Conference Event:
July 3, 2019
Event Location:
Česká Národní Banka, Prague, Czech Republic
Organizer(s):
Preventing and mitigating systemic risk is a key objective for macroprudential authorities. The structural dimension of systemic risk encompasses characteristics of the financial sector that can make it more vulnerable to adverse financial shocks and amplify their effects. Structural systemic risks may arise from factors such as interconnectedness among financial institutions through direct and indirect exposures, moral hazard and misaligned incentives, or banking sector size and concentration. Quantitative methods for identifying and measuring structural systemic risks are crucial to inform and guide macroprudential policy decisions.
Topics
This workshop aims to create a platform for academics and policymakers to present and discuss novel approaches to identifying and measuring structural systemic risk. Submissions of papers based on either theoretical or empirical approaches are encouraged.
Further Information:
The call for papers is already closed
Link Conference: Sources of Structural Systemic Risk in the Financial System: Identification and Measurement