PIMS Workshop on The Economics and Mathematics of Systemic Risk and the Financial Networks.
- Start Date: 07/28/2014
- End Date: 07/30/2014
University of British Columbia
Financial markets are not physical systems. The rules they operate are determined by regulation, and the operators try their best to influence and circumvent these regulations insofar as they thwart their own ends. Asset prices are modelled by stochastic processes, as if the randomness came from an outside source, but the markets themselves generate much of the noise. Risk is the downside of randomness. The program will focus on the way the markets generate and propagate risk, and what kind of regulation can mitigate it.
This workshop will feature approximately 15 speakers. Presentations will be scheduled from 9am on Monday July 28 to 12 pm on Wednesday July 30. The afternoon of Wednesday July 30 will be reserved for panel discussions with representatives from the financial industry and regulators.
As part of the Sysyemic Risk workshop, a special dinner with officials from the Department of Finance Canada will take place on July 29th. Workshop participants are invited to attend and can RSVP and pay when registering for the workshop. Additional spaces will be open to the Finance and Academic community based on availability. Please RSVP and pay for the dinner (and conference) at the bottom of the page.
Tobias Adrian (Federal Reserve Bank of New York)
Marco Avellaneda (Courant Institute)
Markus Brunnermeier (Princeton)
Christine Cumming (Federal Reserve Bank of New York)
Mark Flood (Office of Financial Research- OFR)
Olivier Gossner (Paris School of Economics)
Matheus Grasselli (McMaster University and Fields Institute)
Tom Hurd (McMaster University)
Alejandro Jofre (University of Chile)
Joe Langsam (University of Maryland)
Andy Lo (Massachusetts Institute of Technology)
Semyon Malamud (Swiss Finance Institute and EPFL)
Alireza Tahbaz-Salehi (Columbia Business School)
Bernd Schwaab (European Central Bank)
Agnes Sulem (INRIA-Rocquencourt)
Xavier Vives (IESE)
Thaleia Zariphopoulou (University of Texas)
* Rene Carmona (Princeton University)
* Ivar Ekeland (Université Paris Dauphine)
* George Papanicolaou (Stanford University)
VISITORS: a number of senior visitors will be in residence at PIMS during July 2014, including Ivar Ekeland and Jean Charles Rochet. There will be seminars and other activities during that month.
To register for the conference please do so at the bottom of this page.
Location: PIMS UBC: Earth Sciences Building
Participants can choose to stay off-campus or on-campus
If you wish to be off campus with the opportunity to enjoy Downtown venues along Robson Street, please book at the Listel Hotel, Vancouver's most "art-full" hotel. The Listel is our preferred off-campus hotel accommodation with good transit options to UBC. We have set aside a block of rooms at the Listel Hotel for conference attendees. Block rooms are available from July 27th to 30th (with the ability to book the same discount rate 3 days prior to and 3 days after the workshop). PIMS guests can also enjoy complementary wine tastings every evening between 5 and 6pm.
Reservations at the Listel: Participants should make their reservations with the following Group Code: PIMS14
Reservation Line: 1- 800-663-5491
Online at: www.thelistelhotel.com
Groupe Code: PIMS14
The cut off date for room reservations will be 13th July, 2014
If your primary consideration is proximity to the conference venue, then on-campus accommodations would be your best bet. Please visit St. John's College to make a reservation or call the reservations desk at 1- 604-822- 6522. Please metion the "PIMS Economics and Math Workshop" when making your booking.
A Summer School on the same topic will be held prior on July 21- 25, 2014. Click here for more details
Please register for the Workshop at the bottom of this page: Registration is open to Academia and Industry participants. Kindly note that the student rate is only applicable to students attending the Summer School on Systemic Risk.
If you are an international participant and require a visa to attend this summer school, you can find relevant information here. Apply for your visa well in advance of your travel!
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