2017 RiskLab/BoF/ESRB Conference on Systemic Risk Analytics
RiskLab at Arcada, Bank of Finland and European Systemic Risk Board joint conference
28-30 June 2017
Helsinki
SUMMARY
Recent waves of financial instability have sparked an acute interest in analytics for systemic risk measurement. This conference brings together most recent advances on computational tools for systemic risk identification and assessment. The scope of models and techniques includes systemic risk and early-warning indicators, network and contagion analysis, macro stress-testing, as well as measures of coinciding systemic stress and systemically important financial institutions. The aim of the conference is to also adopt methods and techniques from other disciplines, such as computer science, biology and physics, that use computer-intensive approaches, novel data sources, visual representations or interactive interfaces, among others.
TOPICS
The themes of the conference cover policy and practitioner-oriented research related to systemic risk measurement. We solicit contributions covering a broad range of techniques related to systemic risk analytics, particularly related to (but not limited to) the following three themes:
- Implications of the zero interest-rate environment on systemic risk
- Mapping systemic risk analytics to macroprudential policy and regulation
- Risks and opportunities stemming from disruptive innovations in financial technology (FinTech)
SUBMISSION INSTRUCTIONS
We welcome original manuscripts that have not yet been published in peer-reviewed journals. Submitted manuscripts may be part of a working paper series. The papers should be emailed by 31 March 2017 with the subject line “Submission – SRA2017″ to the following address: rmsihteerit(at)bof.fi. We will send acceptance decisions to authors by mid-May 2017.
SPECIAL ISSUES
Presenters are encouraged to submit their papers to a post-conference special issue. The journal will be announced later.
PROGRAMME AND VENUE
The conference will take place on 29-30 June 2017 in the premises of the Bank of Finland. The conference is single track with keynotes and poster sessions, as well as a pre-conference workshop on 28 June at Arcada University of Applied Sciences. The conference is accompanied with a social event for speakers on 29 June at the Bank of Finland’s villa.
HIGHLIGHTS
- What: Conference on Systemic Risk Analytics
- When: 28-30 June 2017
- Where: Bank of Finland & Arcada University of Applied Sciences, Helsinki, Finland
ORGANISING COMMITTEE
- Tuomas Peltonen (European Systemic Risk Board)
- Peter Sarlin (RiskLab at Arcada & Hanken School of Economics)
- Katja Taipalus (Bank of Finland)
PROGRAMME COMMITTEE
- Stefano Battiston (University of Zurich)
- Kaj-Mikael Björk (RiskLab at Arcada)
- Elena Carletti (Bocconi University)
- Mark Flood (Office of Financial Research at US Treasury)
- Prasanna Gai (The University of Auckland)
- Co-Pierre Georg (Bundesbank & University of Cape Town)
- Iman van Lelyveld (DNB & Free University Amsterdam)
- Ross Levine (Haas School of Business, UC Berkeley)
- Camelia Minoiu (IMF and Wharton School at UPenn)
- José-Luis Peydró (Universitat Pompeu Fabra)
- Jouko Vilmunen (Bank of Finland)
For more information please click "Further Official Information" below.
This opportunity has expired. It was originally published here:
https://www.suomenpankki.fi/sra2017