OCC Symposium on Systemic Risk and Stress Testing in Banking

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CfP Deadline Date:
December 17, 2021

Conference Event:
March 21 – 22, 2022

Event Location:
Washington, D.C., USA

The Office of the Comptroller of the Currency

The Office of the Comptroller of the Currency will host a research symposium on Systemic Risk and Stress Testing in Banking on March 21-22, 2022. The symposium is planned to be held in person but may be held virtually or in a hybrid format if necessary to accommodate restrictions on in-person participation due to the COVID-19 pandemic.

TOPICS: The symposium will provide a platform for interested academic and regulatory participants and experts in the field to meet and discuss research about the measurement and quantification of systemic risk and other emerging risks in the banking system. Areas of special interest include (but are not limited to):
– Shock transmission through financial linkages
– Systemic risk measurement
– Early warning indicators in banking sector
– Stress testing methods and scenario development
– Bank supervision and systemic risk
– Fintech, crypto, and systemic risk in the banking sector
– Climate risk and stress testing
– Lessons from COVID-19 pandemic for risk in the financial system and stress testing
– Implications of accounting and disclosure regulation for systemic risk
– Using machine learning and natural language processing for systemic risk identification

Further Information:

We encourage the submission of preliminary work, and we will consider research projects that are directed toward academic or policy audiences for presentation. Any submitted papers must represent original and unpublished research. The conference schedule will allocate 45 minutes to each paper, including a presentation by the author, comments from a discussant, and questions from the audience.

PAPER SUBMISSION PROCEDURE: Authors of papers selected for the conference will be informed no later than mid-February 2022.

Please submit your papers or brief project proposals to: EconSystemicRiskSymposium@occ.treas.gov

SUBMISSION DEADLINE: December 17, 2021

Link CfP & Conference: OCC Symposium on Systemic Risk and Stress Testing in Banking