Workshop-Track: Modeling Financial Systems

Abstract

Preceeding the Latsis Symposium, a Workshop on Modeling Financial Systems will take place on September 11th 2012. As a forum for deeper scientific discussions, the workshop will allow participants to present their research as a contributed talk.

While participation in the symposium is free of charge, the satellite workshop requires a registration fee of CHF 80.


Preliminary Program

9.00 - 10.00, EPJ Data Science Lecture
Rosario Mantegna, University of Palermo, Italy
Stylized facts in the credit market
10.30 - 11.00, Imre Kondor, Parmenides Foundation, Germany
Strong random correlations in networks of heterogeneous agents
11.00 - 11.30, Giulia Iori, City University London, UK
The topology of the e-Mid interbank market during the sub-prime crisis implications for financial st
11.30 - 12.00, Mario Eboli, Università 'G d'Annunzio', Italy
A fl‡ow network analysis of direct balance-sheet contagion in fi…nancial networks
14.00 - 14.30, Fulvio Corsi, Scuola Normale Superiore, Italy
Financial innovation, leverage, and diversification
14.30 - 15.00, Yoshi Fujiwara, University of Hyogo, Japan
Chained Financial Failures at Nation-wide Scale in Japan
15.00 - 15.30, Tarik Roukny, Universite Libre de Bruxelles, Belgium
Assessing the role of topology in the emergence of systemic risk in financial networks
16.00 - 16.30, Irena Vodenska, Boston University, USA
Cascading Failures in Bi-partite Graphs: Model for Systemic Risk Propagation
16.30 - 17.00, Ben Craig, Federal Reserve Bank of Cleveland, USA
Interbank Tiering and Money Center Banks
17.00 - 17.30, Delio Panaro, Università di Pisa, Italia
Credit Market in an Agent-Based Model of Endogenous Growth with Locally Interacting Agents
Long program with abstracts >>
Print version (available soon) >>

Chair

Stefano Battiston
ETH Zurich, Switzerland


EPJ Data Science Lecture

Rosario Mantegna
University of Palermo, Italy

, Chair of Systems Design of ETH Zurich Contact | Imprint