"Volatility and Systemic Risk" (2010)
- The Center for the Study of Auctions, Procurements and Competition Policy (CAPCP)
- The Center for Research on International Financial Energy Security (CRIFES) at Pennsylvania State University
- Deutsche Bank
- FinEx Plus, LLC
- The Society for Financial Econometrics (SoFiE)
The focus of the Conference is to understand both economically and statistically the dramatic movements in volatilities and correlations experienced in global financial markets since Sept 2008. Some of these financial market risks we now know were systemic, and the Conference will showcase new research on both statistical and economic measures of systemic risk. Such measures are potentially important inputs to the new regulatory environment. The Conference will emphasize academic, regulatory and practitioner points of view.
Featuring Sir John Gieve (Deputy Governor for Financial Stability of the Bank of England) as the Lunchtime Keynote Speaker.