University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Asset correlation and network fragility: How should we intervene?

  Browse A-Z

Log in

University Account External (via Google)

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹ️ Information

Asset correlation and network fragility: How should we intervene?

Download to your calendar using vCal

If you have a question about this talk, please contact Kathryn de Ridder .

Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches

The question of how to stabilize financial systems has attracted considerable attention since the global financial crisis of 2007–2009. Recently, Beale et al. (2011) demonstrated that higher portfolio diversity among banks would reduce systemic risk by decreasing the risk of simultaneous defaults at the expense of a higher likelihood of individual defaults. In practice, however, a bank default has an externality in that it undermines other banks’ balance sheets. In this presentation, I focus on the interplay between the interbank network and asset correlation structure. I argue that regulator’s intervention should be designed in a way that takes into account the mesoscopic features of financial markets.

This talk is part of the Isaac Newton Institute Seminar Series series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

Inner Space, The Meditation Centre Average on Saturdays: 7586.6835443 kWh Hybrid - Maxwell Centre & on Zoom

Other talks

A scientists guide to the art of radiation therapy and Neurosurgery for the oncologist Title to be confirmed Bigger Picture Talk: Developing future marine engines running on ammonia and other green fuels Peri-Operative Medicine, and Obstetrics and Gynaecology Morning Break / Group Photo Using A Function-Centric Lens to Re-consider Regularisation, Representation Transfer and Geometric Properties of Neural Networks
 

© 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity