Sheri Markose awarded the 2017 Eubank Prize by the Rice University , Houston , USA for
“For integrative synthesis and data driven leadership toward understanding systemic risk in global financial markets.”
http://www.cofes-rice.org/eubank-conferences/eubank-prize/.
Sheri gave a course on this at Rice University April 2017
http://eubankconference2017.rice.edu/short-course-markose/
Topics covered were
1. Systemic Risk and Network Analysis for Global Derivatives Markets
2. G20 Reforms Collateralization and CCPs: Solvency and Liquidity Systemic Risk
3. CCP’s as “super systemic’: Designing skin-in-game for CCP’s
Readings include: Markose, S.M, Giansante, S., Eterovic, N., Gatkowksi, M.
Early Warning and Systemic Risk in Core Global Banking: Balance Sheet Financial Network and Market Price-Based Methods.
Available at https://ssrn.com/abstract=2899930 , see also, the paper below.