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
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.
Founded over 80 years ago, ENSAE Paris carries a unique pedagogical vision that combines a high level of expertise in applied mathematics, statistics, and economic analysis. ENSAE Paris stands as the leading engineering school in quantitative economics and sociology, statistics and machine learning, finance, and actuarial sciences. The strength and originality of the school lie in its distinctive pedagogical approach, rooted in its history, seamlessly blending applied mathematics, data science, economic modeling, and quantitative social sciences in a rigorous yet globally oriented manner. Over the decades, the school has adeptly adapted this vision in response to the needs of the economy and the evolving landscape of research.
ENSAE benefits from a first-rate research environment. It shares its premises with the Center for Research in Economics and Statistics (CREST), to which ENSAE is historically attached. More broadly, it is part of the scientific framework of the Institut Polytechnique de Paris and the Plateau de Saclay.
Chair "Internet Technologies and Engineering"
The Chair develops higher education in Internet technologies based on research conducted jointly by X and its sponsor, Cisco Cystems, focusing in particular on high-capacity networks (5G, WiFi6, etc.), quantum networks, cloud architectures, and security.