The Changing Nature of the Financial System and Systemic Risk
The goal of this conference is to promote a better understanding of the impact of the evolution of the financial system on systemic risk. Recent years have seen substantial changes in the financial system including the development of credit derivatives markets, the integration of traditional banking and insurance activities, and the growing importance of hedge funds. The implications of these trends on systemic risk are not yet fully understood. We invite empirical and theoretical papers on the general topic of systemic risk, but we particularly welcome papers on the following issues: - Do the new markets for credit derivatives have systemic risk implications? - Do hedge funds mitigate or increase systemic risk? - What are the implications of financial conglomeration for systemic risk? - Can financial innovation increase systemic risk by creating liquidity “black holes”? - Can systemic risk arise from inappropriate financial regulation?
|Event dates:||2006-04-21 – 2006-04-22|
|Deadline Call for Papers:||2006-01-31|
|Organizers:||CERF - Cambridge Endowment for Research in Finance, University of Cambridge|
Donna Harris Email: firstname.lastname@example.org Telephone: +44 (0) 1223 339745 Fax: +44 (0) 1223 760576
|Classification:||G1 - General Financial Markets ; G2 - Financial Institutions and Services|
|Event type:||Konferenzen, Tagungen; Conferences|