)
  Systemic Risk and Central Counterparty Clearing Sem 1
09:45-10:15 Gottardi, P (European University Institute)
  Risk-Sharing and Contagion in Networks Sem 1
11:00-11:30 Eisenbach, TM (Federal Reserve Bank of New York)
  Fire-Sale Spillovers and Systemic Risk Sem 1
11:45-12:15 Chen, N (Chinese University of Hong Kong)
  Modeling Financial Systemic Risk- the Network Effect and the Market Liquidity Effect Sem 1
14:30-15:00 Gofman, M (University of Wisconsin-Madison)
  Efficiency and Stability of a Financial Architecture with Too-Interconnected-to-Fail Institutions Sem 1
15:15-15:45 Bookstaber, RM (Office of Financial Research at U.S. Department of Treasury)
  An Agent-Based Model for Financial Vulnerability Sem 1
16:15-16:45 Weber, S (Leibniz Universität Hannover)
  Measures of Systemic Risk Sem 1
Friday 29 August
09:00-09:30 Elliott, M (CALTECH (California Institute of Technology))
  Financial Networks and Contagion Sem 1
09:45-10:15 Amini, H (EPFL - Ecole Polytechnique Fédérale de Lausanne)
  Systemic Risk with Central Counterparty Clearing Sem 1
11:00-11:30 Georg, C-P (University of Cape Town)
  A Network View on Interbank Liquidity Sem 1
11:45-12:15 Minca, A (Cornell University)
  Control of interbank contagion under partial information Sem 1
13:30-14:00 Young, P (University of Oxford)
  How Likely is Contagion in Financial Networks? Sem 1
14:15-16:00 Cont, R; Glasserman, P; Vega-Redondo, F (Panel Session)
  Systemic Risk: Models and Mechanisms Sem 1
Tuesday 09 September
10:30-12:00 Duffie, D (Stanford University)
  Over the Counter Markets (1) Sem 1
14:00-15:30 Duffie, D (Stanford University)
  Over the Counter Markets (2) Sem 1
Monday 22 September
11:30-12:15 Zhou, H (Tsinghua University)
  The Systemic Risk of European Banks during the Financial and Sovereign Debt Crises Sem 1
14:00-14:45 Brownlees, C (Universitat Pompeu Fabra)
  Bank Credit Risk Networks: Evidence from the Eurozone Crisis Sem 1
15:30-16:15 von Peter, G (Bank for International Settlements)
  Filling in the Blanks: Network Structure and Interbank Contagion Sem 1
16:30-17:15 Faia, E (Goethe-Universität Frankfurt)
  tba Sem 1
Tuesday 23 September
09:00-09:45 Vause, N (Bank of England)
  Systemic risk in derivatives markets: a pilot study using CDS data Sem 1
10:00-10:45 Borovkova, S (Vrije Universiteit Amsterdam)
  Systemic Risk and Centralized Clearing of OTC Derivatives: A Network Approach Sem 1
11:30-12:15 Moallemi, C (Columbia University)
  Margining with Multiple Central Counterparties Sem 1
14:00-14:45 Capponi, A (Columbia University)
  Market diversity under Central Clearing Sem 1
14:45-15:00
  Discussion Sem 1
15:30-16:15 Douady, R (CNRS (Centre national de la recherche scientifique))
  Capital Adequacy, Pro-cyclicality and Systemic Risk Sem 1
16:15-16:30
  Discussion Sem 1
16:30-17:15 Zakrajsek, E (Federal Reserve Board)
  Banking Industry Risk and Its Macroeconomic Implications Sem 1
Wednesday 24 September
09:00-09:45 Yuan, K (London School of Economics)
  Network Risk and Key Players: A Structural Analysis of Interbank Liquidity Sem 1
09:45-10:00
  Discussion Sem 1
10:00-10:45 Mancini, L (EPFL)
  The Euro interbank repo market Sem 1
11:30-12:15 Heam, J-C (Autorité de Contrôle Prudentiel (ACPR))
  Funding liquidity from a regulatory perspective Sem 1
12:15-12:30
  Discussion Sem 1
14:00-14:45 Roling, C (Deutsche Bundesbank)
  Liquidity spillovers in the German banking system Sem 1
15:30-16:15 Ota, T (Bank of England)
  Measuring Systemic Illiquidity and Optimal Policy Options: A Dynamic Approach Sem 1
16:30-17:15 Anand, K (Bank of Canada)
  Heterogenous beliefs and systemic risk Sem 1
Thursday 25 September
09:00-09:45 Landier, A (Université de Toulouse)
  Vulnerable Banks Sem 1
10:00-10:45 Cont, R (Imperial College London/CNRS)
  Endogenous risk and price-mediated contagion Sem 1
11:30-12:15 Minca, A (Cornell University)
  Networks of Common Asset Holdings: Aggregation and Measures of Vulnerability Sem 1
14:00-14:45 Tarashev, N (Bank for International Settlements)
  System-wide risk and systemic importance: an incomplete review of metrics and data Sem 1
15:30-17:00 Clerc, L; Engle, R; Summer, M (Panel Session)
  Monitoring systemic risk: indicators and data requirements Sem 1
Friday 26 September
09:00-09:45 Cheridito, P (Princeton University)
  Measuring and allocating systemic risk Sem 1
10:00-10:45 Bernard, C (University of Waterloo)
  Conditional Quantiles and Tail Dependence Sem 1
11:30-12:15 Andersen, T (Northwestern University)
  Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence Sem 1
14:00-14:45 Engle, R (New York University)
  The Prospects for Global Financial Stability Sem 1
Wednesday 01 October
10:30-12:00 Horst, U (Humboldt-Universität zu Berlin)
  Dynamic models of interacting agents I Sem 2
14:00-15:30 Horst, U (Humboldt-Universität zu Berlin)
  Dynamic models of interacting agents II Sem 2
Wednesday 08 October
10:00-12:00 Lasry, JM (Université Paris-Dauphine)
  Mean Field Games and Applications in Economics and Finance I Sem 2
14:00-16:00 Lasry, JM (Université Paris-Dauphine)
  Mean Field Games and Applications in Economics and Finance II Sem 2
Wednesday 15 October
10:00-12:00 Lasry, J-M (Université Paris-Dauphine)
  Mean Field Games and Applications in Economics and Finance III Sem 2
Tuesday 21 October
11:00-12:30 Nikeghbali, A (Universität Zürich)
  Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables: I Sem 1
14:00-15:30 Nikeghbali, A (Universität Zürich)
  Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables: II Sem 2
Wednesday 22 October
10:30-11:30 Rochet, J-C (Universität Zürich)
  Banking Regulation: I Sem 2
14:00-15:00 Rochet, J-C (Universität Zürich)
  Banking Regulation: II Sem 2
Thursday 23 October
14:00-15:00 Rochet, J-C (Universität Zürich)
  Banking Regulation: III Sem 2
15:30-16:30 Rochet, J-C (Universität Zürich)
  Banking Regulation: IV Sem 2
Wednesday 29 October
11:00-12:30 Nikeghbali, A (Universität Zürich)
  Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables: III Sem 2
14:00-15:30 Nikeghbali, A (Universität Zürich)
  Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables: III Sem 2
Monday 03 November
10:00-11:00 Vega-Redondo, F (Bocconi University)
  Social coordination and social networks Sem 2
14:00-15:00 Goyal, S (University of Cambridge)
  Conflict in social networks Sem 2
Tuesday 04 November
14:00-15:00 Goyal, S (University of Cambridge)
  Trading in networks Sem 2
15:00-16:00 Vega-Redondo, F (Bocconi University)
  Epidemics in networks Sem 2
Monday 24 November
16:00-17:00 May, R (University of Oxford)
  tba Sem 1
Other Seminars
Seminars in the University
National and International Scientific Research Meetings

Back to top ∧