IMF Conference 2010

 

Professor Sheri Markose of the Economics Department, will be addressing a workshop on “Operationalizing Systemic Risk Monitoring” at the International Monetary Fund (IMF) in Washington DC on the 26-29 May 2010.  

 

The purpose of the workshop is to discuss how early warning systems can be developed for systemic risk and to influence policy making in the area. A high powered group of academics, central bankers and policy makers will be present at this IMF workshop.  Sheri will present work developed at the university on building computational models of financial networks to monitor the onset of a financial contagion. Sheri has helped pioneer multi-agent models of financial networks for purposes of designing robust policy.

 

Ruhr University Bochum Germany Lectures

24-26 May 2010:  Invited Lecture Series at Economics Department Ruhr-Universität Bochum (Invited by Professor Michael Roos) on  Financial Markets as Complex Adaptive Systems: Agent Based Computational Economic (ACE) Modelling of  Financial Micro-Structure, Financial Networks and Policy Design. Sheri will deliver 4 Lectures over 2 days to PhD students and staff on new complexity perspective for economic analysis and policy design that she pioneered at the CCFEA. 

     

Outline for lectures and lecture notes

 

MAF 2010

7-9 April 2010  Keynote Speaker at  MAF 2010 -International Conference for Mathematical and Statistical Methods for Actuarial Sciences and Finance, Villa Rufolo - Ravello, Italy, web site: http://maf2010.unisa.it
Other MAF 2010 Keynote Speakers are Narayanaswamy Balakrishnan (McMaster University, Canada); Giampiero Gallo (University of Florence, Italy); Sheldon M. Ross (University of California, Berkeley) U.S.A.

 

ECB Workshop on "Recent advances in modeling systemic risk using network analysis", 5 October 2009

Prof. Sheri Markose and Dr Simone Giansante attended the workshop and presented the working paper "Too Interconnected To Fail: Financial Networks of CDS and Other Credit Enhancement Obligations of US Banks". The presentation was well received by the participants.

 

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    Kimmo Soramaki has an interesting weblog on Financial Network Analyses, also view his page on current ECB workshop.

     

    GREQAM (Aix en Provence) SUMMER SCHOOL

    July 6- 10 2009 Invited Lectures at the GREQAM (Aix en Provence) SUMMER SCHOOL : Financial Micro- Structure and Contagion.  

     

    Also other team members including Dr. Simone Giansante, Ali Rais Shaghaghi and Mateusz Gatkowski presented at the summer school.

     

    CDO/ABX Simulator coming soon

     

    CDO/ABX Simulator and corresponding research results will be available online.

     

    Linkedin group

     

    Checkout our Linkedin group Agent-based Computational Economics.