Shows
Shaping the Post-COVID WorldSHORTCAST | Systemic Risk in Interconnected Financial MarketsContributor(s): Professor Luitgard Veraart | Domino effects of losses can bring down entire financial systems with severe knock-on effects on the real economy. This talk considers insights from mathematics to model loss cascades and apply them to recent financial stress events.
We live in an interconnected world. As the COVID-19 pandemic has demonstrated, interconnections affect both our lives and our livelihoods. In this talk, Luitgard Veraart will show how we can use mathematical models to quantify and manage risk arising from interconnections in financial markets. A particular focus will be on systemic risk and financial stability. Examples provided from the 2007...2022-02-2223 minShaping the Post-COVID WorldSystemic Risk in Interconnected Financial MarketsContributor(s): Professor Luitgard Veraart | This talk explains insights from mathematics to model loss cascades and apply them to recent financial stress events.2021-12-171h 01