Meeting 2014-6-11

An Agent-based Model for Assessing Financial Vulnerabilities
Presented by Rick Bookstaber, Office of Financial Research

Risk, Data and Modeling Thoughts
Larry Candell, MIT Lincoln Laboratory

Title II OLA-Resolution Simulation Exercise
Presented by John Court, The Clearing House

Risk Networks
Presented by Sanjiv Das, Santa Clara University

Measuring Counterparty Networks
Presented by Mark D. Flood, Office of Financial Research

How Likely is Contagion in Financial Networks?
Presented by Paul Glasserman, Columbia University

Statistical Measures of Instability and Systemic Risk
Presented by Mark Kritzman, Windham Capital Management and MIT Sloan

Mendelowitz – CSRA Presentation June 11 2014 – Mendelowitz
Presented by Allan I. Mendelowitz, Deloitte Consulting

Data Science Challenges in Real Estate Asset and Capital Markets
Presented by Nancy Wallace, UC Berkeley

Other Papers

Who Owns the Assets?
Barbara Novick, et al, BlackRock

Improving the Financial Ecosystem for All Market Participants
Barbara Novick, BlackRock

Asset Management and Financial Stability
Barbara Novick, BlackRock

The Industrial Organization of the U.S. Residential Mortgage Market
Nancy Wallace, UC Berkeley