The Warren Center
for Network and Data Sciences
Workshop on Networks in Finance
TIME:
May 12, 9:00 am - 5:00 pm.
PLACE:
PCPSE 625
133 S 36th St, Philadelphia, PA 19104
PROGRAM:
8:30 - 9:00 am : Coffee & Snacks
9:00 - 9:50 am : The Rise of Specialized Financial Products, Ana Babus (WUSTL)
10:00 - 10:50 am: The Limits of Multi-Dealer Platforms, Chaojun Wang (UPenn)
11:00 - 11:50 am: Optimal Bailouts in Diversified Networks, Krishna Dasaratha (BU)
11:50 am - 1 pm: Lunch
1:00 - 1:50 pm: Systemic Risk in Financial Networks Revisited: The Role of Maturity, Jason Donaldson (WUSTL, USC)
2:00 - 2:50 pm: Financial Market Structure and Risk Concentration, Briana Chang (Wisconsin)
2:50 - 3:10 pm: Coffee break
3:10 - 4:00 pm: Optimal Stress Test in Financial Networks, Jing Huang (Texas A&M)
4:10 - 5:00 pm: The Network Effects of Agency Conflicts, Yiqing Xing (JHU)
6 pm: Dinner (invitation only)
REGISTRATION:
Registration is closed due to capacity constraints.
ORGANIZERS:
Selman Erol, Guillermo Ordoñez, Rakesh Vohra