Systemic risk assessment: identification and monitoring - Centre for Central Banking Studies
The following topics will be covered: - credit and asset price cycles; - network models for systemic risk assessment; - stress tests; and - statistical measures of systemic risk: – Value-at-Risk (VaR) – Conditional Value-at-Risk (CoVaR) – Marginal Expected Shortfall (MES).
|Event dates:||2014-10-06 – 2014-10-10|
|Organizer:||Centre for Central Banking Studies, Bank of England|
|Classification:||E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; G1 - General Financial Markets ; G2 - Financial Institutions and Services|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|