Currently an an Associate Professor of Quantitative Finance at the Vrije Universiteit Amsterdam, Dr Svetlana Borovkova has specialised in applying mathematical and statistical methods to problems within finance and risk management. Recently she has also joined the Dutch Central Bank, where her research has expanded into the area of network modelling of financial systems, investigating the effects of the new regulation such as EMIR on the financial system’s stability.

Her presentation at the TopQuants Spring Event 2015, on a network approach to understanding central clearing and systemic risk, can be found here.