RFE: Conference Listings
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Centre for Central Banking Studies, Bank of England
- October 05-09, 2015
- Systemic risk assessment: identification and monitoring - Centre for Central Banking Studies CCBS
- London, United Kingdom
- The following topics will be covered:- credit and asset price cycles;- statistical measures of systemic risk:- Value-at-Risk (VaR)- Conditional Value-at-Risk (CoVaR)- Marginal Expected Shortfall (MES);- network models for systemic risk assessment; and- macroeconomic stress testing.[gem?_?? den Informationen des Anbieters - according to site editor's information]
- JEL Code: