The Speakers

Jérôme Henry

Jérôme Henry is the Principal Adviser in the ECB Macroprudential policy and financial stability area. He chairs the Stress Test Task Force of the European Systemic Risk Board and coordinates financial integration work by ECB staff. He led teams for the Quality Assurance of SSM stress tests and was involved in country crisis management. He also worked at the BIS as an FSI fellow. He was beforehand Eurosystem forecast coordinator and led the ECB macromodelling team. Prior to starting his central bank career in Paris, he had conducted research at the OFCE and the INSEE

Eva Lütkebohmert-Holtz

Eva Lütkebohmert-Holtz is Professor of Quantitative Finance at the University of Freiburg. Her research covers both the theoretical and empirical analysis of financial markets and lies at the intersection of economics, mathematics and statistics.

Rama Cont

Rama Cont holds the Chair of Mathematical Finance at the Mathematical Institute and is Head of the Oxford Mathematical and Computational Finance Group. He is also Senior Research Fellow at the Institute for New Economic Thinking and Director of the Oxford Martin School Programme on Systemic Resilience. His research focuses on probability theory, stochastic analysis and mathematical modelling in finance, in particular issues related to systemic risk, financial regulation and financial stability. He has served as scientific advisor to various financial institutions, central banks, regulatory bodies and international organisations. He received the Louis Bachelier Prize from the French Academy of Sciences in 2010 and the Royal Society Award for Excellence in Interdisciplinary Research in 2017 for his research on systemic risk.

Eddie Gerba

Eddie Gerba’s research interests lie in the fields of macroeconomics and quantitative finance. Of particular interest to his research are the interactions and linkages between financial markets and the macroeconomy. Eddie is the Head of Research for the Prudential Regulation Authority (PRA). The role involves leading and overseeing the research framework on prudential/financial issues, including the delivery on the PRA research priorities. He holds academic roles at the LSE, Oxford-CGFI, CES Ifo and University of Shanghai Sci-Tech Finance Research Centre.

Luitgard A. M. Veraart

Luitgard A. M. Veraart is a professor at the Department of Mathematics, London School of Economics. Her research interests are in financial mathematics and statistics in finance, in particularly in problems related to risk management in financial markets. One special focus of her research is on systemic risk in financial networks.

Rustam Jamilov

Rustam Jamilov is a Postdoctoral research fellow at All Souls College and an associate member of the economics department, University of Oxford. His research fields are macroeconomics and financial economics. He is also interested in cybersecurity, monetary economics, and asset pricing.

Virginia Pugliese

Virginia is a researcher at Bank of England

Matthias Sydow

Matthias Sydow is a Senior Team Lead in the Stress Test Modelling Division at the European Central Bank (ECB), where he has over 20 years of experience in risk modelling, financial stability, and crisis management. He played a key role in developing the ECB’s top-down stress testing infrastructure and in the Comprehensive Assessment of 130 significant banks, aiding in the establishment of the Single Supervisory Mechanism. He currently leads the development of a system-wide stress testing model for banks and NBFIs. Matthias co-chairs the ECB Financial Stability Committee's workstream on macro-financial interactions and has contributed to international working groups on stress testing and financial stability. He holds a Ph.D. in Economics from Goethe University Frankfurt and postgraduate degrees from Bertolt-Brecht University Augsburg, and has published research on stress testing and financial economics.