Past events
PWS 2013 materials
| Lecture | Docs |
|
Financial regulationin the post-model world: A case of market risk and high-frequencytrading
Alexey Lobanov, Bank of Russia
|
PDF Video( 1, 2, 3) |
|
Market mill dependence pattern in high frequency financial series
Andrey Leonidov, Lebedev Physical Institute
|
PDF Video |
|
Systemic Risk — a Review and Current Methods
Andy Jobst, Bermuda Monetary Authority
|
PDF Video( 1, 2, 3) |
|
Risk modelling in equities: theory vs practice
Evgeny Rafikov, Evgeny Vasin, Quantstellation
|
PDF Video |
|
On the analysis of stochastic models of the dynamics of prices, taking into account
jumps and lag
Igor Poloskov, Perm State University
|
PDF Video |
|
The CRO’s View of RM — History, Risk Governance, Culture
Philip M Halperin, Gazprombank
|
PDF Video( 1, 2, 3, 4) |
|
“Financial Networks” Economic Links, Counterparty Risk and Network Debt
Ramo Gencay, Simon Fraser University
|
PDF Video( 1, 2) |
|
Term structure of credit spreads and risk free rates -- fitting on bonds and
CDS
Victor Lapshin, Higher School of Economics
|
PDF Video |
|
Diagnosing the next financial bubbles
Didier Sornette, ETH Zurih
|
Video( 1, 2, 3, 4) |
|
Risk management: present, past and perspectives of development in Eurasia. Premiere
of animation film "Risk management model"
Mikhail Rogov, Eurasian Federation Of Risk Managers
|
|
|
Modeling bank’s probability of default in IRB framework
Alexander Karminsky, Higher School of Economics
|
|
|
Benchmark selection for conversion operations efficiency in corporations
Maxim Arkhipov, Gazprom
|
|
|
Commodity risk in the banks of the Republic of Belarus
Svetlana Malykhina, National Bank of Belarus
|
|
|
Credit risk evaluation in residential mortgage lending
Agatha Poroshina, Higher School of Economics
|
|
|
Risk analysis of economic bubbles in real estate markets in large Russian cities
Alexander Alekseev, Perm National Research Polytechnic University
|
|
|
Fibonacci numbers in adelic theory of stock market
Viktor Zharkov, Perm State University
|
|
|
The American tax: research and forecasting of prices
Ekaterina Kakorina, European University in St. Petersburg
|
Creating of cash flows as the tool to manage liquidity risk in leasing activity
Maria Mishina, Kazan Federal University
|
|
Introduction to financial modeling in R platform
Vyacheslav Arbuzov, Perm State University
|