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.
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):
We welcome original manuscripts that have not yet been published in peer-reviewed journals. Submitted manuscripts may be part of a working paper series. The papers should be emailed by 15 April 2017 with the subject line “Submission – SRA2017″ to the following address: email@example.com. We will send acceptance decisions to authors by mid-May 2017.
Presenters are encouraged to submit their papers to a post-conference special issue. The journal will be announced later.
The conference will take place on 29-30 June 2017 in the premises of the Arcada University of Applied Science. The conference is single track with keynotes and poster sessions, as well as a pre-conference workshop on 28 June in the premises of Bank of Finland. The conference is accompanied with a social event for speakers on June 29 at the Bank of Finland’s villa.
We welcome experts and researchers of the conference topics to participate in the conference. Participation requires pre-registration.
More information: RMsihteerit@bof.fi
Tuomas Peltonen (European Systemic Risk Board)
Peter Sarlin (Hanken School of Economics & RiskLab at Arcada)
Katja Taipalus (Bank of Finland)
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)
Co-Pierre Georg (Bundesbank & University of Cape Town)
Iman van Lelyveld (DNB & Free University Amsterdam)
Ross Levine (Haas School of Business, UC Berkeley)
Camelia Minoiu (IMF and Wharton School at UPenn)
José-Luis Peydró (Universitat Pompeu Fabra)
Jouko Vilmunen (Bank of Finland)