MAGDALENA TYWONIUK
I am a final year doctoral student and research assistant at the University of Geneva, Switzerland, part of the Swiss Finance Institute Doctoral Program, Leman Division. I hold a joint M.Sc. in theoretical particle physics from ETH Zurich and Ecole Polytechnique, and Honours BSc. with distinction from the University of Windsor in Physics and High-Technology.
My research focus is on financial stability, contagion, and market microstructure from both a theoretical and computational perspective. I attempt to address spill-over effects which affect the wider national and global economy.
MIT Capital Markets Summer School
15.07.2017
Boston, USA
FMA Doctoral Consortium
11.10.2017
Boston, USA
NOTABLE EVENTS
Quantitative Methods in Finance Conference 2017
12.12.2017
Sydney, Australia
MY LATEST RESEARCH
CDS Central Counterparty Clearing Liquidation Default Measures: Road to Recovery or Invitation to Predation?
(Job Market Paper)
To Be or Not To Be? The Questionable Benefits of CCP Mutual Clearing Agreements for Derivatives.
Repo Market Dry-ups & Lender Beliefs: Self-Fulfilling Liquidity Spirals and Market Spillovers (Forthcoming)