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- ECB - European Central Bank Bank of Japan Board of Governors of the Federal Reserve System

Dates:November 08-09, 2005
Description:Fourth Joint Central Bank Research Conference on Risk Measurement and Systemic Risk
Location:Frankfurt, Germany
Subject:The conference will focus on issues related to risk measurement and systemic risks from a central bank perspective. Special emphasis will be devoted to questions relating to sources and consequences of financial contagion and its relation to other forms of systemic risk, macro stress testing, the financial stability implications of credit risk transfers and recent advances in risk measurement methods. Studies employing the latest econometric approaches to contagion, empirical and theoretical studies on credit risk transfers, empirical studies exploiting new data sources, as well as case studies are especially encouraged. The conference organisers seek to bring together central bankers, market practitioners and academics interested in the field. Topics 1. Financial contagion 2. Macro stress testing 3. Credit risk transfers 4. Improvements in quantitative risk measurement and management 5. Central Banks' policy response to systemic risk [gem╠_╠┘ den Informationen des Anbieters - according to site editor's information]
JEL Code:B


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