Banque de France / ACPR and the SoFIE Conference on "Systemic Risk and Financial Regulation" July 3rd & 4th 2014 Banque de France (Paris, France)

Presentation

The Banque de France and the ACPR, the French banking regulator, in association with the Society for Financial Econometrics (SoFiE), will jointly organize a conference entitled “Systemic Risk and Financial Regulation”, to be held in Paris on 3-4 July 2014.

In the aftermath of the global financial crisis, financial regulation has gone through major changes in order to prevent the build-up of systemic risk. However, many problems still remain unresolved and more research, notably empirical research, is called for. This conference aims at bringing together experts in banking, insurance, regulation, and financial economics in order to take stock of current academic research on systemic risk and financial regulation. In particular, contributions dealing with the following subjects are encouraged:

  • systemic risk measures,
  • stress testing,
  • counterparty risk,
  • modelling the interaction between the macro-economy and financial regulation,
  • financial networks,
  • contagion.

Sponsors:
Banque de France, SoFiE, Chaire ACPR, Global Risk Institute, Labex louis Bachelier, Labex Ecodex


Program committee : 
C. Brownlees (Pompeu Fabra), O. de Bandt (ACPR), H. Fraisse (ACPR), P. Gagliardini (SFI and U. of Lugano), C. Gouriéroux (CREST and U. of Toronto), N. Hautsch (Vienna U.), J.C. Héam (ACPR and CREST), T. Hurd (McMaster U.), S. J. Koopman (Free U. of Amsterdam), S. Manganelli (ECB), J.S. Mésonnier (Banque de France), A. Monfort (CREST), C. Pérignon (HEC Paris), E. Renault (Brown U.), J.P. Renne (Banque de France), H. Rey (LBS), O. Scaillet (SFI and U. of Geneva), D. Thesmar (HEC Paris).

Slides and Papers of the Workshop

Opening Address :

Session I : Central Clearing House and Counterparty Risk

Session II : Financial Regulation and the Influence of Finance on the Economy

Session III : Interconnections

Session IV : Solvability and Liquidity

Session V : Contagion

Session VI : Measures of Systemic Risk

Posters Session 1:

Bank Credit Risk Networks: Evidence from the Eurozone Crisis.
Christian Brownlees (Universitat Pompeu Fabra), Christina Hans (Deutsche Bundesbank), Eulalia Nualart (Universitat Pompeu Fabra)

A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets.
Simona Boffelli (Bergamo University), Jan Novotný (Cass Business School), Giovanni Urga (Cass Business School and Bergamo University)

Posters Session 2:

Updated on: 05/02/2017 13:52