Past events
PWS 2015 materials
Lecture | Docs | Video |
The Future of financial systems
Richard Olsen (OLSENINVEST)
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Video | |
Adaptive Stress Testing with FNA Heavy Tails: A new way
to see risk with network science (web-based)
Alan Laubsch (Financial Networks Analytics)
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Video | |
Financial regulationin the age of innovation: A glimpse
into the future
Alexey Lobanov (Bank of Russia)
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Video | |
Systemic Network Risks in the Russian Interbank Market
Andrey Leonidov (Lebedev Physical Institute of the
Russian Academy of Sciences)
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Video | |
Panel Discussion Foresights 2025
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Video | |
Breakthrough areas in economic and financial systems
Teaching toolkits for complex financial systems
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Video | |
Taking into account the non-price restrictions imposed
on credit transactions when making the forecast for the
Russian loan market
Dmitry Shimanovsky (Prognoz)
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Equity country risk and new institutional economics
Dmitry Timofeev (Higher School of Economics)
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Video | |
What happened to Russian rouble in 2014? Main scenarios
of it's near feature
Maksim Arkhipov (Gazprom)
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Consistency of government bond and sovereign CDS quotes:
cross-market and cross-issuer analysis
Marat Kurbangaleev (Higher School of Economics)
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Video | |
Tick size and market microstructure
Maria Frolova (Prognoz Risk Lab)
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Будни банковского риск-менеджера: секреты профессии
Olga Kotina (Transcapitalbank)
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Networks, proximity based networks and statistically
validated networks in Finance
Rosario Mantegna (University of Palermo, Central
European University)
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Video | |
Price Impact of Large Metaorders
Sergey Smirnov (Prognoz Risk Lab)
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Crisis management
Stuart Lawson (Ernst & Young)
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The importance of failing and the intensity of crucibles
Stuart Lawson (Ernst & Young)
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Независимые директора в банках – бремя или благо?
Svetlana Malykhina (National Bank of the Republic of
Belarus)
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Risk Management in Online Games and Payment Solutions
Vasily Sabirov (Tanki Online), Vladimir Karnishin
(Xsolla)
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Analysis of application-specific requirements for
estimation of risk-free interest rate term structure
Victor Lapshin (Higher School of Economics)
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Video | |
High-Frequency Trading and Price Discovery Mechanisms
Vladimir Filimonov (ETH Zurich)
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Video | |
Microstructure as a key role in the future of financial
markets
Viacheslav Arbuzov (Prognoz Risk Lab)
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Credit risk and the region's financial maturity: in
search of relation
Ekaterina Vasileva (Perm National Research
Polytechnic University)
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Liquidity Dynamics around price jumps
Wu Jia (Perm State University)
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