- This blog is intended as a focal point for financial network analysis. The analysis of financial networks is a new and growing field that enhances our understanding of the structure of the financial web through cartography and modelling. Please sign up at the LinkedIn group or contact me for more information.
Subscribe for new posts
-
Workshop on “Frameworks for Systemic Risk Monitoring”
Committee to Establish a National Institute of Finance (CE-NIF), the Center for Financial Policy at the R.H. Smith School of Business at the University of Maryland and the Pew Financial Reform Project are organizing a workshop on “Frameworks for Systemic Risk Monitoring.” It will be held in Washington DC on June 21-22, 2010.
The conference brings together leading minds from academia, industry, and government (see agenda). Key speakers include Markus Brunnermeier (Princeton), Simon Johnson (MIT), Raghuram Rajan (Chicago), John Geanakoplos (Yale), Rama Cont (Columbia) and Alan King (IBM Research).
Both versions of the regulatory reform legislation that were recently passed in US Congress call for increased efforts to monitor the financial system and respond to signs of heightened systemic risk. Regulators will need new tools to realize this mandate. The aim of the workshop is to move the debate forward on the development of these new tools. The conference will discuss alternative frameworks for understanding systemic risk and strategies for risk monitoring and the implications each of them has for data and systems requirements. A background paper which reviews the debate on systemic risk is also available for download.