Past events

Perm Winter School 2015

Photogallery

PWS’15

 

PWS 2015 materials

Lecture Docs Video
The Future of financial systems
Richard Olsen (OLSENINVEST)
PDF Video
Adaptive Stress Testing with FNA Heavy Tails: A new way to see risk with network science (web-based)
Alan Laubsch (Financial Networks Analytics)
PDF Video
Financial regulationin the age of innovation: A glimpse into the future
Alexey Lobanov (Bank of Russia)
PDF Video
Systemic Network Risks in the Russian Interbank Market
Andrey Leonidov (Lebedev Physical Institute of the Russian Academy of Sciences)
PDF Video
Panel Discussion Foresights 2025
  Video
Breakthrough areas in economic and financial systems Teaching toolkits for complex financial systems
  Video
Taking into account the non-price restrictions imposed on credit transactions when making the forecast for the Russian loan market
Dmitry Shimanovsky (Prognoz)
PDF  
Equity country risk and new institutional economics
Dmitry Timofeev (Higher School of Economics)
PDF Video
What happened to Russian rouble in 2014? Main scenarios of it's near feature
Maksim Arkhipov (Gazprom)
PDF  
Consistency of government bond and sovereign CDS quotes: cross-market and cross-issuer analysis
Marat Kurbangaleev (Higher School of Economics)
PDF Video
Tick size and market microstructure
Maria Frolova (Prognoz Risk Lab)
PDF
Будни банковского риск-менеджера: секреты профессии
Olga Kotina (Transcapitalbank)
PDF  
Networks, proximity based networks and statistically validated networks in Finance
Rosario Mantegna (University of Palermo, Central European University)
PDF Video
Price Impact of Large Metaorders
Sergey Smirnov (Prognoz Risk Lab)
PDF  
Crisis management
Stuart Lawson (Ernst & Young)
PDF  
The importance of failing and the intensity of crucibles
Stuart Lawson (Ernst & Young)
PDF  
Независимые директора в банках – бремя или благо?
Svetlana Malykhina (National Bank of the Republic of Belarus)
PDF  
Risk Management in Online Games and Payment Solutions
Vasily Sabirov (Tanki Online), Vladimir Karnishin (Xsolla)
PDF  
Analysis of application-specific requirements for estimation of risk-free interest rate term structure
Victor Lapshin (Higher School of Economics)
PDF Video
High-Frequency Trading and Price Discovery Mechanisms
Vladimir Filimonov (ETH Zurich)
PDF Video
Microstructure as a key role in the future of financial markets
Viacheslav Arbuzov (Prognoz Risk Lab)
PDF  
Credit risk and the region's financial maturity: in search of relation
Ekaterina Vasileva (Perm National Research Polytechnic University)
PDF  
Liquidity Dynamics around price jumps
Wu Jia (Perm State University)
PDF