Europlace Institute of Finance - Call for Papers (En)

Publié le 20 juin 2011

SYSTEMIC RISK
Paris, March 22 & 23, 2012

Deadline for paper submission: November 27, 2011

Click here to submit a paper

You will find attached the call for papers.

The Financial Risks International Forum on "Systemic Risk" is an International Research Forum for academics and professionals organised by the Louis Bachelier Institute, the Europlace Institute of Finance and the Risk Foundation.

We invite academics, professionals and regulators to submit papers for this meeting which takes place in Paris on March 22 & 23, 2012.

OBJECTIVES

The forum pursues three objectives:

- to identify the main streams of research that will structure the Finance and Insurance's evolutions in the future;
- to organize presentations and debates on these new trends;
- to assess the market and regulatory impacts of these evolutions.

TOPICS

- Systemic vs Systematic Risk Measurement, Systemic Risk Factors,
- Stress Testing, Systemic Risk Allocation Capital Adequacy and Procyclicality,
- Contagion Model, Double Default, Bilateral Counterparty Risk and Chain Failures,
- Network Modelling Tools,
- Risk Concentration,
- Liquidity Risk,
- The Role of Hedge Funds, Securitization, Market Globalization, Algorithmic Trading, Shadow Banking in the Development of Systemic Risk,
- Commodity Risk and Sovereign Risk Transmission,
- Centralized Clearing.

PAPER SUBMISSION

A complete paper in PDF format must be submitted electronically by November 27, 2011 using the submission form:

http://www.institutlouisbachelier.org/risk2012/

The results of the selection procedure will be set by mid-January 2012. For any inquiry: Cet adresse mail est protégé contre les spambots. Vous avez d'activer le javascript pour la visualiser.

EXPENSES

Louis Bachelier Institute may cover part of travel and accommodation expenses for the authors of selected papers (upon request and only for speakers).