Banco de Portugal
Rua do Comércio, 148 (1100-150 Lisboa)
Participation is by invitation only.
All times are local.
Registration and coffee
Ana Cristina Leal, Head of the Financial Stability Department, Banco de Portugal
Chair: Ana Pereira (Banco de Portugal)
Discussant: Federico Maria Signoretti (Banca d’Italia)
Author: Benedetta Bianchi (Central Bank of Ireland)
Authors: Jan Hannes Lang and Peter Welz (European Central Bank)
Authors: Jorge E. Galán and Javier Mencía (Banco de España)
Chair: Ana Margarida Ramos (Banco de Portugal)
Discussants: Elena Banu (European Systemic Risk Board) and Heleen Hofmans (Bank of England)
Authors: João Gouveia de Oliveira and Ana Pereira (Banco de Portugal)
Authors: Frieder Mokinski (Deutsche Bundesbank) and Magnus Saß (Freie Universität Berlin)
Authors: Kamil Joński (University of Lodz) and Wojciech Rogowski (Narodowy Bank Polski and Warsaw School of Economics)
Chair: Carsten Detken (European Central Bank)
Discussant: Marco Lo Duca (European Central Bank)
Authors: Elena Banu (European Systemic Risk Board) and Irina Mihai (Banca Naţională a României)
Authors: Jan Hannes Lang and Cosimo Izzo (European Central Bank)
(Bank of England)
Chair: Tuomas Peltonen (European Systemic Risk Board)
Discussant: Nuno Silva (Banco de Portugal)
Authors: Rama Cont (Imperial College London) and Eric Schaanning (ETH Zurich)
Chair: Thomas Schepens (Nationale Bank van België/Banque Nationale de Belgique)
End of workshop
Submission deadline: 4 May 2018
Past financial crises have demonstrated that the materialisation of systemic risk can have a strong impact on financial stability and the real economy. Consequently, efforts have been made by both national and international authorities to establish sound macroprudential policy frameworks. Quantitative methods for assessing the emergence of systemic risks are an essential element of such frameworks, helping to inform and underpin macroprudential policy decisions.
This workshop, hosted by Banco de Portugal and organised jointly with the ECB’s Macroprudential Analysis Group and the ESRB’s Analysis Working Group, provides a platform for academics and policymakers to present and discuss recent advances in systemic risk modelling. Hence, participants can look forward to an exchange of views on state-of-the-art models and tools for measuring and analysing macroprudential risk, focussing in particular on the practical applicability of such tools for policy-making institutions.
We welcome contributions on theoretical and empirical approaches for identifying and measuring systemic risks that involve a cross-country perspective. More specifically, the following topics are of interest:
Contributions are welcome from those working in a member institution of the Eurosystem or the ESRB, as well as from academic researchers. Interested authors should submit their contributions (i.e. a full paper or an extended abstract) to:
The deadline for submissions is 18:00 CET on 4 May 2018. Authors of accepted papers will be notified by 31 May 2018.
Please note that travel and accommodation expenses will not be reimbursed.