Fields- GRI-Fields Conference and Workshop on the Stability of Financial Systems: Modelling, Regulation and Stress Testing
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Title: Welcome
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Title: A Network View on Interbank Liquidity
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Title: Measures of Financial Network Complexity
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Title: Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks
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Title: Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach
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Title: Network Valuation Model: a general framework for systemic risk in financial networks
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Title: Asset Value Dynamics in Centrally Cleared Networks
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Title: Structural Dynamic Analysis of Systematic Risk
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Title: Stress Testing Correlation Networks
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Title: The Market Implied Probability of Government Intervention
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Title: Agent-based model of systemic liquidity risk
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Title: Learning and Optimal Delay in Bargaining over Sovereign Debt Restructuring
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Title: Systemic Risk and Central Clearing Counterparty Design
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Title: Contagion! Systemic Risk in Financial Networks
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Title: The Past, Present and Future of Monetary Circuit Theory
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Title: Long Run Risk Management: Scenario Generation for the Term Structure
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Title: Opening Remarks for the Stress Testing Workshop
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Title: The CCAR Framework
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Title: The ECB Stress testing Framework
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Title: The Bank of Canada’s Macro-Financial Risk Assessment Framework
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