Fields- GRI-Fields Conference and Workshop on the Stability of Financial Systems: Modelling, Regulation and Stress Testing

  1. Title:
    Welcome

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  2. Title:
    A Network View on Interbank Liquidity

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  3. Title:
    Measures of Financial Network Complexity

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  4. Title:
    Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks

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  5. Title:
    Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach

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  6. Title:
    Network Valuation Model: a general framework for systemic risk in financial networks

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  7. Title:
    Asset Value Dynamics in Centrally Cleared Networks

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  8. Title:
    Structural Dynamic Analysis of Systematic Risk

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  9. Title:
    Stress Testing Correlation Networks

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  10. Title:
    The Market Implied Probability of Government Intervention

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  11. Title:
    Agent-based model of systemic liquidity risk

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  12. Title:
    Learning and Optimal Delay in Bargaining over Sovereign Debt Restructuring

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  13. Title:
    Systemic Risk and Central Clearing Counterparty Design

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  14. Title:
    Contagion! Systemic Risk in Financial Networks

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  15. Title:
    The Past, Present and Future of Monetary Circuit Theory

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  16. Title:
    Long Run Risk Management: Scenario Generation for the Term Structure

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  17. Title:
    Opening Remarks for the Stress Testing Workshop

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  18. Title:
    The CCAR Framework

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  19. Title:
    The ECB Stress testing Framework

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  20. Title:
    The Bank of Canada’s Macro-Financial Risk Assessment Framework

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