Recent Episodes
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A kinetic theory view of mean field games and applications to economics
Oct 9, 2014 – 41:32 -
A Systemic Indicator for the Size of Shadow Banking
Dec 19, 2014 – 58:04 -
An Agent-Based Model for Financial Vulnerability
Aug 29, 2014 – 48:53 -
An Integrated Model of Systemic Risk in Financial Networks
Nov 12, 2014 – 01:27:00 -
Backtesting and Elicitability Of Risk measures
Dec 15, 2014 – 01:12:00 -
Bank Credit Risk Networks: Evidence from the Eurozone Crisis
Sep 26, 2014 – 56:04 -
Bank Networks: Contagion, Systemic Risk and Prudential Policy
Dec 19, 2014 – 01:03:00 -
Bank Runs, Deposit Insurance, and Liquidity: I
Nov 28, 2014 – 01:03:00 -
Bank Runs, Deposit Insurance, and Liquidity: II
Dec 10, 2014 – 01:04:00 -
Bank, Shadow Banking, and Fragility
Dec 22, 2014 – 47:38 -
BSLoss– a comprehensive measure for interconnectedness
Dec 22, 2014 – 48:03 -
Capital Adequacy, Pro-cyclicality and Systemic Risk
Sep 26, 2014 – 01:00:00 -
Capital Regulation in a Macroeconomic Model with Three Layers of Default
Dec 22, 2014 – 01:05:00 -
Conditional Quantiles and Tail Dependence
Sep 29, 2014 – 01:05:00 -
Conflict in social networks
Nov 12, 2014 – 01:12:00 -
Control of interbank contagion under partial information
Aug 29, 2014 – 41:33 -
Do U.S. Financial Regulators Listen to the Public? Testing the Regulatory Process with the RegRank algorithm
Dec 22, 2014 – 59:44 -
Dynamics of the Leverage Cycle
Aug 26, 2014 – 40:38 -
Efficiency and Stability of a Financial Architecture with Too-Interconnected-to-Fail Institutions
Aug 29, 2014 – 41:37 -
Emergence of the EU Corporate Lending Network
Aug 26, 2014 – 47:41 -
Endogenous Leverage and Asset Pricing in Double Auctions
Dec 19, 2014 – 51:03 -
Endogenous network topology in the interbank lending market
Jan 27, 2015 – 01:01:00 -
Epidemics in networks
Nov 12, 2014 – 01:04:00 -
Filling in the Blanks: Network Structure and Interbank Contagion
Sep 26, 2014 – 01:00:00 -
Financial Innovation and Backward Stochastic Difference Equations
Jan 19, 2015 – 01:02:00 -
Financial intermediaries in the theory of money
Dec 22, 2014 – 55:00 -
Financial Networks and Contagion
Aug 29, 2014 – 45:59 -
Financial regulations and bank credit to the real economy
Dec 22, 2014 – 49:43 -
Financial Sector Health Since 2007: A Comparative Analysis of the United States, Europe and Asia
Dec 22, 2014 – 01:04:00 -
Fire sales, endogenous risk and price-mediated contagion
Sep 29, 2014 – 01:05:00 -
Fire sales, endogenous risk and price-mediated contagion: modeling, monitoring and prudential policy
Jan 22, 2015 – 01:02:00 -
Fire-Sale Spillovers and Systemic Risk
Aug 29, 2014 – 46:08 -
Geometry of Defaults
Dec 22, 2014 – 47:21 -
Government Guarantees and Financial Stability
Aug 28, 2014 – 46:16 -
How does macroprudential regulation change bank credit supply?
Dec 22, 2014 – 59:04 -
How Likely is Contagion in Financial Networks?
Sep 3, 2014 – 43:53 -
Illiquidty Component of Credit Risk
Dec 22, 2014 – 57:15 -
Intermediary Leverage Cycles and Financial Stability
Aug 28, 2014 – 43:10 -
Intermediary Leverage Cycles and Financial Stability
Dec 19, 2014 – 01:09:00 -
Intermediation and Systemic Risk in the Repo Market
Aug 28, 2014 – 43:05 -
Intermediation and Voluntary Exposure to Counterparty Risk
Aug 28, 2014 – 46:01 -
Large Bets and Stock Market Crashes
Oct 24, 2014 – 01:17:00 -
Liquidity hoarding in the interbank market: Evidence from Mexican interbank overnight loan and repo transactions
Aug 26, 2014 – 38:05 -
Macroprudential regulation
Dec 22, 2014 – 01:02:00 -
Market diversity under Central Clearing
Sep 26, 2014 – 01:00:00 -
Market Procyclicality and Systemic Risk
Aug 28, 2014 – 45:40 -
Mathematical Aspects of Local vs. Global Risk Analysis: I
Dec 10, 2014 – 01:07:00 -
Mathematical Aspects of Local vs. Global Risk Analysis: II
Dec 10, 2014 – 01:01:00 -
Mean Field Games and Applications in Economics and Finance I
Oct 9, 2014 – 01:23:00 -
Mean Field Games and Applications in Economics and Finance II
Oct 9, 2014 – 01:33:00
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