Past Seminars scroll-down Filter by CentreFinancial Markets GroupSystemic Risk CentrePaul Woolley CentreFinancing the Real Economy Filter by seminar seriesCapital Markets WorkshopLondon Financial Regulation Filter by Date2021 - 20222020 - 20212019 - 20202018 - 20192017 - 20182016 - 20172015 - 20162014 - 20152013 - 20142013 and earlier 19/11/2018 The Anatomy of the Euro Area Interest Rate Swap Market Martin Scheicher 29/10/2018 Firm Heterogeneity, Credit Spreads, and Monetary Policy Ambrogio Cesa-Bianchi 04/06/2018 How Alternative Are Alternative Investments? The Case of Private Equity Funds Elise Gourier 23/04/2018 The Waterfall Illusion, and How Prior Exposure to Extreme Risk Distorts Risk Perception Elise Payzan-LeNestour 19/03/2018 TechFin in China: Credit Market Completion and its Growth Effect Yi Huang 09/03/2018 Residual Risk and Default Waterfalls in Central Counterparties Jorge Cruz Lopez 15/01/2018 Modelling Contagion in Financial Networks: The Credit Default Swaps Market H. Peyton Young 04/12/2017 Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies Emmanouil Karimalis 13/11/2017 Distress and default contagion in financial networks Luitgard A. M. Veraart 23/10/2017 Pitfalls in Systemic-Risk Scoring Christophe Perignon 09/10/2017 Algorithms and the Law Jeremy Barnett 12/06/2017 From the Geometry of Extreme Value Distributions to Improved Tail Fitting in Market Data William F. Shadwick 23/05/2017 Strategic Default in Financial Networks Nizar Allouch 02/05/2017 The Information Content of Dividends: Safer Profits, not Higher Profits Stefano Rossi 21/03/2017 Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks? Thomas Gehrig 06/12/2016 Learning from History: Volatility and Financial Crises Ilknur Zer Pagination First page ⏴⏴ Previous page ⏴ Page 1 Page 2 Current page 3 Page 4 Page 5 Page 6 Next page ⏵ Last page ⏵⏵
04/06/2018 How Alternative Are Alternative Investments? The Case of Private Equity Funds Elise Gourier
23/04/2018 The Waterfall Illusion, and How Prior Exposure to Extreme Risk Distorts Risk Perception Elise Payzan-LeNestour
15/01/2018 Modelling Contagion in Financial Networks: The Credit Default Swaps Market H. Peyton Young
04/12/2017 Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies Emmanouil Karimalis
12/06/2017 From the Geometry of Extreme Value Distributions to Improved Tail Fitting in Market Data William F. Shadwick
21/03/2017 Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks? Thomas Gehrig
