2018,
16th - 20th July
10th World Congress of the Bachelier Finance Society
Conference Programme
Session: FR-A-EM
Systemic Risk: Network Models
Chair
Matheus Grasselli
Time
10:00 - 12:00 on Friday, 20th of July 2018
Venue
Emmet
10:00
Banking networks and the circuit theory of money
Matheus Grasselli
(McMaster University), Alexander Lipton (Stronghold Labs)
10:30
Dynamic clearing and contagion in financial networks
Tathagata Banerjee (Washington University in St. Louis), Alex Bernstein (University of California, Santa Barbara),
Zachary Feinstein
(Washington University in St. Louis)
11:00
Adjustable Network Reconstruction with Applications to CDS Exposures
Axel Gandy (Imperial College London),
Luitgard Veraart
(London School of Economics and Political Science)
http://programme.exordo.com/bfs2018/system/is_sync/