03 October 2017
CEO Seminar: Alexandre Taillefer
Mr Alexandre Taillefer, Principal Associate at XPND Capital, shared his experience during a networking reception gathering researchers and business people.
25 September 2017
Peter Raupach (Deutsche Bundesbank) - Centrality-based capital allocations
Copyright : Frank RumpenhorstIn the study of contagion effects, it is essential to have a proper model for the (typically correlated) exogenous risks that hit the system before contagion starts. This aspect is also important for stress testing, particularly for the way in which stress scenarios are...