FieldsLive Video Archive
This archive holds videos of past Fields lectures. Lectures are archived in two formats.The interactive format, viewed in a flash-player-enabled desktop web browser, allows you to zoom in and out on specific areas of the blackboards or screens (providing a viewing experience more like being present in the room). The static format, although it does not allow for zooming in to read small blackboard writing, is downloadable and compatible with a wide variety of desktop and mobile video players.
GRI-Fields Conference and Workshop on the Stability of Financial Systems: Modelling, Regulation and Stress Testing (Other events)
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Matheus Grasselli, Richard Nesbitt: Welcome (June 27)
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Co-Pierre Georg: A Network View on Interbank Liquidity (June 27)
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Mark Flood: Measures of Financial Network Complexity (June 27)
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Mila Getmansky Sherman: Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks (June 27)
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Kartik Anand: Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach (June 27)
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Stefano Battiston: Network Valuation Model: a general framework for systemic risk in financial networks (June 27)
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Agostino Capponi: Asset Value Dynamics in Centrally Cleared Networks (June 27)
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Christian Gourieroux: Structural Dynamic Analysis of Systematic Risk (June 27)
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Kimmo Soramaki: Stress Testing Correlation Networks (June 27)
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Paul Glasserman: The Market Implied Probability of Government Intervention (June 28)
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Grzegorz Halaj: Agent-based model of systemic liquidity risk (June 28)
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Alfred Lehar: Learning and Optimal Delay in Bargaining over Sovereign Debt Restructuring (June 28)
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Damir Filipovic: Systemic Risk and Central Clearing Counterparty Design (June 28)
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Tom Hurd: Contagion! Systemic Risk in Financial Networks (June 28)
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Alexander Lipton: The Past, Present and Future of Monetary Circuit Theory (June 28)
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Robert Engle: Long Run Risk Management: Scenario Generation for the Term Structure (June 28)
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Jamie Hubbs, Assistant Superintendent Deposit-Taking Supervision Sector, OSFI: Opening Remarks for the Stress Testing Workshop (June 29)
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Paul Sternhagen: The CCAR Framework (June 29)
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Jérôme Henry: The ECB Stress testing Framework (June 29)
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Virginie Traclet: The Bank of Canada’s Macro-Financial Risk Assessment Framework (June 29)
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Sanjiv Talwar: Strategic Use of StressTesting Implementations Beyond Regulation (June 29)
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Eduardo Canabarro: Operational Risk, Balance sheet and income modeling (June 29)
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Dan Rosen: Integrating Economic Scenarios with Market and Credit Risk Simulation Analytics (June 29)