Videos

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Stress Testing and Calibration of Macroprudential Policy Tools Thumbnail

Stress Testing and Calibration of Macroprudential Policy Tools

Presenter
  • Laura Valderrama
April 8, 2022
IMSI
Liquidity Transformation and Systemic Risk of Mutual Funds Thumbnail

Liquidity Transformation and Systemic Risk of Mutual Funds

Presenter
  • Agostino Capponi
April 5, 2022
IMSI

Endogenizing Network Topology in Systemic Risk Models

Presenter
  • John Birge
April 5, 2022
IMSI
Systemic risk: from network theory to machine learning Thumbnail

Systemic risk: from network theory to machine learning

Presenter
  • Paolo Barucca
April 4, 2022
IMSI
Fire Sales and Default Cascades in Complex Financial Networks Thumbnail

Fire Sales and Default Cascades in Complex Financial Networks

Presenter
  • Hamed Amini
April 7, 2022
IMSI
Measuring Capital at Risk in the UK Banking Sector Thumbnail

Measuring Capital at Risk in the UK Banking Sector

Presenter
  • Giovanni Covi
April 8, 2022
IMSI
Decentralized Clearing through Blockchain Thumbnail

Decentralized Clearing through Blockchain

Presenter
  • Zachary Feinstein
April 6, 2022
IMSI
Assessing the Safety of Central Counterparties Thumbnail

Assessing the Safety of Central Counterparties

Presenter
  • Mark Paddrik
April 6, 2022
IMSI
Climate risk analysis for financial stability assessment Thumbnail

Climate risk analysis for financial stability assessment

Presenter
  • Tobias Adrian
April 4, 2022
IMSI
Firms, Failures, and Fluctuations: Macroeconomics of Supply Chain Disruptions Thumbnail

Firms, Failures, and Fluctuations: Macroeconomics of Supply Chain Disruptions

Presenter
  • Alireza Tahbaz-Salehi
April 6, 2022
IMSI