Recent waves of financial instability have sparked an acute interest in analytics for systemic risk measurement. This fourth annual 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 aim of the conference is to also adopt methods and techniques from other disciplines, such as computer science, engineering, 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 (but not limited to) the following themes:
The conference will take place on May 29-30, 2018 at the Bank of Finland premises in Helsinki. The conference includes keynotes, presentations and poster sessions, as well as a pre-conference workshop on May 28. The conference is accompanied with a social event for speakers on May 29 that takes place at Bank of Finland’s villa.
Darrell Duffie (Professor at Standford University)
Andrei Kirilenko (Professor at MIT)
Erkki Liikanen (Governor of Bank of Finland)
Academic papers to be considered for presentation at the conference and workshop should be sent to RMsihteerit@bof.fi by 28 February, 2018. Accepted paper presenters will be notified in due course.
We welcome academics and experts 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 (RiskLab at Arcada & Hanken School of Economics)
Katja Taipalus (Bank of Finland)
Kaj-Mikael Björk (RiskLab at Arcada)
Esa Jokivuolle (Bank of Finland) – chair of the programme committee
Stefano Battiston (University of Zurich)
Elena Carletti (Bocconi University)
Mark Flood (Office of Financial Research at US Treasury)
Prasanna Gai (The University of Auckland)
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 (University of Turku)