GDRE Money Banking and Finance and the Centre De Recherché sur les Stratégies Économiques (crese) are kindly inviting you to participate in a jointly organised Workshop on Systemic Risk – New Approaches and New Challenges which will be held on January 30, 2015 in Besançon, France at the University of France-Comté.
Jean-Charles Rochet – Swiss Banking Institute (ISB), University of Zurich, Switzerland and Institut d’Economie Industrielle (IDEI), University of Toulouse I, France
While a unique banking supervision is implemented in Europe, the issue of systemic risk is still topical. New banking regulations, whose aim is to improve the resilience of banks, give an important attention to systemic risk. However, the understanding of what systematic risk is, and the quantification of its different aspects are still debate issues, because the shapes of systemic risk are in motion, and because non banking actors are playing important roles, as shown by the issue of shadow banking.
The aim of this workshop is to debate the new aspects of systematic risk and the new approaches to model, assess and better control this risk.
The contributions could focus for instance on the following topics:
- New approaches to assess the systemic risk and interactions between banks. Contributions provided by the models of networks.
- Modelling of contagion on financial markets (interbank, derivatives, stocks, CDS and so on) and modelling of various vectors of contagion (margin call, liquidity crises…)
- Modelling and assessing of shadow banking and financial instability.
- The role of banking regulation, the role of articulations between micro prudential and macro prudential regulations in order to better control the systemic risk.
Papers must be submitted by January 7, 2015. Submissions must be complete papers, even if we accept first drafts. The paper will include the following information: title, name(s) of the author(s), abstract, keywords, JEL classification, email address for each author, complete addresses. Submissions from PhD students or young PhD are welcome. Authors will be notified by January 14, 2015, by e-mail. The definitive paper will be send to the committee by January 20, 2015.
Organizing and Scientific Commitee
- Christian At – CRESE, University of Franche-Comté, Besançon, France
- Michel Boutillier – Economix, Université Paris Ouest Nanterre La Défense, Paris, France
- Marie-Line Duboz – CRESE, University of Franche-Comté, Besançon, France
- Céline Gimet – CRESE, University of Franche-Comté, Besançon, France
- François Guillemin – CRESE, University of Franche-Comté, Besançon, France
- Fabien Labondance – CRESE, University of Franche-Comté, Besançon, France
- Julie Le Gallo – CRESE, University of Franche-Comté, Besançon, France
- Maria Mansanet-Bataller – CRESE, University of Franche– Comté, Besançon, France
- Catherine Refait-Alexandre – CRESE, University of Franche-Comté, Besançon, France