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Latest Posts

AIM/MCRN Summer School: Week 6

August 2, 2020

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AIM/MCRN Summer School: Week 5

July 26, 2020

 [...]

Professor Christopher K.R.T. Jones — Recipient of the 2020 MPE Prize


Professor Chris Jones is the Bill Guthridge Distinguished Professor in Mathematics at the University of North Carolina at Chapel Hill and Director of the Mathematics and Climate Research Network (MCRN). The 2020 MPE Prize recognizes Professor Jones for his many significant contributions to climate science and the mathematics of planet Earth.

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Workshops

Measurement and Control of Systemic Risk

Finance

Organized by Rama Cont (Imperial College London), Paul Glasserman (Columbia University) , Bruno Rémillard (HEC Montréal)

http://www.crm.umontreal.ca/2017/Financier17/index_e.php

09/25/2017 - 09/28/2017

Centre de recherches mathématiques, Centre de recherches mathématiques Université de Montréal Pavillon André-Aisenstadt 2920, Chemin de la tour, 5th floor Montréal (Québec) H3T 1J4 CANADA

Systemic risk is the risk of collapse of an entire financial system or entire market — as opposed to risk associated with any individual entity, group or component of the system. Systemic risk may arise from common risk exposures, counterparty risk, balance sheet contagion, fire sales or other contagion mechanisms.

This workshop will provide a forum for the exchange of ideas on state-of-the-art theoretical approaches and operational techniques for modeling, measuring and controlling systemic risk in the financial sector. Its main objective is to foster a dialogue between financial analysts, regulators and researchers in statistics, finance, actuarial science and quantitative risk management concerned with financial stability issues.

Students and postdoctoral fellows are encouraged to present a poster at the workshop. One poster session has been scheduled, as well as two sessions of short lightning talks, so that trainees can introduce themselves and their work to the entire audience.

Limited student travel grants are available. Apply early.

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