Videos

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Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks Thumbnail

Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks

Presenter
  • Agathe Pernoud
April 5, 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
Curing Treasury Market Dysfunction under Stress Thumbnail

Curing Treasury Market Dysfunction under Stress

Presenter
  • Darrell Duffie
April 4, 2022
IMSI
Climate risk analysis for financial stability assessment Thumbnail

Climate risk analysis for financial stability assessment

Presenter
  • Tobias Adrian
April 4, 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
Stress Scenario Selection by Empirical Likelihood Thumbnail

Stress Scenario Selection by Empirical Likelihood

Presenters
  • Paul Glasserman
  • Wanmo Kang
May 18, 2012
IMA
Systemic risk in network models with incomplete information Thumbnail

Systemic risk in network models with incomplete information

Presenter
  • Luitgard Veraart
March 27, 2015
IPAM
Systemic Risk and Central Clearing Counterparty Design Thumbnail

Systemic Risk and Central Clearing Counterparty Design

Presenter
  • Andreea Minca
April 28, 2017
IPAM
Liquidity Policies and Systemic Risk Thumbnail

Liquidity Policies and Systemic Risk

Presenter
  • Nina Boyarchenko
March 24, 2015
IPAM
Panel: Markets for Power Today and Tomorrow Thumbnail

Panel: Markets for Power Today and Tomorrow

Presenters
  • Alfredo Garcia
  • Cuong Nguyen
  • Pablo Ruiz
  • Leigh Tesfatsion
May 9, 2016
IMA
Systemic Risk with Central Counterparty Clearing Thumbnail

Systemic Risk with Central Counterparty Clearing

Presenter
  • Damir Filipovic
March 25, 2015
IPAM
Systemic Risk: Beyond the Financial Sector Thumbnail

Systemic Risk: Beyond the Financial Sector

Presenter
  • Edson Bastos
March 23, 2015
IPAM