Systemic Risk in Over-The-Counter Markets: The Third Annual Conference on Systemic Risk London School of Economics and Political Science Date: 19th November 2015 Organisers: Andreas Uthemann (SRC, LSE) and Lerby Ergun (SRC, LSE) Venue: Room 9.04, 9th Floor, Tower 2, LSE
Programme 9:10am – 9:30am
Registration
9:30am - 11am
“Peer Monitoring via Loss Mutualization” Francesco Palazzo (Bank of Italy) “Calibrating A New Generation of Initial Margin Models under the New Regulatory Framework” Pedro Gurrola-Perez (Bank of England)
11am - 11:20am
Coffee Break
11:20am - 12:50am
“Trading in Coupled Financial Networks” Christoph Aymanns (SRC, LSE) “Equilibrium Network Dynamics and Endogenous Systemic Risk” Frank Page (Indiana University)
12:50pm - 2pm
Lunch
2pm - 3:30pm
“Trade Delay, Liquidity, and Asset Prices in Over-the-Counter Markets” Anton Tsoy (MIT) “Endogenous Market Making and Network Formation” Shengxing Zhang (LSE)
3:30pm - 3:50pm
Coffee Break
3:50pm - 5:20pm
“Information Aggregation in OTC Markets: Evidence from Markit’s Totem Service” Andreas Uthemann (SRC, LSE) “A Dynamic Network Model of the Unsecured Interbank Lending Market” Francisco Blasques (VU)
5:20pm - 6:20pm
Reception for Conference Participants
