Global Systemic Risk

November 17, 2011
A conference jointly organized by the Federal Reserve Bank of New York, the Society for Financial Econometrics, and the Volatility Institute of New York University.
Overview
The 2007-09 financial crisis demonstrates that systemic risk spreads globally across markets and institutions. Funding difficulties in one country can spill over to other countries via internationally active institutions, and the tail risk in financial markets can be transmitted across the world. Accordingly, the G20, FSB, and IMF have announced initiatives to study global systemically important financial institutions (GSIFIs).

This conference brings together experts in banking, regulation, and financial economics to take stock of current academic research on systemic risk in a global context. Examples of such research are the identification of GSIFIs, the regulation of systemic risk, and early warning systems. A highlight of the conference will be a panel discussion by leading academics, regulators, and practitioners on relevant aspects of global systemic risk.
Audience
The conference is open to academics and other researchers in the fields of economics and finance. It is closed to the media.
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Agenda >> pdf
Agenda (html)
Conference Location
Federal Reserve Bank of New York
12th Floor Conference Center
33 Liberty Street
New York, New York
Conference Organizers
Tobias Adrian, Federal Reserve Bank of New York
Francis Diebold, University of Pennsylvania
Robert Engle, New York University
Eric Ghysels, University of North Carolina
More Information
Please contact NYGlobal.Sysrisk2011@ny.frb.org.
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