2012-03-22–2012-03-23 - Paris (France) - Louis Bachelier Institute; Europlace Institute of Finance; …
Topics:
- Systemic vs Systematic Risk Measurement, Systemic Risk Factors,
- Stress Testing, Systemic Risk Allocation Capital Adequacy and Procyclicality,
- Contagion Model, Double Default, Bilateral Counterparty Risk and Chain Failures,
- Network Modelling Tools,
- Risk Concentration,
-...
