Financial Risk and Network Theory: Pre-publication Previews

Martin Gould is a James S. McDonnell Postdoctoral Fellow in the CFM-Imperial Institute of Quantitative Finance, which is part of the Department of Mathematics at Imperial College, London. He is also a lecturer on the Mathematical and Computational Finance MSc at the University of Oxford.

Martin holds a DPhil (PhD) in mathematics from the University of Oxford, Part III of the Mathematical Tripos from the University of Cambridge and a BSc (Hons) in mathematics from the University of Warwick. Martin’s current research interests span a wide variety of topics related to trading via electronic limit order books. He is particularly interested in understanding how macroscopic-scale phenomena (such as the spectral whiteness of returns) emerge from the microscopic-scale actions and interactions between individual traders. He is also interested in developing and implementing new tools for mining the massive data sets that real-world LOBs generate.

Piotr holds a PhD in economics from the University of Leicester, an MSc in applied mathematics from the University of Warsaw and an MSc in quantity methods and information systems from the Warsaw School of Economics. Prior to his PhD Piotr worked as a researcher in the National Bank of Poland where he investigated applications of Bayesian methods to short-term inflation forecasting. He is interested in inter-bank networks, systemic risk and heavy-tailed econometrics. Piotr is currently a teaching fellow at the Department of Economics at University of Warwick.

Andre Silva is a PhD candidate in Finance at Cass Business School in London. His recent research examines the role played by bank networks and their strategic decisions on financial stability. Andre is also currently based at the European Banking Authority (EBA) where he is investigating the effect of bank capital regulation on SME access to finance. He holds a MSc and MRes in Finance with Distinction from Lancaster University Management School and Cass Business School, respectively.

Asena Temizsoy is a PhD student in financial economics at City University London. She obtained a BSc in Management Engineering from Istanbul Technical University, and an MSc in Financial Economics from City University London. Before her PhD studies she worked at Thomson Reuters for six years, where she managed the financial statements research and analysis for Europe and Emerging Markets. Her current research interests focus on importance of bank pair relationship and financial network in the interbank market.

Ilja Kristian Kavonius is a Senior Economist-Statistician at the European Central Bank. Additionally, he holds a Doctor of Social Sciences and is an Adjunct Professor (dosentti) at the University of Eastern Finland in the Faculty of Social Sciences and Business Studies. Before joining the ECB he worked in the United Nations Economic Commission for Europe and Statistics Finland. His work and research is mainly focused on networks based on integrated accounting systems, measurement of economy, economic development, risk and wellbeing both in economics and economic history. He has long experience of different aspects of statistics especially national accounts. In this area he is, and has been a member of several European and world-level expert groups and task forces.

Marco Valerio Geraci holds an MSc in Economics from the London School of Economics and a BSc in Economics from the University of Warwick. He is enrolled in a joint PhD in Economics at the Université libre de Bruxelles and University of Namur. His research interests lie in the fields of financial econometrics and network theory. In particular he is interested in applying techniques from these fields to study interconnectedness, systemic risk and tail dependence in financial markets.

Yanhua Chen is a PhD student in the Institute for Risk and Uncertainty at the University of Liverpool. Her current research focuses on the empirical analysis of financial markets and modelling financial markets using complex network theory. Before joining the University of Liverpool, she obtained a Masters degree in Systems Theory from the Nanjing University of Information Science and Technology in China.