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:
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).
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)
Updated on: 05/02/2017 13:52