Česká národní banka Congress Centre
Senovážné náměstí 30, Prague 1
Participation is by invitation only.
All times are local.
Registration and coffee
Tomáš Nidetzký, Deputy Governor, Česká národní banka
Chair: Ianna Yordanova, Danmarks Nationalbank
Presenter: Anne-Caroline Hüser, Goethe University Frankfurt/Deutsche Bundesbank
Presenter: Vitor Oliveira, Banco de Portugal
Co-author: Nuno Azevedo, Banco de Portugal
Presenter: Gabriele Torri, European Central Bank
Discussant: Martín Saldías, European Central Bank
Chair: Petr Jakubik, European Insurance and Occupational Pensions Authority
Presenter: Elisa Letizia, European Central Bank
Co-author: Linda Fache Rousová, European Central Bank
Presenter: Dilyara Salakhova, Banque de France
Presenter: Spyros Palligkinis, European Central Bank
Discussant: Marco D’Errico, European Systemic Risk Board
Wolf Wagner, Rotterdam School of Management/Centre for Economic Policy Research
Chair: Dilan Ölcer, Sveriges Riksbank
Presenter: Justine Pedrono, Banque de France/Autorité de Contrôle Prudentiel et de Régulation
Presenter: Ulrich Krüger, Deutsche Bundesbank
Presenter: Martín Saldías, European Central Bank
Discussant: Simona Malovaná, Česká národní banka
Submission deadline: 3 May 2019
On 3 July 2019 Česká národní banka will host a workshop on “Sources of structural systemic risk in the financial system: identification and measurement”, organised jointly with the ECB’s Macroprudential Analysis Group and the ESRB’s Analysis Working Group.
Preventing and mitigating systemic risk is a key objective for macroprudential authorities. The structural dimension of systemic risk encompasses characteristics of the financial sector that can make it more vulnerable to adverse financial shocks and amplify their effects. Structural systemic risks may arise from factors such as interconnectedness among financial institutions through direct and indirect exposures, moral hazard and misaligned incentives, or banking sector size and concentration. Quantitative methods for identifying and measuring structural systemic risks are crucial to inform and guide macroprudential policy decisions.
This workshop aims to create a platform for academics and policymakers to present and discuss novel approaches to identifying and measuring structural systemic risk. Submissions of papers based on either theoretical or empirical approaches are encouraged.
Submissions are invited on, but not limited to, the following topics:
Contributions are welcome from authors from all member institutions of the Eurosystem and the ESRB as well as from academia. The workshop is an opportunity to exchange views on state-of-the-art models and tools for macroprudential risk analysis and assessment, with a particular focus on the practical applicability of tools for policymaking institutions.
Authors are invited to submit their contributions (full papers or extended abstracts) by 3 May 2019 to EURiskWorkshop@ecb.europa.eu. Authors of accepted papers will be notified by 31 May 2019.
Please note that travel and accommodation expenses will not be reimbursed by the organisers.