RFE: Conference Listings
This service is joint project of RFE and EconBiz.
- Centre for Central Banking Studies, Bank of England
|Dates:||October 06-10, 2014|
|Description:||Systemic risk assessment: identification and monitoring - Centre for Central Banking Studies|
|Location:||London, United Kingdom|
|Subject:||The following topics will be covered:- credit and asset price cycles;- network models for systemic risk assessment;- stress tests; and- statistical measures of systemic risk:?? Value-at-Risk (VaR)?? Conditional Value-at-Risk (CoVaR)?? Marginal Expected Shortfall (MES).[gem?_?? den Informationen des Anbieters - according to site editor's information]|