5th Financial Risks International Forum - Systemic Risk
mardi 22 mars 2011
CALL FOR PAPERS
5th Financial Risks International Forum
SYSTEMIC RISK
Paris, March 22 & 23, 2012
Deadline for paper submission: November 27, 2011
Click here to submit a paper
You will find attached the call for papers.
The Financial Risks International Forum on "Systemic Risk" is an International Research Forum for academics and professionals organised by the Louis Bachelier Institute, the Europlace Institute of Finance and the Risk Foundation.
We invite academics, professionals and regulators to submit papers for this meeting which takes place in Paris on March 22 & 23, 2012.
OBJECTIVES
The forum pursues three objectives:
- to identify the main streams of research that will structure the Finance and Insurance's evolutions in the future;
- to organize presentations and debates on these new trends;
- to assess the market and regulatory impacts of these evolutions.
TOPICS
- Systemic vs Systematic Risk Measurement, Systemic Risk Factors,
- Stress Testing, Systemic Risk Allocation Capital Adequacy and Procyclicality,
- Contagion Model, Double Default, Bilateral Counterparty Risk and Chain Failures,
- Network Modelling Tools,
- Risk Concentration,
- Liquidity Risk,
- The Role of Hedge Funds, Securitization, Market Globalization, Algorithmic Trading, Shadow Banking in the Development of Systemic Risk,
- Commodity Risk and Sovereign Risk Transmission,
- Centralized Clearing.
PAPER SUBMISSION
A complete paper in PDF format must be submitted electronically by November 27, 2011 using the submission form:
http://www.institutlouisbachelier.org/risk2012/
The results of the selection procedure will be set by mid-January 2012. For any inquiry: risk@institutlouisbachelier.org
EXPENSES
Louis Bachelier Institute may cover part of travel and accommodation expenses for the authors of selected papers (upon request and only for speakers).
5th Financial Risks International Forum
Paris, March 22 & 23, 2012
Deadline for paper submission: November 27, 2011
Click here to submit a paper
You will find attached the call for papers.
The Financial Risks International Forum on "Systemic Risk" is an International Research Forum for academics and professionals organised by the Louis Bachelier Institute, the Europlace Institute of Finance and the Risk Foundation.
We invite academics, professionals and regulators to submit papers for this meeting which takes place in Paris on March 22 & 23, 2012.
OBJECTIVES
The forum pursues three objectives:
- to identify the main streams of research that will structure the Finance and Insurance's evolutions in the future;
- to organize presentations and debates on these new trends;
- to assess the market and regulatory impacts of these evolutions.
TOPICS
- Systemic vs Systematic Risk Measurement, Systemic Risk Factors,
- Stress Testing, Systemic Risk Allocation Capital Adequacy and Procyclicality,
- Contagion Model, Double Default, Bilateral Counterparty Risk and Chain Failures,
- Network Modelling Tools,
- Risk Concentration,
- Liquidity Risk,
- The Role of Hedge Funds, Securitization, Market Globalization, Algorithmic Trading, Shadow Banking in the Development of Systemic Risk,
- Commodity Risk and Sovereign Risk Transmission,
- Centralized Clearing.
PAPER SUBMISSION
A complete paper in PDF format must be submitted electronically by November 27, 2011 using the submission form:
http://www.institutlouisbachelier.org/risk2012/
The results of the selection procedure will be set by mid-January 2012. For any inquiry: risk@institutlouisbachelier.org
EXPENSES
Louis Bachelier Institute may cover part of travel and accommodation expenses for the authors of selected papers (upon request and only for speakers).