Modelling Systemic Risk using Complex Systems  (MSR) Session 1

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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