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