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Centre for Central Banking Studies, Bank of England

Dates:
October 05-09, 2015
Description:
Systemic risk assessment: identification and monitoring - Centre for Central Banking Studies CCBS
Location:
London, United Kingdom
Subject:
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]
Notes:
JEL Code:
E
Sponsor:
URL:
http://www.bankofengland.co.uk/education/Pages/ccbs/events/events.aspx

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