The Institute have organized a Workshop on “Interlinkages and Systemic Risk” in Ancona, Italy that will take place on July 4th and 5th.
Within the Institute for New Economic Thinking research project ” New tools in the credit network modeling with agents’ heterogeneity,” Giovanni Di Iasio (Bank of Italy), Mauro Gallegati (Ancona Polithecnic University), Fabrizio Lillo (Scuola Normale Superiore, Pisa) and Rosario Nunzio Mantegna (Central European University and Palermo University) have organized a Workshop on “Interlinkages and Systemic Risk” in Ancona, Italy that will take place on July 4th and 5th.
Several international reforms are pointing in the direction of increased monitoring, surveillance and regulation of different types of interlinkages. The workshop aims to focus research attention towards a deeper understanding of systemic risks that stem from interconnectedness and their effects on the financing of real activities. It also aims to set up interactions and exchanges among an interdisciplinary group of researchers working in different areas to improve the analysis and the modeling of interlinkages and the associated systemic risks.
The Workshop has participants coming from academia, central banks, and international institutions.
The program includes three distinguished scholars: Ignazio Angeloni, Director General Financial Stability, European Central Bank; and Institute for New Economic Thinking grantees Domenico Delli Gatti and Peter Howitt.
In addition to the keynote speakers the workshop attracted researchers from Universities, Central Banks and International Institutions. Specifically the Workshop program contains 27 lectures by researchers of European Central Bank, University of Maryland, Brown University, Scuola Normale Superiore, Pisa University, OFCE, LSE, McMaster University, Teramo University, Tubingen University, Università Cattolica, Santa Fe Institute, Bank of International Settlment, Banca d’Italia, Goethe University Frankfurt, University of Technology Sydney, European University Institute, Trento University, Scuola Superiore S. Anna, Pescara university, Tokyo University, Palermo University, and Kiel University.
Research topics that will be discussed at the workshop include: systemic-risk modeling, credit-relationships modeling, agent-based models and networked markets, investigation and detection of systemic-risk indicators, financial networks and systemic risk, systemic risk and regulation, data mining, metrics, and stylized facts in credit relationships.
A selection of the papers presented at the workshop will be selected for a Special Issue to be published in Quantitative Finance.
For more, visit the event website.