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Rama Cont
Chair of Mathematical Finance at University of Oxford

Profile

Rama Cont is Chair of Mathematical Finance at Oxford University and Senior Research Fellow at the Institute for New Economic Thinking. He also serves as Senior Expert at the International Monetary Fund and Scientific advisor to Norges Bank. His research has focused on the mathematical modeling of extreme market risks: stress testing, systemic risk and liquidity risk. He has participated in the design and stress testing of large scale risk-management systems for major exchanges and CCPs in Europe, the US, Latin America and Asia. He was awarded the Louis Bachelier Prize in 2010 by the French Academy of Sciences for his research on mathematical modelling of financial risks and the UK Royal Society Award for Excellence in Interdisciplinary Research in 2017.

Rama Cont's Network

Agenda Sessions

  • Liquidity-at-Risk: joint stress testing of solvency and liquidity risk

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Speakers at this event