This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

Rama Cont
Chair of Mathematical Finance at University of Oxford


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.

Agenda Sessions

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


Speakers at this event