Widely internationalized, Ecole polytechnique combines research, teaching and innovation at the highest scientific and technological level. Its training promotes a culture of excellence with a string dominance in science, open to a great humanist tradition. Ecole polytechnique trains decision-makers with a strong multidisciplinary scientific culture by exposing them to both research and business.
The Chair “Stress Testing” is a specific research program, hosted by the Center of Applied Mathematics between Ecole Polytechnique, BNP Paribas, Fondation de l'Ecole Polytechnique
This research project is part of an in-depth reflection on the increasingly sophisticated issues surrounding stress tests (under the impulse of the upcoming European Banking regulation). Simulation of extreme adverse scenarios is an important topic to better understand which critical configurations can lead to financial and systemic crises. These scenarios may depend on complex phenomena, for which we partially lack information, making the modeling incomplete and uncertain. Last, the data are multivariate and reflects the dependency between driving variables. The sources of risk are multiple: market, credit, operational, climate, cyber, etc
The Fondation de l'École polytechnique (FX) was created in 1987 by twenty major French companies on the initiative of Bernard Esambert (X 1954), then Chairman of the École's Board of Directors, and with the support of the École's Alumni Association (AX).
The main mission of the Foundation is to finance the development of the École polytechnique, to strengthen the link between the École and companies, to support innovation, entrepreneurship and research, and to provide support for students. In this way, it contributes to the French and international reputation of École Polytechnique.
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