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Die Veranstaltung wurde eingebracht von:
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Termin herunterladen:
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Titel:
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Modelling risks to financial stability
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Beginn der Veranstaltung:
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09.02.2010
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Ende der Veranstaltung:
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11.02.2010
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Veranstaltungsort (Stadt):
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London
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Staat/Land:
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Großbritannien
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Veranstaltende Organisation:
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Centre for Central Banking Studies (CCBS), Bank of England
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Kontakt:
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ccbsinfo@bankofengland.co.uk
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Veranstaltungswebsite:
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https://www.bankofengland.co.uk/education/ccbs/events/event...
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Datum Anmeldefrist:
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03.11.2009
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Abstract:
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One reason behind the lack of consensus on how best to maintain financial stability is the fact that systemic risk is particularly difficult to model and measure. To this day, there is no widely-accepted quantitative metric for assessing whether financial systems have become more stable over time, or comparing their resilience across regions. As a result, most central banks have made one of their top priorities to develop rigorous, coherent and robust frameworks to analyse, and if possible quantify, risks to financial stability. However, developing such a framework is difficult because it requires modelling the financial system as a whole, accounting for possible strategic interactions between agents, risks of contagion and amplification phenomena, especially under stressed conditions.
This workshop will provide central bankers with an expertise in this field with an opportunity to discuss the different approaches and the latest developments on quantifying systemic stability.
[gemäß den Informationen des Anbieters - according to site editor's information]
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Veranstaltungssprache:
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Englisch
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Veranstaltungstyp:
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Seminare, Summer Schools, Symposien, Workshops
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JEL-Klassifikation:
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G Financial Economics
G1 General Financial Markets
G2 Financial Institutions and Services
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