skip to primary navigationskip to content
 

Cambridge Finance Workshop - Hubert Kempf

Cambridge Finance Workshop Series are usually held on Thursdays during term time. The workshops are an opportunity for those working in finance to present their latest results or papers.
When Nov 22, 2018
from 12:30 PM to 01:30 PM
Where Room W4.05, Cambridge Judge Business School
Contact Name
Contact Phone 01223768129
Add event to calendar vCal
iCal

Professor Hubert Kempf (Ecole Normale Superieure de Cachan)CESifo Research Network Fellow.

Title: "Crisis, contagion and containment policies in financial networks : A dynamic approach"

Abstract: 

We study the dynamics of a connected banking sector where the financial links between banks are explicitly modelled, including the liquidation procedures in the case of the failure of an individual bank. We use network theory so as to study the propagation of a shock within the sector, with an arbitrary number of banks, explicit balance sheets evolving over time, depending on the failing of connected banks This model of banking network allows us to simulate the bankruptcy contagion process and quantify the extent of a banking crisis. It also allows us to assess various forms of prudential policies.

More information about this event…

« March 2019 »
March
MoTuWeThFrSaSu
123
45678910
11121314151617
18192021222324
25262728293031

RSS Feed Latest news

Winners of the Best Student Paper Award 2018 announced

Aug 21, 2018

Cambridge Finance is proud to announce the winners of the Best student Paper Award for 2017-2018

View all news

Upcoming events

Cambridge Finance Workshop - Alex Frino

May 02, 2019

Room W4.03, Cambridge Judge Business School

Cambridge Finance Workshop - Ernst-Ludwig von Thadden

May 16, 2019

No 10 North (lower ground)

Cambridge Finance Workshop - Mara Faccio

May 30, 2019

Room W4.03 Cambridge Judge Business School

Previous events

Upcoming events