SYRW01
26 August 2014 to 29 August 2014
Recent events have made it clear that financial risk can be "systemic" and hence it has to be understood and tackled as such. This means, in particular, that the impact of shocks or any disturbances on the financial sector of an economy cannot be assessed without relying on a global perspective of how its different institutions interact - both among themselves and with other agents in the economy. As a response to this new understanding of the problem, there has been a boom of fresh theoretical and empirical modelling that has taken the aforementioned network viewpoint.
These developments, however, require new mathematical and statistical tools, and must also build upon, and respond to, the latest insights and questions that practitioners and policy makers can bring forth from their recent experience. The workshop aims at contributing to advancing this multidisciplinary approach to the study of systemic risk by bringing together economic theorists, mathematicians, and physicists working on the problem, exposing them as well to the concerns and insights of financial practitioners.
The workshop will include four to five lectures per day, the aim being to leave ample time for interaction among all participants.
Thursday 28th August 2014 | |||
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09:00 to 09:30 | Room 1 | |
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09:45 to 10:15 | Room 1 | |
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11:00 to 11:30 | Room 1 | |
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11:45 to 12:15 |
Modeling Financial Systemic Risk- the Network Effect and the Market Liquidity Effect |
Room 1 | |
14:30 to 15:00 |
Efficiency and Stability of a Financial Architecture with Too-Interconnected-to-Fail Institutions |
Room 1 | |
15:15 to 15:45 | Room 1 | |
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16:15 to 16:45 | Room 1 | |
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