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- 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]
JEL Code:E
URL:http://www.bankofengland.co.uk/education/Pages/ccbs/events/events.aspx

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