[DAMTP/CMS Seminars RSS feed] DAMTP/CMS Seminars

Today 09:00

Systemic risk in derivatives markets: a pilot study using CDS data
Vause, N (Bank of England)
Isaac Newton Institute Seminar Series

Today 10:00

Systemic Risk and Centralized Clearing of OTC Derivatives: A Network Approach
Borovkova, S (Vrije Universiteit Amsterdam)
Isaac Newton Institute Seminar Series

Today 11:30

Margining with Multiple Central Counterparties
Moallemi, C (Columbia University)
Isaac Newton Institute Seminar Series

Today 14:00

Market diversity under Central Clearing
Capponi, A (Columbia University)
Isaac Newton Institute Seminar Series

Today 15:30

Capital Adequacy, Pro-cyclicality and Systemic Risk
Douady, R (CNRS (Centre national de la recherche scientifique))
Isaac Newton Institute Seminar Series

Today 16:30

Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence
Andersen, T (Northwestern University)
Isaac Newton Institute Seminar Series