Seminarium Fizyki Materii Skondensowanej
sala 0.06, ul. Pasteura 5
Tomasz Gubiec (IFD UW)
Modelling of the banking system - is there a place for physics?
On September 15, 2008, Lehman Brothers bank announced its bankruptcy.This started a panic on the US stock exchange and the subprimemortgage crisis that spread throughout the world. The consequences ofthese events are still visible today. How come a single eventinfluenced banking systems on the other side of the globe? What is theconcept of systemic risk? Is there a place for physics in thedescription of this phenomenon? Is Polish banking system safe? Theseand other questions will be addressed during the seminar.