Special session on Systemic Risk Analytics

Summary

In the aftermath of the global financial crisis of 2007/2008, there is an acute interest in analytics for early identification and assessment of risks and vulnerabilities that eventually may lead to a systemic financial crisis. These sessions bring together the most recent advances on computational tools for systemic financial risk identification and assessment, including early-warning, stress-testing, and contagion or spillover models. The key aim of the sessions is to adopt methods and techniques from other disciplines, such as computer science, biology and physics, that make use of computer-intensive approaches, novel data sources, visual representations or interactive interfaces, among others. The sessions also cover a range of other related topics, such as methods for the analysis of coinciding systemic financial stress and systemically important financial institutions. Hence, they solicit contributions on a wide range of topics on analytics related to systemic financial risk and financial stability.

Special issues

All session papers are published in the conference proceedings. Presenters will also have the chance to submit extended versions to the sessions’ special issue, which is now confirmed in Neurocomputing (IF: 2.1).