2016 RiskLab/BoF/ESRB
Conference on Systemic Risk Analytics

Highlights

• What: Conference on Systemic Risk Analytics
• When: 5–7 October 2016
• Where: Arcada University of Applied Sciences, Helsinki, Finland
• Submission deadline: 15 July 2016
• Keynote speakers:
  • Erkki Liikanen (Governor of the Bank of Finland)
  • Sergio Nicoletti-Altimari (Macroprudential Policy and Financial Stability, European Central Bank)
  • Rama Cont (Professor, Imperial College London)
  • Stefan Mittnik (Professor, LMU München)

  Recent waves of financial instability have sparked an acute interest in analytics for systemic risk measurement. This conference brings together most recent advances on computational tools for systemic risk identification and assessment. The scope of models and techniques includes systemic risk and early-warning indicators, network and contagion analysis, macro stress-testing, as well as measures of coinciding systemic stress and systemically important financial institutions. The key aim of the conference is to adopt methods and techniques from other disciplines, such as computer science, biology and physics, that use computer-intensive approaches, novel data sources, visual representations or interactive interfaces, among others.

  Topics

  The themes of the conference cover policy and practitioner-oriented research related to systemic risk measurement. We solicit contributions covering a broad range of techniques related to systemic risk analytics, particularly related to the following three themes (but not limited to):

  • Implications of the zero interest-rate environment on systemic risk
  • Mapping systemic risk analytics to macroprudential policy and regulation
  • Risks and opportunities stemming from disruptive innovations in financial technology (FinTech)

  Special issues

  Presenters are encouraged to submit their papers to a post-conference special issue. The journal will be announced later.

  Program and venue

  The conference will take place on 6–7 October 2016 in the premises of Arcada University of Applied Sciences. The conference is single track with keynotes and poster sessions, as well as a pre-conference workshop on 5 October at the Bank of Finland.

  Preliminary program

  Registration instructions

  We welcome experts and researchers of the conference topics to participate in the conference. Participation requires pre-registration.
  More information: RMsihteerit@bof.fi

  Organizers

  Organizing committee: Tuomas Peltonen (European Systemic Risk Board)
  Peter Sarlin (Hanken School of Economics & RiskLab at Arcada)

  Katja Taipalus (Bank of Finland)

  Program committee: Stefano Battiston (University of Zurich)
  Kaj-Mikael Björk (RiskLab at Arcada)

  Elena Carletti (Bocconi University)
  Prasanna Gai (The University of Auckland)
  Mark Flood (Office of Financial Research at US Treasury)
  Tor Jacobson (Sveriges Riksbank)
  Sam Langfield (European Systemic Risk Board)
  Iman van Lelyveld (DNB & Free University Amsterdam)
  Ross Levine (Haas School of Business, UC Berkeley)
  Camelia Minoiu (International Monetary Fund)
  José-Luis Peydró (Universitat Pompeu Fabra)
  Bernd Schwaab (European Central Bank)
  Jouko Vilmunen (Bank of Finland)