Modelling Systemic Risk using Complex Systems (MSR) Session 1
Time and Date: 10:00 - 12:30 on 21st Sep 2016
Room: E - Mendes da Costa kamer
Chair: Sumit Sourabh
4014 | Introduction- "Challenges in Computational Finance" | Dr. Drona Kandhai, ING Bank and University of Amsterdam |
4015 | Systemic risk and centralized clearing of OTC derivatives: a network approach | Dr. Svetlana Barakova, Vrije University, Amsterdam |
4016 | Criticality and early warning signals in swap markets | Dr. Rick Quax, University of Amsterdam |
4017 | Early warning signals of topological collapse in interbank networks | Dr. Diego Garlaschelli, Leiden University |
4018 | Liquidity Risk in Credit Derivatives | Dr. Sumit Sourabh, University of Amsterdam |