syrto-project documents

Systemic and Systematic risk - Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon. July, 2 2014
Economy & Finance Systemic and Systematic risk - Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon. July, 2 2014
Building the European Banking Union in Times of Crisis - Ignazio Angeloni - June 25 2013
Economy & Finance Building the European Banking Union in Times of Crisis - Ignazio Angeloni - June 25 2013
Data Center for systemic risk - Michele Costola. July, 2 2014
Economy & Finance Data Center for systemic risk - Michele Costola. July, 2 2014
Syrto Project: Contents, Objectives and Structure - Roberto Savona - June 25 2013
Technology Syrto Project: Contents, Objectives and Structure - Roberto Savona - June 25 2013
Rethinking Macroeconomic Policy II: Getting Granular - Giovanni Dell'Ariccia - June 25 2013
Economy & Finance Rethinking Macroeconomic Policy II: Getting Granular - Giovanni Dell'Ariccia - June 25 2013
A new class of models for rating data - Marica Manisera, Paola Zuccolotto, September 4, 2013
Presentations & Public Speaking A new class of models for rating data - Marica Manisera, Paola Zuccolotto, September 4, 2013
Financial Symmetry and Moods in the Markets - Jorgen Vitting Andersen - November 26 2013
Economy & Finance Financial Symmetry and Moods in the Markets - Jorgen Vitting Andersen - November 26 2013
Ensemble models: theory and applications, Figini, Vezzoli. September, 3 2013
Documents Ensemble models: theory and applications, Figini, Vezzoli. September, 3 2013
Monitoring Systemic Risk with V-Lab - Robert Engle - June 25 2013
Economy & Finance Monitoring Systemic Risk with V-Lab - Robert Engle - June 25 2013
Limits to arbitrage in sovereign bonds price and liquidity discovery in high-frequency quote-driven markets - Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno. July, 2 2014
Economy & Finance Limits to arbitrage in sovereign bonds price and liquidity discovery in high-frequency quote-driven markets - Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno. July, 2 2014
A summary of ongoing research in SYRTO project - Petros Dellaportas. July, 2 2014
Economy & Finance A summary of ongoing research in SYRTO project - Petros Dellaportas. July, 2 2014
Systemic risk signaling using scores - Andre Lucas, Bernd Schwaab, Xin Zhang, Francisco Blasques, Siem Jan Koopman, Julia Schaumburg. July, 2 2014
Economy & Finance Systemic risk signaling using scores - Andre Lucas, Bernd Schwaab, Xin Zhang, Francisco Blasques, Siem Jan Koopman, Julia Schaumburg. July, 2 2014
MEM and SEM in the GME framework: Modelling Perception and Satisfaction - Carpita, Ciavolino. December, 10 2013
Documents MEM and SEM in the GME framework: Modelling Perception and Satisfaction - Carpita, Ciavolino. December, 10 2013
Sovereign, Bank, and Insurance Credit Spreads: Connectedness and System Networks - Monica Billio - June 25 2013
Economy & Finance Sovereign, Bank, and Insurance Credit Spreads: Connectedness and System Networks - Monica Billio - June 25 2013
Public Debt Sustainability in Italy: Problems and Proposals - Paolo Manasse. July, 2 2014
Economy & Finance Public Debt Sustainability in Italy: Problems and Proposals - Paolo Manasse. July, 2 2014
Financial Network Systemic Risk Contributions - Hautsch, Schaumburg, Schienle - 14-16 December 2013
Economy & Finance Financial Network Systemic Risk Contributions - Hautsch, Schaumburg, Schienle - 14-16 December 2013
Discussion of “Systemic and Systematic risk” by Billio et al. and “CDS based indicators for systemic risk of Euro area sovereigns and for Euro area financial firms” by Lucas
Economy & Finance Discussion of “Systemic and Systematic risk” by Billio et al. and “CDS based indicators for systemic risk of Euro area sovereigns and for Euro area financial firms” by Lucas
A penalized quality index for identifying number of clusters - Marica Manisera, Marika Vezzoli, September 3-5, 2013
Presentations & Public Speaking A penalized quality index for identifying number of clusters - Marica Manisera, Marika Vezzoli, September 3-5, 2013
Discussion of “Limits to Arbitrage in Sovereign Bonds” by Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio, and Jun Uno - Puriya Abbassi. July, 2 2014
Documents Discussion of “Limits to Arbitrage in Sovereign Bonds” by Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio, and Jun Uno - Puriya Abbassi. July, 2 2014
Bank Interconnectedness What determines the links? - Puriya Abbassi, Christian Brownlees, Christina Hans, Natalia Podlich. July, 2 2014
Economy & Finance Bank Interconnectedness What determines the links? - Puriya Abbassi, Christian Brownlees, Christina Hans, Natalia Podlich. July, 2 2014
Global credit risk cycles, lending standards, and limits to cross border risk diversification. Bernd Schwaab, Siem Jan Koopman, André Lucas. July, 2 2014
Economy & Finance Global credit risk cycles, lending standards, and limits to cross border risk diversification. Bernd Schwaab, Siem Jan Koopman, André Lucas. July, 2 2014