Recent waves of financial instability have sparked an interest in analytics for systemic risk measurement. This fifth annual conference brings together most recent advances on computational tools for systemic risk identification and assessment. The scope of models and techniques includes systemic risk and early-warning indicators, network and contagion analysis, macro stress-testing, as well as measures of coinciding systemic stress and systemically important financial institutions. The aim of the conference is to also adopt methods and techniques from other disciplines, such as computer science, engineering, biology and physics, that use computer-intensive approaches, novel data sources, visual representations or interactive interfaces, among others.
The themes of the conference cover policy and practitioner-oriented research related to systemic risk measurement. We solicit contributions covering a broad range of techniques related to systemic risk analytics, particularly related to (but not limited to) the following themes:
Using systemic risk analytics to support macroprudential policy and regulation
Analysing emerging risks from interconnectedness of the financial system
Use of big data and artificial intelligence for systemic risk analytics
Identifying risks from market based finance
Risks and opportunities stemming from disruptive innovations in financial technology (FinTech)
Program and venue
The conference will take place on 23–24 May 2019 at the Bank of Finland premises in the centre of Helsinki. The conference includes keynotes, presentations and poster sessions. The conference is accompanied with a social event for speakers on 23 May, taking place at the Bank of Finland Villa.
Academic papers to be considered for presentation at the conference and workshop should be submitted via online form by 7 March: www.lyyti.in/sra2019cfp_5707. Accepted paper presenters will be notified in due course.
We welcome academics and experts of the conference topics to participate in the conference. Participation requires pre-registration. Registration will open later in the spring. More information: firstname.lastname@example.org.
A joint conference by RiskLab at Arcada, Bank of Finland and ESRB
What: Conference on Systemic Risk Analytics
When: 23-24 May 2019
Where: Bank of Finland, Helsinki
Kaj-Mikael Björk (RiskLab at Arcada, Hanken School of Economics & Silo.AI)
Tuomas Peltonen (European Systemic Risk Board)
Peter Sarlin (RiskLab at Arcada, Hanken School of Economics & Silo.AI)
Katja Taipalus (Bank of Finland)
Esa Jokivuolle (Bank of Finland) – chair of the programme committee
Stefano Battiston (University of Zurich)
Elena Carletti (Bocconi University)
Mark Flood (Office of Financial Research at US Treasury)
Co-Pierre Georg (Bundesbank & University of Cape Town)
Iman van Lelyveld (DNB & Free University Amsterdam)
Ross Levine (Haas School of Business, UC Berkeley)
Camelia Minoiu (IMF and Wharton School at UPenn)
José-Luis Peydró (Universitat Pompeu Fabra)
Jouko Vilmunen (University of Turku)