Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Month: August 2014
Date: August 18--December 19
Name: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
Location: Isaac Newton Institute for Mathematical Sciences, Cambridge, United Kingdom.
The purpose of this programme is to gather an international panel of mathematical scientists, economists, regulators, risk professionals, and scientists from related disciplines to discuss theoretical and operational approaches for modelling, measuring and controlling systemic risk in the financial system, with the aim of fostering interdisciplinary exchanges and transfers on this important topic as well as providing a platform for exchange between scientists and regulators. The semester will focus on theoretical developments in understanding the mechanisms underlying systemic risk and financial instability, metrics for identifying sources of systemic risk, as well as the data requirements and statistical tools for monitoring these sources in practice. Several workshops will take place during the programme. For full details please see